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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
IVZ icon
301
Invesco
IVZ
$14.5B
$68.6M 0.06%
3,352,551
-31,772
-0.9% -$660K
AMD icon
302
Advanced Micro Devices
AMD
$760B
$68.4M 0.06%
2,253,019
+219,966
+11% +$6.28M
TFX icon
303
Teleflex
TFX
$5.92B
$68.4M 0.06%
206,428
+3,296
+2% +$995K
NXPI icon
304
NXP Semiconductors
NXPI
$56.4B
$67.7M 0.06%
693,499
+49,291
+8% +$4.78M
ALGN icon
305
Align Technology
ALGN
$11.2B
$67.3M 0.06%
245,946
+11,479
+5% +$3.47M
BTI icon
306
British American Tobacco
BTI
$121B
$67.3M 0.06%
1,928,941
+79,236
+4% +$3M
CNC icon
307
Centene
CNC
$32B
$67.1M 0.06%
1,279,629
-26,152
-2% -$1.41M
GPN icon
308
Global Payments
GPN
$24.3B
$67M 0.06%
418,610
+4,978
+1% +$740K
DGX icon
309
Quest Diagnostics
DGX
$26.8B
$66.9M 0.06%
657,509
+27,820
+4% +$2.67M
AEE icon
310
Ameren
AEE
$29.4B
$66.4M 0.05%
884,300
-2,593
-0.3% -$191K
INFY icon
311
Infosys
INFY
$48.8B
$66.3M 0.05%
6,196,096
+139,052
+2% +$1.47M
MELI icon
312
Mercado Libre
MELI
$99.7B
$66M 0.05%
107,912
-21,239
-16% -$11.8M
ULTA icon
313
Ulta Beauty
ULTA
$22.2B
$65.6M 0.05%
188,997
+8,256
+5% +$2.85M
A icon
314
Agilent Technologies
A
$43.4B
$65.4M 0.05%
876,194
+1,445
+0.2% +$107K
CCL icon
315
Carnival Corporation Ltd
CCL
$33.9B
$65M 0.05%
1,397,060
-89,111
-6% -$4.66M
PXD
316
DELISTED
Pioneer Natural Resource Co.
PXD
$64.9M 0.05%
421,542
+50,519
+14% +$7.75M
HES
317
DELISTED
Hess
HES
$64.2M 0.05%
1,009,961
-52,549
-5% -$3.25M
KHC icon
318
Kraft Heinz
KHC
$30.5B
$64.1M 0.05%
2,066,591
+798,994
+63% +$25.2M
LH icon
319
Labcorp
LH
$27.2B
$64M 0.05%
430,988
-34,653
-7% -$4.84M
CTXS
320
DELISTED
Citrix Systems Inc
CTXS
$64M 0.05%
652,233
+99,915
+18% +$9.8M
ATVI
321
DELISTED
Activision Blizzard
ATVI
$63.6M 0.05%
1,347,833
+139,166
+12% +$6.39M
EMN icon
322
Eastman Chemical
EMN
$8.35B
$63.4M 0.05%
814,228
-6,894
-0.8% -$524K
CAG icon
323
Conagra Brands
CAG
$7.72B
$63.2M 0.05%
2,381,458
+237,385
+11% +$6.89M
RCL icon
324
Royal Caribbean
RCL
$74.7B
$63.1M 0.05%
520,447
+21,503
+4% +$2.62M
ALLY icon
325
Ally Financial
ALLY
$12.8B
$62.5M 0.05%
2,016,598
-8,989
-0.4% -$265K
11 12
13
14 15

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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.