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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
SAIA icon
1576
Saia
SAIA
$9.37B
$5.99M ﹤0.01%
92,633
-8,599
-8% -$550K
ESI icon
1577
Element Solutions
ESI
$8.51B
$5.98M ﹤0.01%
578,289
-204,420
-26% -$2.15M
PBI icon
1578
Pitney Bowes
PBI
$2.36B
$5.97M ﹤0.01%
1,395,360
+404,430
+41% +$2.17M
GLOB icon
1579
Globant
GLOB
$1.75B
$5.96M ﹤0.01%
58,961
-2,646
-4% -$231K
OSIS icon
1580
OSI Systems
OSIS
$3.29B
$5.94M ﹤0.01%
52,734
+8,331
+19% +$840K
SBNY
1581
DELISTED
Signature Bank
SBNY
$5.94M ﹤0.01%
49,143
+600
+1% +$74.2K
EPAC icon
1582
Enerpac Tool Group
EPAC
$1.92B
$5.93M ﹤0.01%
239,108
-2,644
-1% -$64.9K
MSA icon
1583
Mine Safety
MSA
$7.34B
$5.93M ﹤0.01%
56,273
-3,440
-6% -$361K
AD
1584
Array Digital Infrastructure
AD
$3.11B
$5.92M ﹤0.01%
132,546
+17,506
+15% +$818K
EQT icon
1585
EQT Corp
EQT
$34.1B
$5.91M ﹤0.01%
373,930
-309,683
-45% -$5.94M
GDOT icon
1586
Green Dot
GDOT
$760M
$5.9M ﹤0.01%
120,579
-11,091
-8% -$604K
KBR icon
1587
KBR
KBR
$4.79B
$5.89M ﹤0.01%
236,216
-13,584
-5% -$304K
IRBT
1588
DELISTED
iRobot
IRBT
$5.89M ﹤0.01%
64,256
-12,568
-16% -$1.27M
VIPS icon
1589
Vipshop
VIPS
$6.42B
$5.87M ﹤0.01%
679,860
-32,124
-5% -$259K
SUM
1590
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$5.86M ﹤0.01%
309,740
+5,962
+2% +$94.8K
AYR
1591
DELISTED
Aircastle Ltd
AYR
$5.86M ﹤0.01%
275,677
-7,439
-3% -$150K
GTY
1592
Getty Realty Corp
GTY
$2.04B
$5.86M ﹤0.01%
190,434
-10,728
-5% -$342K
COHR icon
1593
Coherent
COHR
$54.7B
$5.86M ﹤0.01%
160,143
+52,857
+49% +$1.93M
CFFN icon
1594
Capitol Federal Financial
CFFN
$1.07B
$5.85M ﹤0.01%
424,632
+6,891
+2% +$93.5K
GNL icon
1595
Global Net Lease
GNL
$2.12B
$5.84M ﹤0.01%
297,850
-3,130
-1% -$59.6K
RCM
1596
DELISTED
R1 RCM Inc. Common Stock
RCM
$5.84M ﹤0.01%
464,366
+256,003
+123% +$2.89M
JOYY
1597
JOYY Inc
JOYY
$3.65B
$5.83M ﹤0.01%
83,721
+30,154
+56% +$2.3M
THO icon
1598
Thor Industries
THO
$4.01B
$5.83M ﹤0.01%
99,744
-13,469
-12% -$817K
EVBG
1599
DELISTED
Everbridge, Inc. Common Stock
EVBG
$5.83M ﹤0.01%
65,192
-13,047
-17% -$1.03M
SABA
1600
Saba Capital Income & Opportunities Fund II
SABA
$221M
$5.82M ﹤0.01%
457,854
+97,437
+27% +$1.23M
62 63
64
65 66

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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.