We are live on ! Find out more
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
HY icon
2401
Hyster-Yale Materials Handling
HY
$609M
$1.66M ﹤0.01%
30,110
-788
-3% -$44K
AQUA
2402
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$1.66M ﹤0.01%
116,494
+9,992
+9% +$130K
NX icon
2403
Quanex
NX
$892M
$1.65M ﹤0.01%
87,495
+19,610
+29% +$329K
OPP
2404
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$187M
$1.65M ﹤0.01%
97,984
+7,890
+9% +$132K
HTLF
2405
DELISTED
Heartland Financial USA, Inc.
HTLF
$1.65M ﹤0.01%
36,907
+6,736
+22% +$298K
AMLP icon
2406
Alerian MLP ETF
AMLP
$13.4B
$1.65M ﹤0.01%
33,399
-10,651
-24% -$527K
VCRA
2407
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$1.64M ﹤0.01%
51,460
+16,785
+48% +$535K
NSSC icon
2408
Napco Security Technologies
NSSC
$1.26B
$1.64M ﹤0.01%
110,516
+79,442
+256% +$1.05M
TIP icon
2409
iShares TIPS Bond ETF
TIP
$15B
$1.64M ﹤0.01%
14,190
+1,026
+8% +$117K
TCDA
2410
DELISTED
Tricida, Inc. Common Stock
TCDA
$1.64M ﹤0.01%
41,442
+30,444
+277% +$1.07M
AXSM icon
2411
Axsome Therapeutics
AXSM
$10.4B
$1.63M ﹤0.01%
63,381
-29,476
-32% -$591K
GTN icon
2412
Gray Television
GTN
$497M
$1.63M ﹤0.01%
99,524
-72,684
-42% -$1.44M
FFH
2413
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$1.63M ﹤0.01%
3,331
+27
+0.8% +$13.2K
CVCO icon
2414
Cavco Industries
CVCO
$4.37B
$1.63M ﹤0.01%
10,349
+235
+2% +$32K
CARG icon
2415
CarGurus
CARG
$3.26B
$1.62M ﹤0.01%
44,798
-40,231
-47% -$1.51M
WSBC icon
2416
WesBanco
WSBC
$3.88B
$1.61M ﹤0.01%
41,880
-2,409
-5% -$92.7K
FIT
2417
DELISTED
Fitbit, Inc. Class A common stock
FIT
$1.61M ﹤0.01%
366,372
-65,791
-15% -$331K
ADUS icon
2418
Addus HomeCare
ADUS
$2.16B
$1.61M ﹤0.01%
21,475
+6,360
+42% +$439K
ONTO icon
2419
Onto Innovation
ONTO
$16.6B
$1.61M ﹤0.01%
46,373
-1,681
-3% -$53.7K
OCFC icon
2420
OceanFirst Financial
OCFC
$1.82B
$1.6M ﹤0.01%
64,495
-726
-1% -$17.9K
HEFA icon
2421
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.51B
$1.6M ﹤0.01%
53,671
+6,971
+15% +$205K
EGIO
2422
DELISTED
Edgio, Inc. Common Stock
EGIO
$1.6M ﹤0.01%
14,804
-3,883
-21% -$464K
MITT
2423
TPG Mortgage Investment Trust
MITT
$213M
$1.59M ﹤0.01%
33,376
-26,513
-44% -$1.31M
SMAR
2424
DELISTED
Smartsheet Inc.
SMAR
$1.59M ﹤0.01%
+32,892
New +$1.4M
ESGR
2425
DELISTED
Enstar Group
ESGR
$1.59M ﹤0.01%
9,118
+1,569
+21% +$272K
95 96
97
98 99

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.