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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
PARR icon
401
Par Pacific Holdings
PARR
$3.95B
$49.7M 0.04%
2,424,031
+2,361,071
+3,750% +$46M
CAH icon
402
Cardinal Health
CAH
$54.6B
$49.7M 0.04%
1,055,648
+1,369
+0.1% +$63.1K
ANZ
403
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$49.6M 0.04%
2,501,916
+324,078
+15% +$6.43M
AME icon
404
Ametek
AME
$54.2B
$49.5M 0.04%
545,208
+49,030
+10% +$4.2M
XRX icon
405
Xerox
XRX
$402M
$49.3M 0.04%
1,391,678
+232,621
+20% +$7.77M
CINF icon
406
Cincinnati Financial
CINF
$26.4B
$49.2M 0.04%
474,779
+4,686
+1% +$450K
DCM
407
DELISTED
NTT DOCOMO, Inc.
DCM
$49.2M 0.04%
2,108,242
+96,176
+5% +$2.24M
XOP icon
408
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.78B
$49M 0.04%
449,911
+139,418
+45% +$16.1M
IWB icon
409
iShares Russell 1000 ETF
IWB
$49.1B
$49M 0.04%
301,190
-204,903
-40% -$32.8M
TAP icon
410
Molson Coors Class B
TAP
$7.73B
$49M 0.04%
875,346
-65,199
-7% -$3.81M
TMUS icon
411
T-Mobile US
TMUS
$195B
$49M 0.04%
661,100
-88,548
-12% -$6.58M
WY icon
412
Weyerhaeuser
WY
$17B
$48.8M 0.04%
1,851,624
+193,176
+12% +$4.91M
NUE icon
413
Nucor
NUE
$56.8B
$48.7M 0.04%
883,951
+47,619
+6% +$2.62M
TAK icon
414
Takeda Pharmaceutical
TAK
$57.6B
$48.6M 0.04%
2,747,586
-565,410
-17% -$10.3M
FMX icon
415
Fomento Económico Mexicano
FMX
$40.9B
$48.4M 0.04%
500,250
+3,549
+0.7% +$344K
HIT
416
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$48.1M 0.04%
653,212
+20,172
+3% +$1.48M
BF.B icon
417
Brown-Forman Class B
BF.B
$12.5B
$47.8M 0.04%
862,316
+4,870
+0.6% +$260K
MAA icon
418
Mid-America Apartment Communities
MAA
$15B
$47.4M 0.04%
402,751
+27,266
+7% +$3.07M
WDC icon
419
Western Digital
WDC
$166B
$47.1M 0.04%
1,310,838
-166,702
-11% -$5.71M
MUFG icon
420
Mitsubishi UFJ Financial
MUFG
$258B
$47.1M 0.04%
9,906,678
-970,709
-9% -$4.66M
TIF
421
DELISTED
Tiffany & Co.
TIF
$47M 0.04%
501,825
-17,911
-3% -$1.78M
VO icon
422
Vanguard Morningstar Mid-Cap ETF
VO
$109B
$46.8M 0.04%
1,120,728
+5,584
+0.5% +$228K
DOV icon
423
Dover
DOV
$26.8B
$46.7M 0.04%
466,520
+26,629
+6% +$2.55M
IBN icon
424
ICICI Bank
IBN
$107B
$46.7M 0.04%
3,710,156
-446,146
-11% -$5.17M
BKR icon
425
Baker Hughes
BKR
$62B
$46.6M 0.04%
1,891,952
+213,432
+13% +$5.15M
15 16
17
18 19

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MCM
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PSUF
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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.