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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
REGN icon
351
Regeneron Pharmaceuticals
REGN
$81.8B
$58.7M 0.05%
187,461
-60,403
-24% -$20.1M
RELX icon
352
RELX
RELX
$63.6B
$58.6M 0.05%
2,400,305
+205,431
+9% +$4.73M
NEA icon
353
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.39B
$58.5M 0.05%
4,239,304
-160,245
-4% -$2.15M
CFG icon
354
Citizens Financial Group
CFG
$29.4B
$58.2M 0.05%
1,646,723
+133,188
+9% +$4.64M
NAD icon
355
Nuveen Quality Municipal Income Fund
NAD
$2.73B
$58.1M 0.05%
4,150,503
-45,372
-1% -$620K
BALL icon
356
Ball Corp
BALL
$16.9B
$57.8M 0.05%
826,475
+18,586
+2% +$1.15M
TWTR
357
DELISTED
Twitter, Inc.
TWTR
$57.7M 0.05%
1,654,294
+185,084
+13% +$6.79M
PPLI
358
People Inc
PPLI
$2.91B
$57.7M 0.05%
1,483,650
+28,626
+2% +$1.14M
PUK icon
359
Prudential
PUK
$34.3B
$57.7M 0.05%
1,356,894
+40,242
+3% +$1.68M
CERN
360
DELISTED
Cerner Corp
CERN
$57.4M 0.05%
783,490
+51,391
+7% +$3.47M
NTT
361
DELISTED
Nippon Telegraph & Telephone
NTT
$57.3M 0.05%
1,232,331
+57,453
+5% +$2.67M
SPDW icon
362
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$42B
$57M 0.05%
1,926,731
-3,573
-0.2% -$105K
SMFG icon
363
Sumitomo Mitsui Financial
SMFG
$164B
$56.9M 0.05%
8,059,713
+475,620
+6% +$3.37M
APTV icon
364
Aptiv
APTV
$9.5B
$56.8M 0.05%
703,143
+84,011
+14% +$6.65M
PHM icon
365
Pultegroup
PHM
$24.5B
$56.6M 0.05%
1,791,101
+15,300
+0.9% +$477K
PNW icon
366
Pinnacle West Capital
PNW
$11.8B
$56.6M 0.05%
601,926
+29,445
+5% +$2.81M
SKM icon
367
SK Telecom
SKM
$15.1B
$56.5M 0.05%
1,385,277
+111,201
+9% +$4.41M
LLL
368
DELISTED
L3 Technologies, Inc.
LLL
$56.2M 0.05%
229,114
+3,520
+2% +$822K
VAR
369
DELISTED
Varian Medical Systems, Inc.
VAR
$55.7M 0.05%
409,391
-9,377
-2% -$1.25M
WBK
370
DELISTED
Westpac Banking Corporation
WBK
$55.6M 0.05%
2,789,330
+463,909
+20% +$8.88M
BBD icon
371
Banco Bradesco
BBD
$34.4B
$54.7M 0.05%
7,414,840
+1,095,456
+17% +$7.49M
LEA icon
372
Lear
LEA
$8.26B
$54.7M 0.05%
575,562
+42,314
+8% +$5.94M
KEYS icon
373
Keysight
KEYS
$54.5B
$54.3M 0.04%
604,105
+27,019
+5% +$2.29M
HST icon
374
Host Hotels & Resorts
HST
$15.3B
$54.2M 0.04%
2,973,568
+29,112
+1% +$549K
KSS icon
375
Kohl's
KSS
$1.98B
$53.5M 0.04%
1,125,723
-183,999
-14% -$11.1M
13 14
15
16 17

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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.