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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
LBTYK icon
1076
Liberty Global Class C
LBTYK
$3.56B
$12M 0.01%
453,745
+142,912
+46% +$3.67M
COUP
1077
DELISTED
Coupa Software Incorporated
COUP
$12M 0.01%
94,709
-77,290
-45% -$8.29M
SXT icon
1078
Sensient Technologies
SXT
$5.75B
$12M 0.01%
162,882
+3,840
+2% +$271K
EGP icon
1079
EastGroup Properties
EGP
$10.8B
$12M 0.01%
103,082
-9,278
-8% -$1.05M
SMG icon
1080
ScottsMiracle-Gro
SMG
$3.52B
$11.9M 0.01%
121,243
-2,190
-2% -$195K
AGNC icon
1081
AGNC Investment
AGNC
$12.9B
$11.9M 0.01%
707,670
-346,223
-33% -$6.02M
CDK
1082
DELISTED
CDK Global, Inc.
CDK
$11.9M 0.01%
240,701
-23,785
-9% -$1.27M
HHH icon
1083
Howard Hughes
HHH
$3.87B
$11.9M 0.01%
100,425
+9,461
+10% +$969K
CRI icon
1084
Carter's
CRI
$1.23B
$11.8M 0.01%
121,319
-4,209
-3% -$410K
BLMN icon
1085
Bloomin' Brands
BLMN
$906M
$11.8M 0.01%
625,562
+127,865
+26% +$2.5M
SRC
1086
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$11.8M 0.01%
277,067
-19,105
-6% -$806K
PBA icon
1087
Pembina Pipeline
PBA
$27.9B
$11.8M 0.01%
317,245
+17,132
+6% +$624K
BDN
1088
Brandywine Realty Trust
BDN
$527M
$11.8M 0.01%
824,276
+270,109
+49% +$4.12M
SWX icon
1089
Southwest Gas
SWX
$6.45B
$11.8M 0.01%
131,654
-6,330
-5% -$538K
SEO
1090
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$11.8M 0.01%
1,007,712
+66,343
+7% +$776K
NMR icon
1091
Nomura Holdings
NMR
$30.1B
$11.8M 0.01%
3,318,024
-1,500,727
-31% -$5.24M
BGC icon
1092
BGC Group
BGC
$5.76B
$11.8M 0.01%
2,249,208
+368,539
+20% +$1.91M
KEX icon
1093
Kirby Corp
KEX
$7.34B
$11.8M 0.01%
148,761
+2,869
+2% +$230K
TI
1094
DELISTED
Telecom Italia
TI
$11.7M 0.01%
2,114,840
+487,682
+30% +$2.64M
DNKN
1095
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$11.7M 0.01%
146,453
+20,332
+16% +$1.55M
WAFD icon
1096
WaFd
WAFD
$2.67B
$11.7M 0.01%
333,781
+10,808
+3% +$350K
MZTI
1097
The Marzetti Company
MZTI
$3.13B
$11.6M 0.01%
78,356
+625
+0.8% +$93.7K
PHI icon
1098
PLDT
PHI
$3.92B
$11.6M 0.01%
468,177
+127,676
+37% +$3.03M
FHB icon
1099
First Hawaiian
FHB
$3.14B
$11.6M 0.01%
449,149
+352,719
+366% +$9.33M
VCSH icon
1100
Vanguard Short-Term Corporate Bond ETF
VCSH
$45B
$11.6M 0.01%
143,868
-71
-0% -$5.67K
42 43
44
45 46

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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.