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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
FCX icon
451
Freeport-McMoran
FCX
$110B
$43.3M 0.04%
3,725,212
-113,206
-3% -$1.32M
DT
452
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$43.2M 0.04%
2,488,583
+61,213
+3% +$1.06M
AXA
453
DELISTED
AXA ADS (1 ORD SHS)
AXA
$43.1M 0.04%
1,647,295
+165,608
+11% +$4.34M
FMC icon
454
FMC
FMC
$1.42B
$43M 0.04%
518,897
+36,236
+8% +$2.84M
WAT icon
455
Waters Corp
WAT
$40.7B
$42.9M 0.04%
199,537
-697
-0.3% -$152K
INFO
456
DELISTED
IHS Markit Ltd. Common Shares
INFO
$42.8M 0.04%
671,423
+38,078
+6% +$2.19M
PBCT
457
DELISTED
People's United Financial Inc
PBCT
$42.6M 0.04%
2,540,599
-65,934
-3% -$1.09M
NBIS
458
Nebius Group N.V.
NBIS
$56.9B
$42.6M 0.04%
1,121,531
-98,246
-8% -$3.65M
COTY icon
459
Coty
COTY
$2.51B
$42.5M 0.04%
3,168,547
+47,054
+2% +$578K
WRK
460
DELISTED
WestRock Company
WRK
$42.4M 0.04%
1,163,159
+120,858
+12% +$4.44M
WCG
461
DELISTED
Wellcare Health Plans, Inc.
WCG
$42.2M 0.03%
148,176
+22,051
+17% +$6.08M
NRG icon
462
NRG Energy
NRG
$23.4B
$42M 0.03%
1,197,133
-184,315
-13% -$6.95M
HII icon
463
Huntington Ingalls Industries
HII
$11.6B
$42M 0.03%
187,012
+23,556
+14% +$5.05M
WTW icon
464
Willis Towers Watson
WTW
$31.9B
$41.8M 0.03%
218,312
+12,999
+6% +$2.35M
DINO icon
465
HF Sinclair
DINO
$17.7B
$41.8M 0.03%
902,874
-115,210
-11% -$5.15M
TD icon
466
Toronto Dominion Bank
TD
$199B
$41.7M 0.03%
715,195
+34,514
+5% +$1.94M
DXC icon
467
DXC Technology
DXC
$1.79B
$41.5M 0.03%
752,263
-245,698
-25% -$14.2M
K
468
DELISTED
Kellanova
K
$41.3M 0.03%
820,373
+36,636
+5% +$1.95M
AKAM icon
469
Akamai
AKAM
$15.4B
$41.2M 0.03%
513,967
+31,589
+7% +$2.44M
SPYG icon
470
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$54.6B
$41.2M 0.03%
1,062,990
-21,669
-2% -$823K
NTRS icon
471
Northern Trust
NTRS
$34.2B
$41.1M 0.03%
456,377
-12,288
-3% -$1.13M
WDAY icon
472
Workday
WDAY
$50.6B
$41M 0.03%
199,677
+51,559
+35% +$10.4M
FRC
473
DELISTED
First Republic Bank
FRC
$40.8M 0.03%
418,088
-13,654
-3% -$1.38M
ABB
474
DELISTED
ABB Ltd
ABB
$40.8M 0.03%
2,037,394
+44,957
+2% +$876K
LVS icon
475
Las Vegas Sands
LVS
$29.2B
$40.8M 0.03%
690,567
-21,074
-3% -$1.31M
17 18
19
20 21

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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.