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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
PFG icon
326
Principal Financial Group
PFG
$23.9B
$62.3M 0.05%
1,075,807
+6,373
+0.6% +$351K
MKL icon
327
Markel Group
MKL
$22.5B
$62.3M 0.05%
57,138
+585
+1% +$613K
AES icon
328
AES
AES
$10.5B
$62.1M 0.05%
3,707,091
+3,808
+0.1% +$64.5K
BRK.A icon
329
Berkshire Hathaway Class A
BRK.A
$1.08T
$62.1M 0.05%
195
+47
+32% +$14.6M
EG icon
330
Everest Group
EG
$14.5B
$62M 0.05%
250,938
-180
-0.1% -$43.2K
YUMC icon
331
Yum China
YUMC
$15.3B
$61.8M 0.05%
1,337,608
+209,966
+19% +$9.12M
PBR icon
332
Petrobras
PBR
$119B
$61.7M 0.05%
3,965,207
+363,127
+10% +$5.54M
CNP icon
333
CenterPoint Energy
CNP
$25.8B
$61.7M 0.05%
2,154,243
+122,945
+6% +$3.67M
IQV icon
334
IQVIA
IQV
$43.1B
$61.6M 0.05%
383,107
+47,321
+14% +$6.64M
RSG icon
335
Republic Services
RSG
$68B
$61.6M 0.05%
710,503
+48,851
+7% +$4.07M
VMRK
336
Vivmark Residential
VMRK
$26.1B
$61.3M 0.05%
807,473
+38,576
+5% +$2.95M
LHX icon
337
L3Harris
LHX
$48.9B
$61.2M 0.05%
323,632
-14,044
-4% -$2.53M
SYF icon
338
Synchrony
SYF
$25.4B
$61M 0.05%
1,759,081
+115,863
+7% +$3.93M
XRAY icon
339
Dentsply Sirona
XRAY
$2.22B
$60.8M 0.05%
1,040,967
+48,872
+5% +$2.63M
SONY icon
340
Sony
SONY
$145B
$60.5M 0.05%
5,777,855
+615,310
+12% +$6.04M
TSCO icon
341
Tractor Supply
TSCO
$18.1B
$60.5M 0.05%
2,782,140
+7,305
+0.3% +$151K
VER
342
DELISTED
VEREIT, Inc.
VER
$60.3M 0.05%
1,339,554
+47,623
+4% +$2.06M
GGG icon
343
Graco
GGG
$12.8B
$60.1M 0.05%
1,197,708
-63,936
-5% -$3.22M
CBRE icon
344
CBRE Group
CBRE
$43.7B
$59.7M 0.05%
1,163,976
+129,859
+13% +$6.45M
WP
345
DELISTED
Worldpay, Inc.
WP
$59.6M 0.05%
486,503
+47,349
+11% +$5.62M
PARA
346
DELISTED
Paramount Global Class B
PARA
$59.4M 0.05%
1,190,419
+81,738
+7% +$4.05M
NTAP icon
347
NetApp
NTAP
$36.7B
$59.4M 0.05%
962,395
-64,822
-6% -$4.37M
FAST icon
348
Fastenal
FAST
$57.1B
$59M 0.05%
3,618,658
+70,306
+2% +$1.16M
CDNS icon
349
Cadence Design Systems
CDNS
$93.7B
$58.9M 0.05%
832,089
+62,722
+8% +$4.19M
UL icon
350
Unilever
UL
$140B
$58.7M 0.05%
841,921
+14,202
+2% +$964K
12 13
14
15 16

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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.