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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
NUS icon
1426
Nu Skin
NUS
$236M
$7.35M 0.01%
148,969
+7,944
+6% +$404K
MTG icon
1427
MGIC Investment
MTG
$6.36B
$7.34M 0.01%
558,344
-37,846
-6% -$526K
NWN icon
1428
Northwest Natural Holdings
NWN
$2.08B
$7.33M 0.01%
105,483
-11,470
-10% -$776K
KWR icon
1429
Quaker Houghton
KWR
$2.85B
$7.33M 0.01%
36,116
+233
+0.6% +$47.4K
H icon
1430
Hyatt Hotels
H
$16.2B
$7.32M 0.01%
96,099
+31,115
+48% +$2.35M
IMO icon
1431
Imperial Oil
IMO
$63.1B
$7.3M 0.01%
263,758
+21,469
+9% +$602K
PAC icon
1432
Grupo Aeroportuario del Pacifico
PAC
$12.4B
$7.29M 0.01%
69,925
+523
+0.8% +$53K
DLB icon
1433
Dolby
DLB
$5.76B
$7.29M 0.01%
112,874
+2,526
+2% +$161K
HOPE icon
1434
Hope Bancorp
HOPE
$1.78B
$7.29M 0.01%
528,913
+94,764
+22% +$1.29M
SPXC icon
1435
SPX Corp
SPXC
$9.95B
$7.28M 0.01%
220,524
-5,981
-3% -$200K
CVA
1436
DELISTED
Covanta Holding Corporation
CVA
$7.28M 0.01%
406,274
-8,798
-2% -$155K
EVR icon
1437
Evercore
EVR
$11.2B
$7.27M 0.01%
82,112
-6,957
-8% -$619K
PUB
1438
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$7.27M 0.01%
553,373
+86,469
+19% +$1.14M
MD icon
1439
Pediatrix Medical
MD
$2.16B
$7.26M 0.01%
287,940
+33,960
+13% +$912K
AL
1440
DELISTED
Air Lease Corp
AL
$7.26M 0.01%
175,522
+39,389
+29% +$1.5M
CLF icon
1441
Cleveland-Cliffs
CLF
$6.63B
$7.24M 0.01%
678,420
-30,341
-4% -$299K
WOLF icon
1442
Wolfspeed
WOLF
$1.34B
$7.23M 0.01%
128,771
-50,789
-28% -$3.1M
ODP
1443
DELISTED
ODP
ODP
$7.22M 0.01%
350,738
-21,138
-6% -$478K
PRGS icon
1444
Progress Software
PRGS
$1.84B
$7.22M 0.01%
165,481
-22,083
-12% -$957K
QEP
1445
DELISTED
QEP RESOURCES, INC.
QEP
$7.21M 0.01%
996,876
-190,542
-16% -$1.39M
EXP icon
1446
Eagle Materials
EXP
$6.06B
$7.21M 0.01%
77,732
+6,580
+9% +$580K
RHP icon
1447
Ryman Hospitality Properties
RHP
$8.92B
$7.2M 0.01%
88,789
+1,092
+1% +$89.4K
LBTYA icon
1448
Liberty Global Class A
LBTYA
$3.64B
$7.14M 0.01%
264,499
-3,350
-1% -$88.3K
CCMP
1449
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$7.11M 0.01%
64,601
-12,916
-17% -$1.46M
CHDN icon
1450
Churchill Downs
CHDN
$6.27B
$7.1M 0.01%
123,428
+18,216
+17% +$915K
56 57
58
59 60

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MCM
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PSUF
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IA
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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.