We are live on ! Find out more
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
GNW icon
1301
Genworth Financial
GNW
$3.77B
$8.71M 0.01%
2,346,812
-12,734
-0.5% -$45.1K
CXP
1302
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$8.71M 0.01%
419,801
-29,255
-7% -$649K
Z icon
1303
Zillow
Z
$8.02B
$8.7M 0.01%
187,632
+33,879
+22% +$1.35M
BXMT icon
1304
Blackstone Mortgage Trust
BXMT
$2.31B
$8.66M 0.01%
243,449
-7,028
-3% -$250K
PSB
1305
DELISTED
PS Business Parks, Inc.
PSB
$8.66M 0.01%
51,390
-3,771
-7% -$603K
ARRY
1306
DELISTED
Array Biopharma Inc
ARRY
$8.66M 0.01%
186,852
-58,090
-24% -$1.63M
LOGM
1307
DELISTED
LogMein, Inc.
LOGM
$8.62M 0.01%
117,006
-33,373
-22% -$2.58M
ZNGA
1308
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$8.6M 0.01%
1,403,533
+235,347
+20% +$1.39M
TMIC
1309
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$8.6M 0.01%
192,229
+7,222
+4% +$323K
ITRI icon
1310
Itron
ITRI
$4.27B
$8.6M 0.01%
137,463
+42,621
+45% +$2.37M
KRO icon
1311
KRONOS Worldwide
KRO
$1.01B
$8.59M 0.01%
560,693
+88,416
+19% +$1.23M
MNDT
1312
DELISTED
Mandiant, Inc. Common Stock
MNDT
$8.59M 0.01%
579,792
-7,202
-1% -$110K
RNP icon
1313
Cohen & Steers REIT and Preferred and Income Fund
RNP
$977M
$8.54M 0.01%
395,182
-106,565
-21% -$2.23M
CUBE icon
1314
CubeSmart
CUBE
$9.01B
$8.54M 0.01%
255,380
+74,356
+41% +$2.44M
APAM icon
1315
Artisan Partners
APAM
$3.09B
$8.53M 0.01%
310,085
+67,796
+28% +$1.81M
REVG
1316
DELISTED
REV Group
REVG
$8.51M 0.01%
590,688
+116,502
+25% +$1.42M
PMT
1317
PennyMac Mortgage Investment
PMT
$814M
$8.49M 0.01%
388,824
-23,634
-6% -$502K
CNMD icon
1318
CONMED
CNMD
$1.5B
$8.44M 0.01%
98,609
+10,907
+12% +$897K
KRC icon
1319
Kilroy Realty
KRC
$4.21B
$8.44M 0.01%
114,314
+3,955
+4% +$301K
CXT icon
1320
Crane NXT
CXT
$2.89B
$8.44M 0.01%
291,087
-64,403
-18% -$1.87M
WPM icon
1321
Wheaton Precious Metals
WPM
$69.6B
$8.43M 0.01%
348,799
+87,383
+33% +$1.94M
CBU icon
1322
Community Bank
CBU
$3.32B
$8.43M 0.01%
127,960
+10,288
+9% +$659K
SJI
1323
DELISTED
South Jersey Industries, Inc.
SJI
$8.4M 0.01%
248,976
+5,834
+2% +$189K
ARI
1324
Apollo Commercial Real Estate
ARI
$881M
$8.38M 0.01%
455,525
+28,828
+7% +$537K
B
1325
DELISTED
Barnes Group Inc.
B
$8.37M 0.01%
148,469
+958
+0.6% +$52.2K
51 52
53
54 55

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.