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
OKE icon
276
Oneok
OKE
$59.7B
$79.5M 0.07%
1,155,898
+78,777
+7% +$5.31M
TROW icon
277
T. Rowe Price
TROW
$23.7B
$79.2M 0.07%
721,595
+16,986
+2% +$1.79M
COR icon
278
Cencora
COR
$61.5B
$79M 0.07%
926,294
-106,674
-10% -$8.44M
FTV icon
279
Fortive
FTV
$18B
$78.6M 0.06%
1,529,199
-102,580
-6% -$5.33M
RIO icon
280
Rio Tinto
RIO
$168B
$77.9M 0.06%
1,249,054
+102,094
+9% +$6.12M
TEL icon
281
TE Connectivity
TEL
$58.7B
$76.4M 0.06%
797,718
+26,106
+3% +$2.36M
ZBH icon
282
Zimmer Biomet
ZBH
$19.2B
$76.1M 0.06%
665,423
+26,635
+4% +$3.12M
PAYX icon
283
Paychex
PAYX
$45.2B
$75.7M 0.06%
920,083
+53,679
+6% +$4.53M
SI
284
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$75.3M 0.06%
1,262,991
+129,067
+11% +$7.7M
DTE icon
285
DTE Energy
DTE
$28.3B
$75.3M 0.06%
691,674
+23,206
+3% +$2.49M
VIAB
286
DELISTED
Viacom Inc. Class B
VIAB
$75M 0.06%
2,510,301
+103,138
+4% +$3.01M
AVB
287
DELISTED
AvalonBay Communities
AVB
$73.2M 0.06%
360,403
+3,801
+1% +$770K
CPAY icon
288
Corpay
CPAY
$26.8B
$72.3M 0.06%
257,297
+13,798
+6% +$3.61M
PH icon
289
Parker-Hannifin
PH
$125B
$72.2M 0.06%
424,727
+7,155
+2% +$1.23M
VOYA icon
290
Voya Financial
VOYA
$9.29B
$71.2M 0.06%
1,286,972
+4,140
+0.3% +$222K
DLTR icon
291
Dollar Tree
DLTR
$24.1B
$70.6M 0.06%
657,540
+50,560
+8% +$5.32M
MNST icon
292
Monster Beverage
MNST
$91.8B
$70.6M 0.06%
4,423,724
+150,896
+4% +$2.27M
PCAR icon
293
PACCAR
PCAR
$66B
$70.6M 0.06%
1,477,469
+74,778
+5% +$3.47M
MKC icon
294
McCormick & Company Non-Voting
MKC
$14.9B
$70.2M 0.06%
905,870
-14,622
-2% -$1.13M
RDS.B
295
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$69.4M 0.06%
1,056,321
+126,446
+14% +$8.22M
AAL icon
296
American Airlines Group
AAL
$9.03B
$69.3M 0.06%
2,124,543
+96,090
+5% +$3.1M
EXPD icon
297
Expeditors International
EXPD
$24.8B
$69M 0.06%
909,372
+25,437
+3% +$1.92M
LUMN icon
298
Lumen
LUMN
$6.23B
$68.7M 0.06%
5,843,769
+2,021,983
+53% +$22.7M
DHI icon
299
D.R. Horton
DHI
$41.2B
$68.6M 0.06%
1,591,036
-116,407
-7% -$5.15M
MTB icon
300
M&T Bank
MTB
$34.3B
$68.6M 0.06%
403,489
+26,322
+7% +$4.36M
10 11
12
13 14

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.