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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
FBNC icon
2226
First Bancorp
FBNC
$2.65B
$2.24M ﹤0.01%
61,453
+31,226
+103% +$1.14M
AVAV icon
2227
AeroVironment
AVAV
$7.52B
$2.23M ﹤0.01%
39,366
-10,750
-21% -$708K
JCP
2228
DELISTED
J.C. Penney Company, Inc.
JCP
$2.23M ﹤0.01%
1,960,187
-305,081
-13% -$362K
NOAH
2229
Noah Holdings
NOAH
$589M
$2.23M ﹤0.01%
52,457
-21,326
-29% -$982K
ONCE
2230
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$2.23M ﹤0.01%
21,790
+2,156
+11% +$233K
NWS icon
2231
News Corp Class B
NWS
$18.7B
$2.23M ﹤0.01%
159,656
-24,675
-13% -$307K
BDSI
2232
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$2.23M ﹤0.01%
479,262
+244,292
+104% +$1.14M
QNST icon
2233
QuinStreet
QNST
$1.09B
$2.23M ﹤0.01%
140,547
+17,392
+14% +$260K
ORA icon
2234
Ormat Technologies
ORA
$6.34B
$2.23M ﹤0.01%
35,112
+1,087
+3% +$64.7K
ANH
2235
DELISTED
Anworth Mortgage Asset Corporation
ANH
$2.22M ﹤0.01%
586,330
-182,515
-24% -$734K
ENPH icon
2236
Enphase Energy
ENPH
$4.92B
$2.22M ﹤0.01%
121,819
-32,968
-21% -$454K
PS
2237
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$2.22M ﹤0.01%
73,239
-301,424
-80% -$9.68M
FORM icon
2238
FormFactor
FORM
$7.94B
$2.21M ﹤0.01%
141,305
+10,298
+8% +$169K
BTU icon
2239
Peabody Energy
BTU
$3.53B
$2.21M ﹤0.01%
91,838
-14,666
-14% -$386K
CORR
2240
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$2.21M ﹤0.01%
55,780
-1,494
-3% -$58.2K
UVE icon
2241
Universal Insurance Holdings
UVE
$1.21B
$2.21M ﹤0.01%
79,210
-15,153
-16% -$444K
SPNE
2242
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
$2.21M ﹤0.01%
166,546
-600
-0.4% -$8.41K
EVN
2243
Eaton Vance Municipal Income Trust
EVN
$426M
$2.19M ﹤0.01%
175,786
-8,255
-4% -$101K
MYRG icon
2244
MYR Group
MYRG
$4.58B
$2.19M ﹤0.01%
58,546
-585
-1% -$20.4K
MTRX icon
2245
Matrix Service
MTRX
$305M
$2.18M ﹤0.01%
107,389
-5,063
-5% -$99.9K
MCHB
2246
Mechanics Bancorp
MCHB
$3.52B
$2.17M ﹤0.01%
73,273
+2,195
+3% +$63.1K
VRTS icon
2247
Virtus Investment Partners
VRTS
$1.13B
$2.17M ﹤0.01%
20,211
+2,874
+17% +$321K
DOCU
2248
DocuSign
DOCU
$12.2B
$2.17M ﹤0.01%
43,611
+2,445
+6% +$131K
SHEN icon
2249
Shenandoah Telecom
SHEN
$690M
$2.17M ﹤0.01%
56,260
-29,082
-34% -$1.21M
HTZ.RT
2250
DELISTED
Hertz Global Holdings
HTZ.RT
$2.16M ﹤0.01%
+1,109,078
New +$2.46M
88 89
90
91 92

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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.