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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
FOSL icon
1526
Fossil Group
FOSL
$316M
$6.45M 0.01%
560,786
-87,565
-14% -$1.08M
ACCO icon
1527
Acco Brands
ACCO
$396M
$6.45M 0.01%
819,169
-53,562
-6% -$439K
SWCH
1528
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$6.45M 0.01%
492,337
+72,231
+17% +$854K
ESE icon
1529
ESCO Technologies
ESE
$7.18B
$6.44M 0.01%
77,931
+7,332
+10% +$538K
KGC icon
1530
Kinross Gold
KGC
$37.1B
$6.44M 0.01%
1,659,165
+310,393
+23% +$1.05M
SNP
1531
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$6.43M 0.01%
94,237
-7,950
-8% -$578K
DOC
1532
DELISTED
PHYSICIANS REALTY TRUST
DOC
$6.37M 0.01%
365,207
+8,547
+2% +$155K
DCH
1533
Dauch Corp
DCH
$1.5B
$6.36M 0.01%
498,777
-51,660
-9% -$673K
REXR icon
1534
Rexford Industrial Realty
REXR
$8.28B
$6.35M 0.01%
157,338
+6,786
+5% +$258K
GRA
1535
DELISTED
W.R. Grace & Co.
GRA
$6.35M 0.01%
83,393
-284
-0.3% -$21.3K
UNF icon
1536
Unifirst Corp
UNF
$5.1B
$6.34M 0.01%
33,646
+85
+0.3% +$13.8K
MED icon
1537
Medifast
MED
$136M
$6.34M 0.01%
49,394
+3,330
+7% +$463K
ADC icon
1538
Agree Realty
ADC
$9.1B
$6.33M 0.01%
98,789
-4,574
-4% -$306K
AXON
1539
Axon Enterprise
AXON
$48.8B
$6.33M 0.01%
98,522
-8,969
-8% -$585K
RITM icon
1540
Rithm Capital
RITM
$5.63B
$6.33M 0.01%
410,998
-151,710
-27% -$2.47M
KBH icon
1541
KB Home
KBH
$3.36B
$6.32M 0.01%
245,789
-6,403
-3% -$165K
AIN icon
1542
Albany International
AIN
$1.66B
$6.32M 0.01%
76,250
-4,450
-6% -$333K
CADE
1543
DELISTED
Cadence Bank
CADE
$6.3M 0.01%
216,919
+5,304
+3% +$154K
CHRD icon
1544
Chord Energy
CHRD
$7.99B
$6.28M 0.01%
1,106,004
+279,787
+34% +$1.59M
BSBR icon
1545
Santander
BSBR
$43.5B
$6.28M 0.01%
552,320
+35,991
+7% +$391K
AXE
1546
DELISTED
Anixter International Inc
AXE
$6.28M 0.01%
105,171
+2,972
+3% +$175K
TCF
1547
DELISTED
TCF Financial Corporation Common Stock
TCF
$6.26M 0.01%
152,265
+17,707
+13% +$735K
NHC icon
1548
National Healthcare
NHC
$3.49B
$6.25M 0.01%
77,036
+2,797
+4% +$216K
CPRI icon
1549
Capri Holdings
CPRI
$1.53B
$6.24M 0.01%
179,885
-138,533
-44% -$5.63M
CSOD
1550
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$6.23M 0.01%
107,584
-17,818
-14% -$964K
60 61
62
63 64

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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.