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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
STL
876
DELISTED
Sterling Bancorp
STL
$17.1M 0.01%
805,676
+32,444
+4% +$666K
FIVE icon
877
Five Below
FIVE
$13.4B
$17M 0.01%
141,494
-12,665
-8% -$1.67M
FHN icon
878
First Horizon
FHN
$11.7B
$17M 0.01%
1,136,874
+147,354
+15% +$2.13M
HEI icon
879
HEICO Corp
HEI
$47B
$17M 0.01%
126,826
-6,321
-5% -$703K
CM icon
880
Canadian Imperial Bank of Commerce
CM
$104B
$17M 0.01%
431,752
+4,818
+1% +$194K
VNO icon
881
Vornado Realty Trust
VNO
$7.13B
$16.9M 0.01%
264,423
+13,880
+6% +$933K
NKTR icon
882
Nektar Therapeutics
NKTR
$2.48B
$16.9M 0.01%
31,699
+6,926
+28% +$3.47M
NWSA icon
883
News Corp Class A
NWSA
$16.6B
$16.9M 0.01%
1,249,785
-26,891
-2% -$329K
JD icon
884
JD.com
JD
$38.8B
$16.8M 0.01%
556,004
+31,944
+6% +$919K
ALB icon
885
Albemarle
ALB
$16.2B
$16.8M 0.01%
238,733
+74,248
+45% +$5.48M
FCF icon
886
First Commonwealth Financial
FCF
$2.11B
$16.8M 0.01%
1,244,998
+128,934
+12% +$1.7M
HRB icon
887
H&R Block
HRB
$6.47B
$16.8M 0.01%
572,137
+41,683
+8% +$1.12M
RGLD icon
888
Royal Gold
RGLD
$22.3B
$16.5M 0.01%
160,887
+10,411
+7% +$938K
CUK
889
DELISTED
Carnival PLC
CUK
$16.5M 0.01%
364,144
+6,918
+2% +$355K
RPM icon
890
RPM International
RPM
$13.6B
$16.5M 0.01%
269,280
+6,865
+3% +$405K
BOE icon
891
BlackRock Enhanced Global Dividend Trust
BOE
$693M
$16.4M 0.01%
1,531,344
+209,435
+16% +$2.21M
HOG icon
892
Harley-Davidson
HOG
$2.92B
$16.4M 0.01%
458,035
+77,776
+20% +$2.83M
AZPN
893
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$16.4M 0.01%
131,815
+235
+0.2% +$29.2K
EHC icon
894
Encompass Health
EHC
$11.9B
$16.4M 0.01%
324,424
-28,646
-8% -$1.39M
COLM icon
895
Columbia Sportswear
COLM
$2.97B
$16.3M 0.01%
163,210
-5,626
-3% -$558K
LEG icon
896
Leggett & Platt
LEG
$16.3M 0.01%
425,274
+21,817
+5% +$860K
IFX
897
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$16.3M 0.01%
927,032
-552,770
-37% -$9.72M
FHI icon
898
Federated Hermes
FHI
$4.81B
$16.3M 0.01%
500,832
-11,174
-2% -$353K
FSLR icon
899
First Solar
FSLR
$22B
$16.2M 0.01%
247,019
-9,019
-4% -$543K
SIGI icon
900
Selective Insurance
SIGI
$5.51B
$16.2M 0.01%
215,679
-299
-0.1% -$21.3K
34 35
36
37 38

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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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ACI
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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.