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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
SSNC icon
1201
SS&C Technologies
SSNC
$19.6B
$10.1M 0.01%
175,743
-11,595
-6% -$699K
DBI icon
1202
Designer Brands
DBI
$279M
$10.1M 0.01%
526,898
+13,234
+3% +$270K
SINA
1203
DELISTED
Sina Corp
SINA
$10.1M 0.01%
234,090
+40,745
+21% +$2.14M
OUT icon
1204
Outfront Media
OUT
$5.21B
$10.1M 0.01%
397,381
+7,212
+2% +$176K
RBC icon
1205
RBC Bearings
RBC
$15.8B
$10.1M 0.01%
60,411
+1,059
+2% +$150K
GCO icon
1206
Genesco
GCO
$370M
$10.1M 0.01%
238,101
-15,625
-6% -$691K
MNRO icon
1207
Monro
MNRO
$405M
$10M 0.01%
117,753
-4,220
-3% -$352K
QSR icon
1208
Restaurant Brands International
QSR
$27.3B
$10M 0.01%
144,244
+9,175
+7% +$614K
VSH icon
1209
Vishay Intertechnology
VSH
$4.69B
$10M 0.01%
607,070
-17,325
-3% -$306K
SJR
1210
DELISTED
Shaw Communications Inc.
SJR
$10M 0.01%
491,836
+68,848
+16% +$1.4M
IQI icon
1211
Invesco Quality Municipal Securities
IQI
$538M
$10M 0.01%
805,327
+5,442
+0.7% +$66.3K
SLF icon
1212
Sun Life Financial
SLF
$43.8B
$9.99M 0.01%
241,638
+25,375
+12% +$1.02M
SANM icon
1213
Sanmina
SANM
$10.4B
$9.97M 0.01%
329,421
-2,356
-0.7% -$71.3K
JRI icon
1214
Nuveen Real Asset Income & Growth Fund
JRI
$339M
$9.96M 0.01%
588,399
+65,705
+13% +$1.07M
MTRN icon
1215
Materion
MTRN
$4.95B
$9.96M 0.01%
146,903
+13,343
+10% +$840K
APLE icon
1216
Apple Hospitality REIT
APLE
$3.91B
$9.96M 0.01%
627,694
+221,684
+55% +$3.59M
KDP icon
1217
Keurig Dr Pepper
KDP
$43.8B
$9.91M 0.01%
342,863
-79,326
-19% -$2.26M
BRO icon
1218
Brown & Brown
BRO
$24.5B
$9.87M 0.01%
294,659
+3,153
+1% +$100K
PRFT
1219
DELISTED
Perficient Inc
PRFT
$9.87M 0.01%
287,621
+60,079
+26% +$1.84M
EQH icon
1220
Equitable Holdings
EQH
$13.7B
$9.87M 0.01%
472,123
+31,873
+7% +$686K
OLED icon
1221
Universal Display
OLED
$3.81B
$9.86M 0.01%
52,426
+2,969
+6% +$494K
PK icon
1222
Park Hotels & Resorts
PK
$3.19B
$9.85M 0.01%
357,493
-60,369
-14% -$1.81M
HUBS icon
1223
HubSpot
HUBS
$13B
$9.84M 0.01%
57,699
-5,246
-8% -$916K
SFLY
1224
DELISTED
Shutterfly, Inc.
SFLY
$9.84M 0.01%
194,626
+23,100
+13% +$1.06M
VEU icon
1225
Vanguard FTSE All-World ex-US ETF
VEU
$70.4B
$9.81M 0.01%
192,363
+94,121
+96% +$4.75M
47 48
49
50 51

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MCM
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PSUF
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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.