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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
LAUR icon
2326
Laureate Education
LAUR
$5.34B
$1.89M ﹤0.01%
120,266
-22,005
-15% -$350K
MODN
2327
DELISTED
MODEL N, INC.
MODN
$1.89M ﹤0.01%
96,804
+4,989
+5% +$91.8K
CPL
2328
DELISTED
CPFL Energia S.A.
CPL
$1.88M ﹤0.01%
120,315
-9,023
-7% -$135K
VRNS icon
2329
Varonis Systems
VRNS
$5.04B
$1.87M ﹤0.01%
90,552
+30,411
+51% +$653K
ARR
2330
Armour Residential REIT
ARR
$2.31B
$1.87M ﹤0.01%
20,027
-4,849
-19% -$456K
ADT icon
2331
ADT
ADT
$5.51B
$1.87M ﹤0.01%
304,897
-12,801
-4% -$81.5K
IRTC icon
2332
iRhythm Holdings
IRTC
$3.96B
$1.86M ﹤0.01%
23,565
-8,445
-26% -$615K
ABR icon
2333
Arbor Realty Trust
ABR
$944M
$1.86M ﹤0.01%
153,590
-22,635
-13% -$294K
CJ
2334
DELISTED
C&J Energy Services, Inc.
CJ
$1.86M ﹤0.01%
157,593
+880
+0.6% +$12K
DAI
2335
DELISTED
DAIMLER AG
DAI
$1.86M ﹤0.01%
33,318
+587
+2% +$32.7K
HLNE icon
2336
Hamilton Lane
HLNE
$4.6B
$1.85M ﹤0.01%
32,439
+13,356
+70% +$671K
SP
2337
DELISTED
SP Plus Corporation
SP
$1.85M ﹤0.01%
57,981
-8,715
-13% -$287K
MERC icon
2338
Mercer International
MERC
$25.9M
$1.85M ﹤0.01%
119,607
+59,343
+98% +$892K
SPOK icon
2339
Spok Holdings
SPOK
$223M
$1.85M ﹤0.01%
122,727
-3,890
-3% -$57.7K
DDD icon
2340
3D Systems Corp
DDD
$545M
$1.84M ﹤0.01%
202,437
-18,592
-8% -$176K
FISI icon
2341
Financial Institutions
FISI
$807M
$1.84M ﹤0.01%
63,141
+2,088
+3% +$58.2K
STC icon
2342
Stewart Information Services
STC
$2.13B
$1.83M ﹤0.01%
45,317
-3,198
-7% -$136K
PDD icon
2343
Pinduoduo
PDD
$122B
$1.83M ﹤0.01%
88,898
+76,910
+642% +$1.67M
CHUY
2344
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$1.83M ﹤0.01%
79,850
+5,800
+8% +$125K
MRTX
2345
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$1.83M ﹤0.01%
17,749
+4,435
+33% +$345K
TGS icon
2346
Transportadora de Gas del Sur
TGS
$4.24B
$1.82M ﹤0.01%
130,855
+18,062
+16% +$217K
FOE
2347
DELISTED
Ferro Corporation
FOE
$1.82M ﹤0.01%
115,100
+12,583
+12% +$202K
TOWN icon
2348
Towne Bank
TOWN
$3.46B
$1.82M ﹤0.01%
66,622
-12,567
-16% -$332K
I
2349
DELISTED
INTELSAT S. A.
I
$1.82M ﹤0.01%
93,441
+64,206
+220% +$1.24M
CATO icon
2350
Cato Corp
CATO
$52.8M
$1.81M ﹤0.01%
146,883
-57,636
-28% -$785K
92 93
94
95 96

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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.