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
LZB icon
1601
La-Z-Boy
LZB
$1.3B
$5.82M ﹤0.01%
189,677
-24,180
-11% -$788K
HOUS
1602
DELISTED
Anywhere Real Estate
HOUS
$5.81M ﹤0.01%
802,877
+329,035
+69% +$3.06M
PXH icon
1603
Invesco FTSE RAFI Emerging Markets ETF
PXH
$2.01B
$5.81M ﹤0.01%
269,100
-12,678
-4% -$270K
DXJ icon
1604
WisdomTree Japan Hedged Equity Fund
DXJ
$7.34B
$5.8M ﹤0.01%
119,186
+1,755
+1% +$87.5K
NMIH icon
1605
NMI Holdings
NMIH
$3.37B
$5.79M ﹤0.01%
203,837
+23,286
+13% +$648K
HI
1606
DELISTED
Hillenbrand
HI
$5.78M ﹤0.01%
146,012
-6,978
-5% -$280K
LPX icon
1607
Louisiana-Pacific
LPX
$4.98B
$5.77M ﹤0.01%
219,973
+5,480
+3% +$134K
JGH icon
1608
Nuveen Global High Income Fund
JGH
$349M
$5.76M ﹤0.01%
372,471
-10,287
-3% -$159K
NOVT icon
1609
Novanta
NOVT
$5.38B
$5.76M ﹤0.01%
61,067
-24,205
-28% -$2.07M
CATY icon
1610
Cathay General Bancorp
CATY
$4.13B
$5.75M ﹤0.01%
160,253
+12,004
+8% +$426K
AHRT
1611
AH Realty Trust
AHRT
$488M
$5.75M ﹤0.01%
347,593
+21,298
+7% +$347K
BHK icon
1612
BlackRock Core Bond Trust
BHK
$655M
$5.75M ﹤0.01%
409,016
+7,780
+2% +$106K
PRAH
1613
DELISTED
PRA Health Sciences, Inc.
PRAH
$5.74M ﹤0.01%
57,907
-41,213
-42% -$3.93M
WBS
1614
DELISTED
Webster Financial
WBS
$5.73M ﹤0.01%
120,038
-6,637
-5% -$331K
LRN icon
1615
Stride
LRN
$3.61B
$5.72M ﹤0.01%
188,250
-65,471
-26% -$2.11M
WLK icon
1616
Westlake Corp
WLK
$9.68B
$5.71M ﹤0.01%
82,214
+6,673
+9% +$444K
TMHC
1617
DELISTED
Taylor Morrison
TMHC
$5.71M ﹤0.01%
272,446
-4,895
-2% -$97.3K
HCSG icon
1618
Healthcare Services Group
HCSG
$1.54B
$5.7M ﹤0.01%
187,855
-15,556
-8% -$514K
HEI.A icon
1619
HEICO Corp Class A
HEI.A
$34.9B
$5.69M ﹤0.01%
55,010
-3,811
-6% -$351K
ASTE icon
1620
Astec Industries
ASTE
$999M
$5.68M ﹤0.01%
174,458
-4,643
-3% -$156K
UHAL icon
1621
U-Haul Holding Co
UHAL
$13.3B
$5.68M ﹤0.01%
149,980
-7,760
-5% -$296K
JBGS
1622
JBG SMITH
JBGS
$708M
$5.67M ﹤0.01%
144,218
+553
+0.4% +$22.7K
VMO icon
1623
Invesco Municipal Opportunity Trust
VMO
$657M
$5.67M ﹤0.01%
460,701
+32,442
+8% +$390K
DIOD icon
1624
Diodes
DIOD
$4.05B
$5.66M ﹤0.01%
155,554
-35,021
-18% -$1.24M
IOSP icon
1625
Innospec
IOSP
$2.35B
$5.65M ﹤0.01%
61,963
+21,929
+55% +$1.85M
63 64
65
66 67

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.