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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
OPLN
951
Openlane
OPLN
$4.28B
$14.9M 0.01%
597,203
-875,807
-59% -$18.9M
SMCI icon
952
Super Micro Computer
SMCI
$24B
$14.9M 0.01%
7,708,510
-608,510
-7% -$1.18M
HLF icon
953
Herbalife
HLF
$1.3B
$14.8M 0.01%
346,991
-185,813
-35% -$8.8M
QVCGA
954
DELISTED
QVC Group Inc Series A
QVCGA
$14.8M 0.01%
24,602
+1,092
+5% +$778K
AAN.A
955
DELISTED
The Aaron's Company Inc Class A
AAN.A
$14.8M 0.01%
240,930
-15,723
-6% -$966K
FLR icon
956
Fluor
FLR
$7.12B
$14.8M 0.01%
438,864
-82,670
-16% -$2.77M
SLG icon
957
SL Green Realty
SLG
$4.08B
$14.7M 0.01%
189,456
+14,748
+8% +$1.24M
AGR
958
DELISTED
Avangrid, Inc.
AGR
$14.7M 0.01%
291,310
+33,072
+13% +$1.68M
CACI icon
959
CACI
CACI
$13.9B
$14.7M 0.01%
71,720
-9,762
-12% -$1.93M
JHX icon
960
James Hardie Industries
JHX
$17.4B
$14.7M 0.01%
1,109,284
+58,449
+6% +$766K
CLH icon
961
Clean Harbors
CLH
$16.4B
$14.6M 0.01%
205,743
-582
-0.3% -$40.5K
GRFS
962
Grifois
GRFS
$5.23B
$14.6M 0.01%
691,154
+59,969
+10% +$1.14M
MOD icon
963
Modine Manufacturing
MOD
$9.43B
$14.5M 0.01%
1,013,618
+307,036
+43% +$4.39M
ELS icon
964
Equity Lifestyle Properties
ELS
$12.4B
$14.5M 0.01%
238,232
+14,940
+7% +$885K
SCO
965
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$14.4M 0.01%
3,319,591
-353,526
-10% -$1.53M
IRDM icon
966
Iridium Communications
IRDM
$4.94B
$14.4M 0.01%
617,665
-16,568
-3% -$412K
NDSN icon
967
Nordson
NDSN
$18.1B
$14.3M 0.01%
101,533
-6,481
-6% -$892K
SNV
968
DELISTED
Synovus
SNV
$14.3M 0.01%
409,487
-7,309
-2% -$254K
DSU icon
969
BlackRock Debt Strategies Fund
DSU
$595M
$14.3M 0.01%
1,326,575
+127,219
+11% +$1.37M
EAT icon
970
Brinker International
EAT
$9.87B
$14.2M 0.01%
361,242
-32,189
-8% -$1.33M
GWRE icon
971
Guidewire Software
GWRE
$17.1B
$14.2M 0.01%
139,904
+13,140
+10% +$1.34M
CGNX icon
972
Cognex
CGNX
$10.2B
$14.2M 0.01%
295,361
-5,566
-2% -$268K
NSANY
973
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$14.2M 0.01%
991,454
-368,874
-27% -$5.27M
UVV icon
974
Universal Corp
UVV
$1.14B
$14.1M 0.01%
232,483
-12,766
-5% -$715K
OLLI icon
975
Ollie's Bargain Outlet
OLLI
$4.38B
$14.1M 0.01%
162,078
-14,045
-8% -$1.32M
37 38
39
40 41

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MCM
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PSUF
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IA
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SCC
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BAM
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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.