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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
DOX icon
676
Amdocs
DOX
$6.57B
$24.9M 0.02%
401,752
+35,565
+10% +$2.05M
URBN icon
677
Urban Outfitters
URBN
$6.95B
$24.9M 0.02%
1,096,381
+284,988
+35% +$7.72M
FFIV icon
678
F5
FFIV
$22.3B
$24.9M 0.02%
171,234
-10,895
-6% -$1.63M
WPP icon
679
WPP
WPP
$5.57B
$24.9M 0.02%
396,392
+93,575
+31% +$5.67M
UPM
680
DELISTED
UPM-KYMMRME ADR (REPR ORD SHS)
UPM
$24.9M 0.02%
937,969
+177,454
+23% +$4.71M
MFG icon
681
Mizuho Financial
MFG
$129B
$24.8M 0.02%
8,626,897
-1,107,968
-11% -$3.29M
HUN icon
682
Huntsman Corp
HUN
$1.66B
$24.8M 0.02%
1,214,595
-28,948
-2% -$608K
STWD icon
683
Starwood Property Trust
STWD
$5.85B
$24.8M 0.02%
1,091,523
+56,931
+6% +$1.29M
AIV
684
Aimco
AIV
$370M
$24.8M 0.02%
3,709,202
+492,964
+15% +$3.3M
LYV icon
685
Live Nation Entertainment
LYV
$42.3B
$24.8M 0.02%
373,706
-24,100
-6% -$1.55M
AMG icon
686
Affiliated Managers Group
AMG
$9.59B
$24.7M 0.02%
268,325
-78,735
-23% -$7.73M
STE icon
687
Steris
STE
$22.8B
$24.6M 0.02%
165,177
+14,970
+10% +$2M
TDY icon
688
Teledyne Technologies
TDY
$28.8B
$24.6M 0.02%
89,736
-3,844
-4% -$958K
MFC icon
689
Manulife Financial
MFC
$70.9B
$24.6M 0.02%
1,351,104
-105,484
-7% -$1.88M
CPA icon
690
Copa Holdings
CPA
$5.29B
$24.5M 0.02%
251,412
-25,655
-9% -$2.27M
B
691
Barrick Mining
B
$75.1B
$24.5M 0.02%
1,551,790
+31,866
+2% +$423K
LM
692
DELISTED
Legg Mason, Inc.
LM
$24.4M 0.02%
638,243
+62,143
+11% +$2.15M
GLPI icon
693
Gaming and Leisure Properties
GLPI
$12.4B
$24.4M 0.02%
625,574
+10,810
+2% +$428K
MUR icon
694
Murphy Oil
MUR
$5.11B
$24.3M 0.02%
987,559
-80,860
-8% -$2.14M
POR icon
695
Portland General Electric
POR
$5.83B
$24.1M 0.02%
444,591
+55,715
+14% +$2.95M
AEL
696
DELISTED
American Equity Investment Life Holding Company
AEL
$24.1M 0.02%
886,673
-60,008
-6% -$1.72M
HE icon
697
Hawaiian Electric Industries
HE
$1.97B
$24.1M 0.02%
552,436
+62,701
+13% +$2.63M
UMPQ
698
DELISTED
Umpqua Holdings Corp
UMPQ
$24M 0.02%
1,448,380
-48,353
-3% -$817K
ST icon
699
Sensata Technologies
ST
$5.97B
$23.9M 0.02%
488,673
+7,241
+2% +$345K
WH icon
700
Wyndham Hotels & Resorts
WH
$5.64B
$23.9M 0.02%
429,314
+109,703
+34% +$6M
26 27
28
29 30

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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.