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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+4.03%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$121B
AUM Growth
+$5.36B
Cap. Flow
+$1.6B
Cap. Flow %
1.32%
Top 10 Hldgs %
15.87%
Holding
4,088
New
164
Increased
2,088
Reduced
1,678
Closed
134

Top Buys

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$121M
2
DOW icon
Dow Inc
DOW
+$103M
3
MSFT icon
Microsoft
MSFT
+$75M
4
ACN icon
Accenture
ACN
+$58.5M
5
AMZN icon
Amazon
AMZN
+$53.4M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$257M
2
DD icon
DuPont de Nemours
DD
+$113M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$74M
4
MMM icon
3M
MMM
+$56.4M
5
OXY icon
Occidental Petroleum
OXY
+$51.4M

Sector Composition

Rank Sector Weight
1 Technology 15.29%
2 Financials 14.37%
3 Miscellaneous 13.77%
4 Healthcare 11.88%
5 Consumer Discretionary 8.84%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NSLR
2151
Neostellar Capital Corp
NSLR
$270M
$2.5M ﹤0.01%
465,772
– –
TDAY
2152
USA Today Co
TDAY
$931M
$2.5M ﹤0.01%
264,554
+31,381
+13% +$314K
VUG icon
2153
Vanguard Morningstar Growth ETF
VUG
$228B
$2.5M ﹤0.01%
91,656
+14,982
+20% +$400K
FARO
2154
DELISTED
Faro Technologies
FARO
$2.49M ﹤0.01%
47,437
+1,717
+4% +$86.8K
HSII
2155
DELISTED
Heidrick & Struggles
HSII
$2.49M ﹤0.01%
83,229
-32,749
-28% -$1.15M
ENTA icon
2156
Enanta Pharmaceuticals
ENTA
$396M
$2.49M ﹤0.01%
29,543
-2,489
-8% -$224K
ABCB icon
2157
Ameris Bancorp
ABCB
$5.74B
$2.49M ﹤0.01%
63,531
+17,842
+39% +$651K
NE
2158
DELISTED
Noble Corporation
NE
$2.48M ﹤0.01%
1,327,908
+512,236
+63% +$1.2M
IBP icon
2159
Installed Building Products
IBP
$6.53B
$2.48M ﹤0.01%
41,840
-1,187
-3% -$62.5K
BCC icon
2160
Boise Cascade
BCC
$2.75B
$2.47M ﹤0.01%
88,022
-15,980
-15% -$415K
DLPH
2161
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$2.47M ﹤0.01%
123,406
-4,109
-3% -$84.1K
FSD
2162
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$2.47M ﹤0.01%
164,247
+65,307
+66% +$955K
ECHO
2163
DELISTED
Echo Global Logistics, Inc.
ECHO
$2.46M ﹤0.01%
117,741
-40,579
-26% -$900K
XNCR icon
2164
Xencor
XNCR
$1.94B
$2.45M ﹤0.01%
59,816
+13,553
+29% +$445K
BPMC
2165
DELISTED
Blueprint Medicines
BPMC
$2.44M ﹤0.01%
25,853
+8,799
+52% +$726K
OPB
2166
DELISTED
Opus Bank Common Stock
OPB
$2.44M ﹤0.01%
115,527
+2,265
+2% +$47.7K
IMMU
2167
DELISTED
Immunomedics Inc
IMMU
$2.43M ﹤0.01%
175,268
+74,967
+75% +$1.13M
ARGX icon
2168
argenx
ARGX
$64B
$2.43M ﹤0.01%
17,159
+3,518
+26% +$447K
AVTA
2169
DELISTED
Avantax, Inc. Common Stock
AVTA
$2.43M ﹤0.01%
79,996
-18,254
-19% -$601K
KTF
2170
DWS Municipal Income Trust
KTF
$345M
$2.43M ﹤0.01%
215,480
-1,618
-0.7% -$18K
ATNI icon
2171
ATN International
ATNI
$463M
$2.43M ﹤0.01%
42,045
-8,230
-16% -$493K
MXL icon
2172
MaxLinear
MXL
$5.6B
$2.43M ﹤0.01%
103,486
-5,026
-5% -$122K
HALO icon
2173
Halozyme
HALO
$12B
$2.42M ﹤0.01%
141,131
+47,191
+50% +$761K
SCHA icon
2174
Schwab U.S Small- Cap ETF
SCHA
$22.7B
$2.42M ﹤0.01%
135,592
-7,228
-5% -$128K
MRTN icon
2175
Marten Transport
MRTN
$1.17B
$2.42M ﹤0.01%
199,889
+411
+0.2% +$5.13K
85 86
87
88 89

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MCM
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PSUF
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Parametric Portfolio Associates's Q2 2019 Portfolio in Review

As of Q2 2019, Parametric Portfolio Associates held 4,088 positions worth $121B, up 4.6% from $116B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q2 2019 filing shows 164 new, 2,088 increased, 1,678 reduced and 134 closed positions. Its largest new stake was Dow Inc: 1,951,242 shares worth $96.2M. The largest sale was iShares Core S&P 500 ETF, an estimated $257M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 15% a quarter earlier, followed by Financials and Miscellaneous.

  • Parametric Portfolio Associates's largest Q2 2019 buy was Dow Inc: 1,951,242 shares worth $96.2M.
  • Parametric Portfolio Associates added most to iShares Russell 1000 Growth ETF in Q2 2019, an estimated $121M increase.
  • Parametric Portfolio Associates's biggest Q2 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $257M.
  • Parametric Portfolio Associates fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q2 2019, selling an estimated $36.1M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $121B portfolio in Q2 2019.
  • Parametric Portfolio Associates opened 164 new positions and closed 134 in Q2 2019.
  • Parametric Portfolio Associates's portfolio value rose 4.6% quarter-over-quarter to $121B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2019, filed 13 Aug 2019.