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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
ESNT icon
1451
Essent Group
ESNT
$6.19B
$7.1M 0.01%
151,102
+12,289
+9% +$579K
AMN icon
1452
AMN Healthcare
AMN
$1.34B
$7.1M 0.01%
130,858
-8,119
-6% -$412K
ICFI icon
1453
ICF International
ICFI
$1.62B
$7.1M 0.01%
97,518
+17,787
+22% +$1.33M
SIG icon
1454
Signet Jewelers
SIG
$3.21B
$7.09M 0.01%
396,433
+104,018
+36% +$2.23M
VIV icon
1455
Telefônica Brasil
VIV
$18.2B
$7.06M 0.01%
542,360
+107,367
+25% +$1.3M
ENV
1456
DELISTED
ENVESTNET, INC.
ENV
$7.06M 0.01%
103,231
-14,796
-13% -$1.02M
CRUS icon
1457
Cirrus Logic
CRUS
$5.44B
$7.05M 0.01%
161,352
-3,676
-2% -$160K
HWC icon
1458
Hancock Whitney
HWC
$6.02B
$7.05M 0.01%
175,944
+1,571
+0.9% +$64.7K
ATI icon
1459
ATI
ATI
$28.7B
$7.02M 0.01%
278,474
-17,871
-6% -$436K
CHH icon
1460
Choice Hotels
CHH
$4.9B
$7M 0.01%
80,505
+3,823
+5% +$319K
LFUS icon
1461
Littelfuse
LFUS
$10.3B
$7M 0.01%
39,580
-5,742
-13% -$1.04M
SRG
1462
Seritage Growth Properties
SRG
$119M
$7M 0.01%
162,970
-4,977
-3% -$219K
EWY icon
1463
iShares MSCI South Korea ETF
EWY
$28B
$6.98M 0.01%
116,640
-221
-0.2% -$13.1K
VTIP icon
1464
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.8B
$6.98M 0.01%
141,553
-1,520
-1% -$74.4K
FLOW
1465
DELISTED
SPX FLOW, Inc.
FLOW
$6.97M 0.01%
166,517
+7,269
+5% +$269K
CWT icon
1466
California Water Service
CWT
$3.12B
$6.96M 0.01%
137,519
-553
-0.4% -$27.8K
STOR
1467
DELISTED
STORE Capital Corporation
STOR
$6.96M 0.01%
209,661
+24,641
+13% +$832K
COLD icon
1468
Americold
COLD
$4.29B
$6.95M 0.01%
214,325
+70,568
+49% +$2.24M
CC icon
1469
Chemours
CC
$2.35B
$6.91M 0.01%
287,949
-128,623
-31% -$3.79M
LSI
1470
DELISTED
Life Storage, Inc.
LSI
$6.9M 0.01%
108,800
-1,848
-2% -$119K
SID icon
1471
Companhia Siderúrgica Nacional
SID
$1.35B
$6.88M 0.01%
1,597,104
+96,064
+6% +$387K
GTLS
1472
DELISTED
Chart Industries
GTLS
$6.84M 0.01%
88,966
-16,307
-15% -$1.34M
KFY icon
1473
Korn Ferry
KFY
$4.43B
$6.84M 0.01%
170,646
-27,754
-14% -$1.26M
ADAM
1474
Adamas Trust
ADAM
$881M
$6.84M 0.01%
275,734
+18,873
+7% +$466K
FIVN icon
1475
FIVE9
FIVN
$2.54B
$6.83M 0.01%
133,086
-36,936
-22% -$1.87M
57 58
59
60 61

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AF
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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.