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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
W icon
1551
Wayfair
W
$14.2B
$6.21M 0.01%
42,547
-11,060
-21% -$1.66M
CHSP
1552
DELISTED
Chesapeake Lodging Trust
CHSP
$6.2M 0.01%
218,048
+4,643
+2% +$135K
KELYA icon
1553
Kelly Services Class A
KELYA
$600M
$6.19M 0.01%
236,389
-120
-0.1% -$2.87K
UCB
1554
United Community Banks
UCB
$4.24B
$6.18M 0.01%
216,460
+17,646
+9% +$482K
IART icon
1555
Integra LifeSciences
IART
$1.31B
$6.17M 0.01%
110,522
-46,548
-30% -$2.4M
RVT icon
1556
Royce Value Trust
RVT
$2.31B
$6.16M 0.01%
442,351
+8,762
+2% +$122K
NTCT icon
1557
NETSCOUT
NTCT
$2.84B
$6.15M 0.01%
242,281
-8,587
-3% -$231K
CNX icon
1558
CNX Resources
CNX
$5.36B
$6.12M 0.01%
837,169
+79,812
+11% +$701K
BHE icon
1559
Benchmark Electronics
BHE
$2.56B
$6.12M 0.01%
243,598
+11,441
+5% +$294K
FTDR icon
1560
Frontdoor
FTDR
$5.71B
$6.11M 0.01%
140,345
+58,752
+72% +$2.26M
ENR icon
1561
Energizer
ENR
$1.53B
$6.1M 0.01%
157,811
-16,513
-9% -$739K
ADEA icon
1562
Adeia
ADEA
$2.84B
$6.09M 0.01%
1,117,958
-163,727
-13% -$984K
AVNT icon
1563
Avient
AVNT
$4.1B
$6.08M 0.01%
193,832
+13,018
+7% +$365K
RLJ icon
1564
RLJ Lodging Trust
RLJ
$1.75B
$6.08M 0.01%
342,717
+1,072
+0.3% +$19.5K
HA
1565
DELISTED
Hawaiian Holdings, Inc.
HA
$6.06M 0.01%
220,840
+38,163
+21% +$1.04M
RWT
1566
Redwood Trust
RWT
$580M
$6.04M 0.01%
365,712
+17,437
+5% +$282K
IR icon
1567
Ingersoll Rand
IR
$30.5B
$6.04M 0.01%
174,492
-46,016
-21% -$1.49M
SAVE
1568
DELISTED
Spirit Airlines, Inc.
SAVE
$6.03M 0.01%
126,382
-5,962
-5% -$304K
EHTH icon
1569
eHealth
EHTH
$38.4M
$6.03M 0.01%
70,004
+11,014
+19% +$741K
AZTA icon
1570
Azenta
AZTA
$1.44B
$6.03M 0.01%
155,513
-13,226
-8% -$474K
DLX icon
1571
Deluxe
DLX
$1.08B
$6.02M 0.01%
148,108
+16,035
+12% +$677K
UFPI icon
1572
UFP Industries
UFPI
$4.74B
$6.02M 0.01%
158,054
-3,643
-2% -$126K
FMBI
1573
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$6.01M 0.01%
293,843
-13,014
-4% -$269K
CRZO
1574
DELISTED
Carrizo Oil & Gas Inc
CRZO
$6.01M 0.01%
600,334
-27,995
-4% -$322K
CVSA
1575
Covista Inc
CVSA
$4.58B
$6M 0.01%
133,208
-17,692
-12% -$812K
61 62
63
64 65

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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.