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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
BCPC
1326
Balchem Corp
BCPC
$5.69B
$8.36M 0.01%
83,658
+3,924
+5% +$381K
KMPR icon
1327
Kemper
KMPR
$1.65B
$8.36M 0.01%
96,908
-10,407
-10% -$889K
CBD
1328
DELISTED
Companhia Brasileira de Distribuicao
CBD
$8.35M 0.01%
341,251
+36,340
+12% +$826K
PCG icon
1329
PG&E
PCG
$36.6B
$8.34M 0.01%
363,987
+300,486
+473% +$6.04M
CUZ icon
1330
Cousins Properties
CUZ
$4.85B
$8.33M 0.01%
230,425
+67,309
+41% +$2.53M
MATX icon
1331
Matsons
MATX
$6.71B
$8.33M 0.01%
214,503
-49,858
-19% -$1.89M
SGI
1332
Somnigroup International
SGI
$13.5B
$8.32M 0.01%
453,888
-51,384
-10% -$829K
IGR
1333
CBRE Global Real Estate Income Fund
IGR
$693M
$8.32M 0.01%
1,111,302
+141,871
+15% +$1.05M
CDP icon
1334
COPT Defense Properties
CDP
$4.15B
$8.28M 0.01%
314,107
-8,132
-3% -$227K
MRCY icon
1335
Mercury Systems
MRCY
$5.32B
$8.26M 0.01%
117,353
+5,501
+5% +$382K
ACA icon
1336
Arcosa
ACA
$7.13B
$8.25M 0.01%
219,212
+12,296
+6% +$421K
PRA
1337
DELISTED
ProAssurance
PRA
$8.25M 0.01%
228,406
+44,391
+24% +$1.65M
RYN icon
1338
Rayonier
RYN
$6.06B
$8.24M 0.01%
299,872
+38,391
+15% +$1.07M
KOF icon
1339
Coca-Cola Femsa
KOF
$23.7B
$8.22M 0.01%
132,345
+13,491
+11% +$865K
CTRE icon
1340
CareTrust REIT
CTRE
$9.22B
$8.22M 0.01%
345,587
+52,265
+18% +$1.27M
ISBC
1341
DELISTED
Investors Bancorp, Inc.
ISBC
$8.2M 0.01%
735,301
+170,597
+30% +$1.93M
PII icon
1342
Polaris
PII
$3.63B
$8.2M 0.01%
89,860
+2,531
+3% +$230K
DPG
1343
Duff & Phelps Utility and Infrastructure Fund
DPG
$525M
$8.18M 0.01%
534,441
-228,566
-30% -$3.46M
WWW icon
1344
Wolverine World Wide
WWW
$1.67B
$8.18M 0.01%
296,950
-35,281
-11% -$1.12M
ONC
1345
BeOne Medicines Ltd
ONC
$41.5B
$8.18M 0.01%
65,962
+10,778
+20% +$1.37M
WWE
1346
DELISTED
World Wrestling Entertainment
WWE
$8.16M 0.01%
113,071
+850
+0.8% +$69.6K
WLL
1347
DELISTED
Whiting Petroleum Corporation
WLL
$8.16M 0.01%
5,824
-606
-9% -$1.04M
FULT icon
1348
Fulton Financial
FULT
$4.52B
$8.15M 0.01%
498,170
-11,557
-2% -$190K
DOOR
1349
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$8.15M 0.01%
154,771
+25,507
+20% +$1.32M
POWI icon
1350
Power Integrations
POWI
$2.88B
$8.13M 0.01%
202,670
-4,178
-2% -$153K
52 53
54
55 56

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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.