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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
DDS icon
1026
Dillards
DDS
$9.69B
$13.2M 0.01%
212,629
-9,530
-4% -$613K
FLO icon
1027
Flowers Foods
FLO
$1.51B
$13.2M 0.01%
569,047
+42,619
+8% +$944K
TAL icon
1028
TAL Education Group
TAL
$6.62B
$13.2M 0.01%
346,869
-3,607
-1% -$130K
KALU icon
1029
Kaiser Aluminum
KALU
$2.56B
$13.2M 0.01%
135,230
+3,670
+3% +$358K
UI icon
1030
Ubiquiti
UI
$36.3B
$13.2M 0.01%
100,239
+5,843
+6% +$846K
MLCO icon
1031
Melco Resorts & Entertainment
MLCO
$2.02B
$13.2M 0.01%
606,794
-91,175
-13% -$2.07M
MKTAY
1032
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$13.2M 0.01%
388,877
-28,205
-7% -$955K
FBP icon
1033
First Bancorp
FBP
$4.28B
$13.1M 0.01%
1,187,338
-30,103
-2% -$324K
KEP icon
1034
Korea Electric Power
KEP
$15B
$13.1M 0.01%
1,177,922
-101,477
-8% -$1.18M
SNX icon
1035
TD Synnex
SNX
$20.3B
$13M 0.01%
264,650
-7,420
-3% -$368K
WCN
1036
Waste Connections
WCN
$41.7B
$13M 0.01%
136,234
-5,391
-4% -$497K
PPC icon
1037
Pilgrim's Pride
PPC
$7.55B
$13M 0.01%
511,948
-315,819
-38% -$8.18M
CABO icon
1038
Cable One
CABO
$145M
$13M 0.01%
11,070
+116
+1% +$127K
MUSA icon
1039
Murphy USA
MUSA
$9.25B
$13M 0.01%
154,129
-9,362
-6% -$784K
HIO
1040
Western Asset High Income Opportunity Fund
HIO
$331M
$12.9M 0.01%
2,518,060
-635,697
-20% -$3.15M
JQC icon
1041
Nuveen Credit Strategies Income Fund
JQC
$705M
$12.9M 0.01%
1,627,617
-628,400
-28% -$4.97M
JJSF icon
1042
J&J Snack Foods
JJSF
$1.67B
$12.9M 0.01%
80,001
+111
+0.1% +$17.7K
TDK
1043
DELISTED
TDK CORP AMER DEP SH
TDK
$12.9M 0.01%
165,945
-19,224
-10% -$1.49M
SR icon
1044
Spire
SR
$4.88B
$12.8M 0.01%
152,275
-3,245
-2% -$272K
EWBC icon
1045
East-West Bancorp
EWBC
$17.7B
$12.7M 0.01%
271,626
+11,772
+5% +$564K
ADNT icon
1046
Adient
ADNT
$1.47B
$12.7M 0.01%
523,294
+64,508
+14% +$1.33M
CNK icon
1047
Cinemark Holdings
CNK
$4.17B
$12.7M 0.01%
351,005
+119,036
+51% +$4.7M
RRX icon
1048
Regal Rexnord
RRX
$10.5B
$12.7M 0.01%
154,965
-2,351
-1% -$189K
EAD
1049
Allspring Income Opportunities Fund
EAD
$378M
$12.6M 0.01%
1,531,729
+72,132
+5% +$578K
ALE
1050
DELISTED
Allete
ALE
$12.6M 0.01%
151,589
+2,193
+1% +$180K
40 41
42
43 44

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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.