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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
TBI
1726
Trueblue
TBI
$326M
$4.78M ﹤0.01%
216,718
-8,035
-4% -$186K
SFM icon
1727
Sprouts Farmers Market
SFM
$7.6B
$4.77M ﹤0.01%
252,686
-13,883
-5% -$289K
WNS
1728
DELISTED
WNS Holdings
WNS
$4.75M ﹤0.01%
80,233
-2,441
-3% -$137K
GGAL icon
1729
Galicia Financial Group
GGAL
$6.78B
$4.72M ﹤0.01%
133,083
-24,484
-16% -$656K
LDL
1730
DELISTED
Lydall, Inc.
LDL
$4.72M ﹤0.01%
233,849
-23,955
-9% -$521K
ELME
1731
Elme Communities
ELME
$149M
$4.72M ﹤0.01%
176,686
+14,698
+9% +$407K
SABR icon
1732
Sabre
SABR
$888M
$4.72M ﹤0.01%
212,586
+26,010
+14% +$558K
FWRD icon
1733
Forward Air
FWRD
$574M
$4.7M ﹤0.01%
79,507
-3,378
-4% -$208K
ALV icon
1734
Autoliv
ALV
$8.94B
$4.7M ﹤0.01%
66,634
-4,139
-6% -$303K
NHI icon
1735
National Health Investors
NHI
$3.54B
$4.69M ﹤0.01%
60,140
-2,065
-3% -$160K
EOD
1736
Allspring Global Dividend Opportunity Fund
EOD
$288M
$4.68M ﹤0.01%
853,299
-42,181
-5% -$227K
LSCC icon
1737
Lattice Semiconductor
LSCC
$16.2B
$4.67M ﹤0.01%
319,934
+95,806
+43% +$1.28M
HTHT icon
1738
Huazhu Hotels Group
HTHT
$14.7B
$4.66M ﹤0.01%
128,609
-9,520
-7% -$356K
UA icon
1739
Under Armour Class C
UA
$2.12B
$4.66M ﹤0.01%
209,701
+8,035
+4% +$167K
CHS
1740
DELISTED
Chicos FAS, Inc.
CHS
$4.65M ﹤0.01%
1,379,405
-597,298
-30% -$2.17M
NXGN
1741
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$4.65M ﹤0.01%
233,628
-23,017
-9% -$430K
INXN
1742
DELISTED
Interxion Holding N.V.
INXN
$4.65M ﹤0.01%
61,084
+12,164
+25% +$868K
NPO icon
1743
Enpro
NPO
$6.33B
$4.64M ﹤0.01%
72,748
-3,643
-5% -$238K
PCRX icon
1744
Pacira BioSciences
PCRX
$1.03B
$4.64M ﹤0.01%
106,630
+19,567
+22% +$831K
RPT
1745
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$4.64M ﹤0.01%
382,823
+145,912
+62% +$1.8M
JHG
1746
DELISTED
Janus Henderson
JHG
$4.63M ﹤0.01%
216,285
+18,023
+9% +$411K
XLF icon
1747
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$4.63M ﹤0.01%
167,672
-31,327
-16% -$848K
ROIC
1748
DELISTED
Retail Opportunity Investments Corp.
ROIC
$4.62M ﹤0.01%
269,766
-48,624
-15% -$842K
LN
1749
DELISTED
LINE Corporation
LN
$4.61M ﹤0.01%
163,685
-174,274
-52% -$5.49M
GLOG
1750
DELISTED
GASLOG LTD
GLOG
$4.59M ﹤0.01%
318,812
-91,075
-22% -$1.38M
68 69
70
71 72

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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.