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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
DISCK
751
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$21.6M 0.02%
759,927
+31,168
+4% +$846K
CY
752
DELISTED
Cypress Semiconductor
CY
$21.6M 0.02%
971,255
-189,013
-16% -$3.43M
SPLK
753
DELISTED
Splunk Inc
SPLK
$21.6M 0.02%
171,750
-3,362
-2% -$427K
OZK icon
754
Bank OZK
OZK
$5.39B
$21.6M 0.02%
717,111
+24,852
+4% +$770K
CAR icon
755
Avis
CAR
$4.88B
$21.5M 0.02%
612,843
-34,554
-5% -$1.16M
KUB
756
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$21.5M 0.02%
258,373
+47,209
+22% +$3.94M
EQNR icon
757
Equinor
EQNR
$98.2B
$21.5M 0.02%
1,088,728
-110,508
-9% -$2.33M
MORN icon
758
Morningstar
MORN
$8.16B
$21.5M 0.02%
148,579
-13,263
-8% -$1.83M
AVT icon
759
Avnet
AVT
$7.27B
$21.5M 0.02%
474,638
-22,360
-4% -$999K
TYL icon
760
Tyler Technologies
TYL
$15.5B
$21.3M 0.02%
98,699
-521
-0.5% -$113K
LGND icon
761
Ligand Pharmaceuticals
LGND
$5.59B
$21.3M 0.02%
299,272
-895
-0.3% -$65.9K
PAYC icon
762
Paycom
PAYC
$10.8B
$21.3M 0.02%
93,856
-10,891
-10% -$2.24M
SC
763
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$21.2M 0.02%
883,107
-58,770
-6% -$1.31M
FICO icon
764
Fair Isaac
FICO
$24.9B
$21.1M 0.02%
67,345
-4,722
-7% -$1.37M
MGLN
765
DELISTED
Magellan Health Services, Inc.
MGLN
$21.1M 0.02%
284,897
-2,670
-0.9% -$179K
FLS icon
766
Flowserve
FLS
$10.2B
$21.1M 0.02%
400,944
+32,049
+9% +$1.57M
SDX
767
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$21.1M 0.02%
904,605
+1,487
+0.2% +$34.7K
OHI icon
768
Omega Healthcare
OHI
$13.9B
$21M 0.02%
570,552
-160,827
-22% -$5.86M
TTWO icon
769
Take-Two Interactive
TTWO
$44B
$20.9M 0.02%
184,371
-3,101
-2% -$319K
HXL icon
770
Hexcel
HXL
$7.17B
$20.9M 0.02%
257,812
+17,008
+7% +$1.24M
AFB
771
AllianceBernstein National Municipal Income Fund
AFB
$313M
$20.8M 0.02%
1,550,035
-43,660
-3% -$572K
KNBWY
772
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$20.8M 0.02%
977,617
-45,332
-4% -$966K
PNR icon
773
Pentair
PNR
$9.84B
$20.8M 0.02%
559,531
+40,515
+8% +$1.54M
VTRS icon
774
Viatris
VTRS
$18.8B
$20.8M 0.02%
1,092,508
+341,967
+46% +$7.56M
SRPT icon
775
Sarepta Therapeutics
SRPT
$2.2B
$20.7M 0.02%
136,365
+5,883
+5% +$715K
29 30
31
32 33

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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.