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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
SCD
2001
LMP Capital and Income Fund
SCD
$359M
$3.14M ﹤0.01%
231,468
+48,530
+27% +$642K
EFV icon
2002
iShares MSCI EAFE Value ETF
EFV
$31.6B
$3.14M ﹤0.01%
65,283
-747
-1% -$36.5K
TRQ
2003
DELISTED
Turquoise Hill Resources Ltd
TRQ
$3.14M ﹤0.01%
252,983
-126,885
-33% -$1.76M
AXIA
2004
DELISTED
AXIA Energia
AXIA
$3.13M ﹤0.01%
433,715
+25,490
+6% +$174K
BPFH
2005
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$3.13M ﹤0.01%
259,048
+58,287
+29% +$655K
TISI icon
2006
Team
TISI
$113M
$3.12M ﹤0.01%
20,364
-1,675
-8% -$270K
TERP
2007
DELISTED
TerraForm Power, Inc
TERP
$3.11M ﹤0.01%
217,458
+60,464
+39% +$830K
PAG icon
2008
Penske Automotive Group
PAG
$14.2B
$3.11M ﹤0.01%
65,700
+748
+1% +$33.9K
TDOC icon
2009
Teladoc Health
TDOC
$1.18B
$3.1M ﹤0.01%
46,744
-354
-0.8% -$20.6K
RGP icon
2010
Resources Connection
RGP
$146M
$3.1M ﹤0.01%
193,578
-790
-0.4% -$12.6K
JRVR icon
2011
James River Group Holdings
JRVR
$191M
$3.1M ﹤0.01%
66,042
+24,344
+58% +$1.06M
TROX icon
2012
Tronox
TROX
$862M
$3.09M ﹤0.01%
242,113
-39,575
-14% -$485K
CRTO icon
2013
Criteo S.A.
CRTO
$855M
$3.09M ﹤0.01%
179,675
+60,827
+51% +$1.2M
BV icon
2014
BrightView Holdings
BV
$1.04B
$3.08M ﹤0.01%
164,827
+122,389
+288% +$2.04M
TIVO
2015
DELISTED
Tivo Inc
TIVO
$3.08M ﹤0.01%
418,141
+11,793
+3% +$94.7K
TARO
2016
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$3.07M ﹤0.01%
35,967
+7,793
+28% +$771K
MSEX icon
2017
Middlesex Water
MSEX
$1.1B
$3.06M ﹤0.01%
51,579
+1,813
+4% +$105K
IGIB icon
2018
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.7B
$3.06M ﹤0.01%
53,644
– –
AY
2019
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$3.06M ﹤0.01%
134,770
+19,983
+17% +$423K
VGT icon
2020
Vanguard Information Technology ETF
VGT
$147B
$3.05M ﹤0.01%
115,744
+4,904
+4% +$126K
QDEL icon
2021
QuidelOrtho
QDEL
$1.01B
$3.05M ﹤0.01%
51,422
-3,410
-6% -$205K
ISCA
2022
DELISTED
International Speedway Corp
ISCA
$3.05M ﹤0.01%
67,914
+1,123
+2% +$49.6K
SM icon
2023
SM Energy
SM
$8.71B
$3.05M ﹤0.01%
243,258
-73,773
-23% -$1.07M
CBZ icon
2024
CBIZ
CBZ
$2.96B
$3.04M ﹤0.01%
155,144
-9,288
-6% -$186K
CRVL icon
2025
CorVel
CRVL
$3.5B
$3.04M ﹤0.01%
104,757
+4,743
+5% +$117K
79 80
81
82 83

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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.