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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
UFS
776
DELISTED
DOMTAR CORPORATION (New)
UFS
$20.7M 0.02%
465,137
-34,921
-7% -$1.6M
WF icon
777
Woori Financial
WF
$17.8B
$20.7M 0.02%
564,000
+128,877
+30% +$4.66M
ARW icon
778
Arrow Electronics
ARW
$10.4B
$20.7M 0.02%
290,427
-16,070
-5% -$1.18M
EFA icon
779
iShares MSCI EAFE ETF
EFA
$79.6B
$20.7M 0.02%
314,888
-153,515
-33% -$10M
DECK icon
780
Deckers Outdoor
DECK
$12B
$20.6M 0.02%
703,986
-198,528
-22% -$5.16M
SVC
781
Service Properties Trust
SVC
$1.02B
$20.4M 0.02%
162,931
-15,872
-9% -$2.04M
CIG icon
782
CEMIG Preferred Shares
CIG
$5.69B
$20.4M 0.02%
10,484,104
+689,206
+7% +$1.27M
DRE
783
DELISTED
Duke Realty Corp.
DRE
$20.3M 0.02%
641,256
+38,328
+6% +$1.18M
AFG icon
784
American Financial Group
AFG
$11.9B
$20.2M 0.02%
197,093
+5,399
+3% +$543K
AVK
785
Advent Convertible and Income Fund
AVK
$558M
$20.2M 0.02%
1,377,164
+45,681
+3% +$656K
TWLO icon
786
Twilio
TWLO
$36.5B
$20.1M 0.02%
147,383
+13,506
+10% +$1.8M
MTN icon
787
Vail Resorts
MTN
$5.06B
$20.1M 0.02%
89,997
-1,743
-2% -$387K
EQC
788
DELISTED
Equity Commonwealth
EQC
$20.1M 0.02%
617,170
+31,326
+5% +$1.02M
CPB icon
789
Campbell Soup
CPB
$6.98B
$20M 0.02%
499,721
+63,252
+14% +$2.48M
ORAN
790
DELISTED
Orange
ORAN
$20M 0.02%
1,269,857
+127,202
+11% +$2.01M
WIT icon
791
Wipro
WIT
$18B
$19.9M 0.02%
9,190,314
+8,920
+0.1% +$19.6K
POOL icon
792
Pool Corp
POOL
$6.83B
$19.8M 0.02%
103,713
+2,530
+3% +$457K
CPT icon
793
Camden Property Trust
CPT
$12.3B
$19.8M 0.02%
189,289
+3,062
+2% +$314K
Y
794
DELISTED
Alleghany Corp
Y
$19.7M 0.02%
28,878
+685
+2% +$454K
BPL
795
DELISTED
Buckeye Partners, L.P.
BPL
$19.6M 0.02%
476,487
-12,641
-3% -$477K
GIB icon
796
CGI
GIB
$15.5B
$19.5M 0.02%
253,771
+3,941
+2% +$286K
OKTA icon
797
Okta
OKTA
$29.1B
$19.5M 0.02%
157,563
+27,587
+21% +$2.99M
XYZ
798
Block Inc
XYZ
$50.2B
$19.5M 0.02%
268,279
+4,582
+2% +$320K
X
799
DELISTED
US Steel
X
$19.4M 0.02%
1,265,209
+579,394
+84% +$8.93M
JLL icon
800
Jones Lang LaSalle
JLL
$17.4B
$19.3M 0.02%
136,932
-4,275
-3% -$608K
30 31
32
33 34

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AF
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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.