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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
CRL icon
851
Charles River Laboratories
CRL
$13.9B
$17.8M 0.01%
125,708
-3,092
-2% -$419K
TRU icon
852
TransUnion
TRU
$16.4B
$17.8M 0.01%
242,654
+13,661
+6% +$934K
UMC icon
853
United Microelectronic
UMC
$49.6B
$17.8M 0.01%
8,057,285
+281,632
+4% +$576K
THG icon
854
Hanover Insurance
THG
$7.93B
$17.8M 0.01%
138,559
+27,114
+24% +$3.29M
BHF icon
855
Brighthouse Financial
BHF
$3.05B
$17.7M 0.01%
483,132
+47,116
+11% +$1.82M
BFH icon
856
Bread Financial
BFH
$4.06B
$17.7M 0.01%
158,449
+31,768
+25% +$3.84M
HTZ
857
DELISTED
Hertz Global Holdings, Inc.
HTZ
$17.7M 0.01%
1,110,179
-139,397
-11% -$2.1M
ERIE icon
858
Erie Indemnity
ERIE
$13.6B
$17.7M 0.01%
69,584
-3,676
-5% -$760K
SCI icon
859
Service Corp International
SCI
$11.4B
$17.7M 0.01%
378,115
+38,591
+11% +$1.67M
BNL
860
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$17.6M 0.01%
658,769
-115,713
-15% -$3.1M
GHC icon
861
Graham Holdings Company
GHC
$4.92B
$17.6M 0.01%
25,563
+7,760
+44% +$5.42M
BOH icon
862
Bank of Hawaii
BOH
$3.05B
$17.6M 0.01%
212,510
+5,283
+3% +$425K
EPR icon
863
EPR Properties
EPR
$4.56B
$17.6M 0.01%
235,306
-23,814
-9% -$1.86M
HZNP
864
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$17.5M 0.01%
727,935
-7,659
-1% -$194K
IIM icon
865
Invesco Value Municipal Income Trust
IIM
$601M
$17.5M 0.01%
1,148,444
-15,342
-1% -$226K
TV icon
866
Televisa
TV
$1.45B
$17.4M 0.01%
2,061,163
+2,332
+0.1% +$22.7K
ISD
867
PGIM High Yield Bond Fund
ISD
$412M
$17.4M 0.01%
1,188,515
+53,947
+5% +$774K
CMC icon
868
Commercial Metals
CMC
$7.48B
$17.4M 0.01%
972,697
+224,124
+30% +$3.67M
SKYW icon
869
Skywest
SKYW
$3.84B
$17.4M 0.01%
286,136
+416
+0.1% +$24.6K
FRT icon
870
Federal Realty Investment Trust
FRT
$10.1B
$17.3M 0.01%
134,540
+5,472
+4% +$726K
JWN
871
DELISTED
Nordstrom
JWN
$17.3M 0.01%
542,470
+26,401
+5% +$994K
NGVT icon
872
Ingevity
NGVT
$2.39B
$17.2M 0.01%
163,601
-11,413
-7% -$1.15M
CEO
873
DELISTED
CNOOC Limited
CEO
$17.2M 0.01%
100,791
+8,525
+9% +$1.48M
APOG icon
874
Apogee Enterprises
APOG
$842M
$17.2M 0.01%
394,834
-11,210
-3% -$438K
ACM icon
875
Aecom
ACM
$8.9B
$17.1M 0.01%
452,987
+34,503
+8% +$1.15M
33 34
35
36 37

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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.