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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
ESS icon
426
Essex Property Trust
ESS
$18.3B
$46.6M 0.04%
159,603
+5,045
+3% +$1.45M
CCEP icon
427
Coca-Cola Europacific Partners
CCEP
$48.2B
$46.4M 0.04%
821,026
+5,503
+0.7% +$301K
ALXN
428
DELISTED
Alexion Pharmaceuticals
ALXN
$46.4M 0.04%
354,011
+682
+0.2% +$87.9K
URI icon
429
United Rentals
URI
$64.1B
$46.3M 0.04%
349,459
+12,639
+4% +$1.6M
M icon
430
Macy's
M
$5.79B
$46.1M 0.04%
2,149,586
-82,889
-4% -$1.88M
AER icon
431
AerCap
AER
$23.2B
$46.1M 0.04%
885,690
+17,792
+2% +$872K
CF icon
432
CF Industries
CF
$19B
$46M 0.04%
984,492
-41,880
-4% -$1.82M
ANSS
433
DELISTED
Ansys
ANSS
$45.9M 0.04%
223,920
+2,280
+1% +$434K
LDOS icon
434
Leidos
LDOS
$17.7B
$45.8M 0.04%
573,794
-87,439
-13% -$6.39M
CAJ
435
DELISTED
Canon, Inc.
CAJ
$45.8M 0.04%
1,564,825
+103,041
+7% +$2.95M
BEN icon
436
Franklin Templeton
BEN
$17.6B
$45.8M 0.04%
1,314,659
+61,450
+5% +$2.09M
NAB
437
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$45.6M 0.04%
4,850,056
+420,787
+10% +$3.96M
L icon
438
Loews
L
$22.4B
$45.2M 0.04%
826,286
+17,151
+2% +$880K
BF
439
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$45M 0.04%
2,463,716
-73,457
-3% -$1.34M
AMX icon
440
America Movil
AMX
$69.4B
$44.8M 0.04%
3,078,278
+168,474
+6% +$2.49M
BAH icon
441
Booz Allen Hamilton
BAH
$9.05B
$44.5M 0.04%
671,971
-254,134
-27% -$15.6M
IPG
442
DELISTED
Interpublic Group of Companies
IPG
$44.4M 0.04%
1,965,824
+92,483
+5% +$2.05M
LEN icon
443
Lennar Class A
LEN
$20.8B
$44.2M 0.04%
941,358
+18,231
+2% +$909K
CPRT icon
444
Copart
CPRT
$30.5B
$44.1M 0.04%
2,359,764
-25,360
-1% -$435K
IX icon
445
ORIX
IX
$42.4B
$43.9M 0.04%
2,930,525
+434,155
+17% +$6.22M
O icon
446
Realty Income
O
$58.6B
$43.8M 0.04%
656,062
+40,756
+7% +$2.78M
QGEN icon
447
Qiagen
QGEN
$8.9B
$43.6M 0.04%
1,015,025
-57,777
-5% -$2.39M
NI icon
448
NiSource
NI
$19.5B
$43.5M 0.04%
1,511,734
-1,737
-0.1% -$48.9K
CNI icon
449
Canadian National Railway
CNI
$76.2B
$43.4M 0.04%
469,673
+15,339
+3% +$1.41M
MOS icon
450
The Mosaic Company
MOS
$7.5B
$43.4M 0.04%
1,732,194
+148,591
+9% +$3.63M
16 17
18
19 20

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AF
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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.