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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
VTA
1801
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$4.29M ﹤0.01%
383,405
-31,044
-7% -$345K
SAH icon
1802
Sonic Automotive
SAH
$2.52B
$4.28M ﹤0.01%
183,396
-938
-0.5% -$18.1K
RDUS
1803
DELISTED
Radius Recycling
RDUS
$4.28M ﹤0.01%
163,451
+26,376
+19% +$629K
AKR icon
1804
Acadia Realty Trust
AKR
$2.85B
$4.28M ﹤0.01%
156,186
+1,459
+0.9% +$40.9K
WSC icon
1805
WillScot Mobile Mini Holdings
WSC
$3.79B
$4.27M ﹤0.01%
283,643
+20,146
+8% +$273K
BECN
1806
DELISTED
Beacon Roofing Supply, Inc.
BECN
$4.25M ﹤0.01%
115,657
+3,965
+4% +$144K
OSG
1807
Octave Specialty Group
OSG
$209M
$4.21M ﹤0.01%
249,902
-60,839
-20% -$1.04M
ARD
1808
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$4.21M ﹤0.01%
240,573
+33,441
+16% +$488K
MTSI icon
1809
MACOM Technology Solutions
MTSI
$20.3B
$4.21M ﹤0.01%
277,946
-5,583
-2% -$84.1K
SWN
1810
DELISTED
Southwestern Energy Company
SWN
$4.19M ﹤0.01%
1,326,280
+337,894
+34% +$1.31M
MCR
1811
DELISTED
MFS Charter Income Trust
MCR
$4.19M ﹤0.01%
513,905
+15,828
+3% +$126K
CBPO
1812
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$4.19M ﹤0.01%
43,945
-17,346
-28% -$1.63M
BSV icon
1813
Vanguard Short-Term Bond ETF
BSV
$45.6B
$4.18M ﹤0.01%
51,905
+42,115
+430% +$3.36M
SSL icon
1814
Sasol
SSL
$7.58B
$4.17M ﹤0.01%
167,959
-72,160
-30% -$2.1M
AVNS
1815
DELISTED
Avanos Medical
AVNS
$4.16M ﹤0.01%
95,442
-16,980
-15% -$726K
FFBC icon
1816
First Financial Bancorp
FFBC
$3.45B
$4.16M ﹤0.01%
171,668
-8,856
-5% -$213K
TU icon
1817
Telus
TU
$15.2B
$4.16M ﹤0.01%
225,316
+60,062
+36% +$1.11M
NUVA
1818
DELISTED
NuVasive, Inc.
NUVA
$4.14M ﹤0.01%
70,814
+616
+0.9% +$36.4K
CADE
1819
DELISTED
Cadence Bancorporation
CADE
$4.14M ﹤0.01%
199,194
+35,269
+22% +$725K
EFII
1820
DELISTED
Electronics for Imaging
EFII
$4.12M ﹤0.01%
111,689
+5,547
+5% +$198K
ENVA icon
1821
Enova International
ENVA
$5.79B
$4.12M ﹤0.01%
178,667
-2,681
-1% -$64.2K
QLYS icon
1822
Qualys
QLYS
$6.47B
$4.12M ﹤0.01%
47,259
-8,394
-15% -$724K
CVLT icon
1823
Commault Systems
CVLT
$5.65B
$4.11M ﹤0.01%
82,729
-32,191
-28% -$1.71M
FSP
1824
Franklin Street Properties
FSP
$42.2M
$4.1M ﹤0.01%
555,181
+25,847
+5% +$196K
CVE icon
1825
Cenovus Energy
CVE
$58.2B
$4.08M ﹤0.01%
462,385
+9,176
+2% +$82.7K
71 72
73
74 75

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MCM
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PSUF
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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.