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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
KLAC icon
376
KLA
KLAC
$229B
$53.4M 0.04%
4,516,570
+439,150
+11% +$5.08M
SAN icon
377
Banco Santander
SAN
$213B
$53.4M 0.04%
12,162,635
+261,606
+2% +$1.18M
MRO
378
DELISTED
Marathon Oil Corporation
MRO
$53.3M 0.04%
3,750,940
-420,814
-10% -$6.51M
CTVA icon
379
Corteva
CTVA
$56B
$53.2M 0.04%
+1,799,065
New +$48.4M
MHK icon
380
Mohawk Industries
MHK
$8.8B
$53.2M 0.04%
360,571
+18,717
+5% +$2.59M
RY icon
381
Royal Bank of Canada
RY
$283B
$52.6M 0.04%
662,640
+18,223
+3% +$1.42M
FANG icon
382
Diamondback Energy
FANG
$55.4B
$52.4M 0.04%
480,810
+78,315
+19% +$8.18M
VRSK icon
383
Verisk Analytics
VRSK
$25B
$52.3M 0.04%
357,158
+11,762
+3% +$1.66M
WHR icon
384
Whirlpool
WHR
$2.68B
$52.3M 0.04%
367,067
+24,810
+7% +$3.33M
DLR icon
385
Digital Realty Trust
DLR
$68.8B
$52M 0.04%
441,598
+19,921
+5% +$2.37M
AWK icon
386
American Water Works
AWK
$27.5B
$52M 0.04%
447,932
+10,253
+2% +$1.13M
HAL icon
387
Halliburton
HAL
$30.1B
$51.8M 0.04%
2,277,497
-127,440
-5% -$3.31M
ZION icon
388
Zions Bancorporation
ZION
$9.89B
$51.6M 0.04%
1,122,879
-12,548
-1% -$580K
EXPE icon
389
Expedia Group
EXPE
$39.5B
$51.5M 0.04%
387,467
+11,955
+3% +$1.47M
CMA
390
DELISTED
Comerica
CMA
$51.5M 0.04%
709,088
+21,527
+3% +$1.6M
ROK icon
391
Rockwell Automation
ROK
$47.8B
$51.5M 0.04%
314,082
-9,435
-3% -$1.59M
HBAN icon
392
Huntington Bancshares
HBAN
$34.2B
$51.4M 0.04%
3,722,581
+179,814
+5% +$2.41M
KMX icon
393
CarMax
KMX
$8.81B
$50.7M 0.04%
584,297
+56,665
+11% +$4.43M
AMCR icon
394
Amcor
AMCR
$21.6B
$50.4M 0.04%
+877,801
New +$48.7M
BUD icon
395
AB InBev
BUD
$158B
$50.4M 0.04%
569,578
+60,675
+12% +$5.2M
MIDD icon
396
Middleby
MIDD
$5.1B
$50.2M 0.04%
369,784
-8,550
-2% -$1.15M
VMC icon
397
Vulcan Materials
VMC
$35.6B
$50.2M 0.04%
365,266
-24,677
-6% -$3.15M
RGA icon
398
Reinsurance Group of America
RGA
$16B
$50M 0.04%
320,564
-3,580
-1% -$536K
CSGP icon
399
CoStar Group
CSGP
$13.1B
$49.9M 0.04%
901,470
+85,970
+11% +$4.39M
ITUB icon
400
Itaú Unibanco
ITUB
$82.7B
$49.8M 0.04%
7,271,501
+894,638
+14% +$5.63M
14 15
16
17 18

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MCM
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PSUF
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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.