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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
MMS icon
976
Maximus
MMS
$3.13B
$14.1M 0.01%
194,038
+4,308
+2% +$313K
FDC
977
DELISTED
First Data Corporation
FDC
$14M 0.01%
516,904
+43,809
+9% +$1.14M
PE
978
DELISTED
PARSLEY ENERGY INC
PE
$13.9M 0.01%
733,749
+189,395
+35% +$3.62M
TLK icon
979
Telkom Indonesia
TLK
$14.4B
$13.9M 0.01%
475,773
-1,713
-0.4% -$46.4K
EHI
980
Western Asset Global High Income Fund
EHI
$173M
$13.9M 0.01%
1,400,709
-217,331
-13% -$2.11M
EE
981
DELISTED
El Paso Electric Company
EE
$13.9M 0.01%
212,643
-6,981
-3% -$428K
WTRG icon
982
Essential Utilities
WTRG
$11.7B
$13.9M 0.01%
336,107
+33,679
+11% +$1.31M
STAY
983
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$13.9M 0.01%
823,288
+35,146
+4% +$621K
EMBJ
984
Embraer S.A. ADS
EMBJ
$12.9B
$13.9M 0.01%
689,345
+25,619
+4% +$494K
CCOI icon
985
Cogent Communications
CCOI
$486M
$13.8M 0.01%
232,862
-3,110
-1% -$178K
AUO
986
DELISTED
AU Optronics Corp
AUO
$13.8M 0.01%
4,663,433
+764,908
+20% +$2.47M
EME icon
987
Emcor
EME
$32.6B
$13.8M 0.01%
156,661
-931
-0.6% -$75.5K
COLB icon
988
Columbia Banking Systems
COLB
$8.51B
$13.8M 0.01%
381,423
-53,374
-12% -$1.89M
PWR icon
989
Quanta Services
PWR
$90.6B
$13.8M 0.01%
361,089
+20,354
+6% +$773K
WIX icon
990
WIX.com
WIX
$3.67B
$13.8M 0.01%
97,004
+1,370
+1% +$185K
TEAM icon
991
Atlassian
TEAM
$48.2B
$13.8M 0.01%
105,237
+9,367
+10% +$1.13M
SLM icon
992
SLM Corp
SLM
$4.97B
$13.8M 0.01%
1,415,060
-38,063
-3% -$377K
REZI icon
993
Resideo Technologies
REZI
$2.98B
$13.7M 0.01%
626,040
+171,486
+38% +$3.62M
AMTD
994
DELISTED
TD Ameritrade Holding Corp
AMTD
$13.7M 0.01%
274,396
-24,463
-8% -$1.27M
BLD
995
DELISTED
TopBuild
BLD
$13.7M 0.01%
165,426
+4,109
+3% +$314K
CAE icon
996
CAE Inc
CAE
$7.81B
$13.7M 0.01%
508,889
+15,271
+3% +$373K
EDP
997
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$13.6M 0.01%
360,071
+12,595
+4% +$477K
FMS icon
998
Fresenius Medical Care
FMS
$12.3B
$13.6M 0.01%
346,864
-4,490
-1% -$178K
SBS icon
999
Sabesp
SBS
$17.1B
$13.6M 0.01%
5,752,338
-640,662
-10% -$1.4M
BSMX
1000
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$13.6M 0.01%
1,773,113
-593,726
-25% -$4.59M
38 39
40
41 42

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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.