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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
PINS icon
1476
Pinterest
PINS
$13.1B
$6.82M 0.01%
+250,591
New +$6.85M
FNSR
1477
DELISTED
Finisar Corp
FNSR
$6.82M 0.01%
298,208
+7,602
+3% +$174K
PEB icon
1478
Pebblebrook Hotel Trust
PEB
$2.09B
$6.82M 0.01%
241,937
-50,284
-17% -$1.52M
AIT icon
1479
Applied Industrial Technologies
AIT
$11.8B
$6.81M 0.01%
110,704
+4,384
+4% +$256K
NEU icon
1480
NewMarket
NEU
$8.41B
$6.81M 0.01%
16,991
-1,798
-10% -$743K
BLX icon
1481
Bladex Inc
BLX
$2.05B
$6.8M 0.01%
326,500
+2,470
+0.8% +$51.3K
TRNO icon
1482
Terreno Realty
TRNO
$7.26B
$6.79M 0.01%
138,373
+5,021
+4% +$228K
INVX
1483
Innovex International
INVX
$2.11B
$6.77M 0.01%
140,995
+17,183
+14% +$747K
BKD icon
1484
Brookdale Senior Living
BKD
$2.8B
$6.75M 0.01%
936,588
-96,079
-9% -$634K
TNET icon
1485
TriNet
TNET
$3.23B
$6.75M 0.01%
99,562
-2,636
-3% -$168K
NVRI icon
1486
Enviri
NVRI
$628M
$6.75M 0.01%
245,841
+6,058
+3% +$148K
GBCI icon
1487
Glacier Bancorp
GBCI
$6.1B
$6.74M 0.01%
166,250
-7,121
-4% -$292K
TVTY
1488
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$6.74M 0.01%
410,012
+234,701
+134% +$4.53M
HIW icon
1489
Highwoods Properties
HIW
$3.44B
$6.72M 0.01%
162,684
+30,919
+23% +$1.37M
CHX
1490
DELISTED
ChampionX
CHX
$6.71M 0.01%
200,215
+4,702
+2% +$171K
HQY icon
1491
HealthEquity
HQY
$7.97B
$6.71M 0.01%
102,663
-2,918
-3% -$203K
EVTC icon
1492
Evertec
EVTC
$1.79B
$6.71M 0.01%
205,283
+2,793
+1% +$82.1K
SF
1493
Stifel
SF
$12.3B
$6.71M 0.01%
255,690
+19,964
+8% +$508K
WAL icon
1494
Western Alliance Bancorporation
WAL
$8.57B
$6.71M 0.01%
150,032
+5,613
+4% +$251K
PRSP
1495
DELISTED
Perspecta Inc. Common Stock
PRSP
$6.69M 0.01%
285,803
+8,371
+3% +$188K
WABC icon
1496
Westamerica Bancorp
WABC
$1.34B
$6.68M 0.01%
108,372
+5,932
+6% +$369K
KRG icon
1497
Kite Realty
KRG
$5.21B
$6.67M 0.01%
440,983
+42,920
+11% +$678K
MNK
1498
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$6.66M 0.01%
725,914
-175,949
-20% -$2.54M
QTS
1499
DELISTED
QTS REALTY TRUST, INC.
QTS
$6.66M 0.01%
144,268
+26,226
+22% +$1.19M
SSD icon
1500
Simpson Manufacturing
SSD
$7.46B
$6.66M 0.01%
100,156
-10,043
-9% -$642K
58 59
60
61 62

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MCM
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PSUF
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IA
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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.