We are live on ! Find out more
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
FRPT icon
1751
Freshpet
FRPT
$3.4B
$4.59M ﹤0.01%
100,833
+438
+0.4% +$19.8K
CPE
1752
DELISTED
Callon Petroleum Company
CPE
$4.58M ﹤0.01%
69,517
-38,423
-36% -$2.77M
AGS
1753
DELISTED
PlayAGS
AGS
$4.58M ﹤0.01%
235,365
-535
-0.2% -$11.5K
UNVR
1754
DELISTED
Univar Solutions Inc.
UNVR
$4.58M ﹤0.01%
207,733
+40,156
+24% +$877K
PENN icon
1755
PENN Entertainment
PENN
$2.33B
$4.56M ﹤0.01%
236,818
-7,045
-3% -$143K
BBT
1756
Beacon Financial Corp
BBT
$2.63B
$4.56M ﹤0.01%
145,212
+13,994
+11% +$418K
AVX
1757
DELISTED
AVX Corporation
AVX
$4.56M ﹤0.01%
274,578
+63,696
+30% +$1.05M
CVET
1758
DELISTED
Covetrus, Inc. Common Stock
CVET
$4.55M ﹤0.01%
186,101
-15,912
-8% -$458K
AX icon
1759
Axos Financial
AX
$5.55B
$4.55M ﹤0.01%
167,026
-30,252
-15% -$890K
FCPT icon
1760
Four Corners Property Trust
FCPT
$2.77B
$4.55M ﹤0.01%
166,501
+12,561
+8% +$359K
CLDT
1761
Chatham Lodging
CLDT
$637M
$4.55M ﹤0.01%
240,911
+8,440
+4% +$165K
QIWI
1762
DELISTED
QIWI PLC
QIWI
$4.52M ﹤0.01%
231,087
+17,797
+8% +$285K
FSS icon
1763
Federal Signal
FSS
$7.21B
$4.51M ﹤0.01%
168,562
+22,553
+15% +$592K
ATH
1764
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$4.5M ﹤0.01%
104,557
-6,834
-6% -$295K
CVBF icon
1765
CVB Financial
CVBF
$3.91B
$4.48M ﹤0.01%
213,225
-36,892
-15% -$786K
AVYA
1766
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$4.47M ﹤0.01%
375,597
-16,613
-4% -$254K
FFIN icon
1767
First Financial Bankshares
FFIN
$4.79B
$4.47M ﹤0.01%
145,250
-40,730
-22% -$1.23M
UNIT
1768
Uniti Group
UNIT
$2.43B
$4.47M ﹤0.01%
470,666
+46,285
+11% +$506K
PDCE
1769
DELISTED
PDC Energy, Inc.
PDCE
$4.47M ﹤0.01%
123,983
-8,854
-7% -$334K
ATKR icon
1770
Atkore
ATKR
$3.16B
$4.47M ﹤0.01%
172,692
+20,888
+14% +$510K
HF
1771
DELISTED
HFF Inc.
HF
$4.46M ﹤0.01%
98,106
+20,548
+26% +$940K
GEO icon
1772
The GEO Group
GEO
$4.25B
$4.46M ﹤0.01%
212,254
+45,028
+27% +$950K
CVGW
1773
DELISTED
Calavo Growers
CVGW
$4.46M ﹤0.01%
46,077
-1,734
-4% -$162K
SHI
1774
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$4.45M ﹤0.01%
111,316
+9,385
+9% +$420K
SHO icon
1775
Sunstone Hotel Investors
SHO
$2.11B
$4.44M ﹤0.01%
323,590
-16,525
-5% -$234K
69 70
71
72 73

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.