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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
TUP
1226
DELISTED
Tupperware Brands Corporation
TUP
$9.79M 0.01%
514,719
+149,774
+41% +$3.36M
KPN
1227
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$9.74M 0.01%
3,173,300
+365,088
+13% +$1.12M
AMED
1228
DELISTED
Amedisys
AMED
$9.74M 0.01%
80,204
-13,092
-14% -$1.55M
NEOG icon
1229
Neogen
NEOG
$2.54B
$9.71M 0.01%
312,650
+3,922
+1% +$116K
RP
1230
DELISTED
RealPage, Inc.
RP
$9.69M 0.01%
164,583
-136,722
-45% -$8.28M
PFPT
1231
DELISTED
Proofpoint, Inc.
PFPT
$9.68M 0.01%
80,523
-5,273
-6% -$621K
IWR icon
1232
iShares Russell Mid-Cap ETF
IWR
$57.1B
$9.68M 0.01%
173,186
-11,921
-6% -$654K
FOXF icon
1233
Fox Factory Holding Corp
FOXF
$864M
$9.67M 0.01%
117,226
+19,858
+20% +$1.47M
AMJ
1234
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$9.67M 0.01%
385,017
-29,499
-7% -$743K
CW icon
1235
Curtiss-Wright
CW
$22B
$9.66M 0.01%
75,985
+9,223
+14% +$1.06M
KMT icon
1236
Kennametal
KMT
$2.25B
$9.62M 0.01%
260,103
-32,377
-11% -$1.17M
ELUX
1237
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$9.62M 0.01%
188,286
+10,206
+6% +$521K
FLEX icon
1238
Flex
FLEX
$40.8B
$9.61M 0.01%
1,332,979
+93,388
+8% +$718K
RYAAY icon
1239
Ryanair
RYAAY
$29.1B
$9.6M 0.01%
374,085
-17,085
-4% -$484K
INVH icon
1240
Invitation Homes
INVH
$17.4B
$9.6M 0.01%
359,052
+4,935
+1% +$126K
HUBB icon
1241
Hubbell
HUBB
$24.3B
$9.57M 0.01%
73,400
+1,626
+2% +$201K
GPI icon
1242
Group 1 Automotive
GPI
$3.15B
$9.57M 0.01%
116,831
+5,008
+4% +$377K
PAM icon
1243
Pampa Energía
PAM
$4.31B
$9.56M 0.01%
275,820
+54,507
+25% +$1.42M
NVT icon
1244
nVent Electric
NVT
$24B
$9.56M 0.01%
385,642
+47,815
+14% +$1.23M
SPOT icon
1245
Spotify
SPOT
$113B
$9.51M 0.01%
65,024
+20,911
+47% +$2.88M
ENIA
1246
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$9.5M 0.01%
1,070,957
-37,078
-3% -$312K
CXW icon
1247
CoreCivic
CXW
$3.34B
$9.48M 0.01%
456,557
+22,458
+5% +$483K
CHK
1248
DELISTED
Chesapeake Energy Corporation
CHK
$9.48M 0.01%
24,299
-6,626
-21% -$3.31M
TCBI icon
1249
Texas Capital Bancshares
TCBI
$4.29B
$9.47M 0.01%
154,258
-9,947
-6% -$604K
AR icon
1250
Antero Resources
AR
$11.8B
$9.44M 0.01%
1,707,178
+1,239,685
+265% +$8.94M
48 49
50
51 52

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MCM
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PSUF
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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.