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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
HMC icon
476
Honda
HMC
$41.3B
$40.7M 0.03%
1,575,881
-26,217
-2% -$698K
BWA icon
477
BorgWarner
BWA
$13.1B
$40.4M 0.03%
1,093,569
+33,121
+3% +$1.17M
SNPS icon
478
Synopsys
SNPS
$84.8B
$40.4M 0.03%
313,941
+9,219
+3% +$1.11M
TXT icon
479
Textron
TXT
$14.3B
$40.3M 0.03%
759,714
+65,540
+9% +$3.32M
CIT
480
DELISTED
CIT Group Inc.
CIT
$40.3M 0.03%
766,598
+64,187
+9% +$3.25M
CS
481
DELISTED
Credit Suisse Group
CS
$40.1M 0.03%
3,347,437
+408,638
+14% +$4.98M
KIM icon
482
Kimco Realty
KIM
$16B
$39.8M 0.03%
2,154,098
+16,176
+0.8% +$293K
BXP icon
483
Boston Properties
BXP
$11.1B
$39.7M 0.03%
307,725
+14,635
+5% +$1.97M
IUSV icon
484
iShares Core S&P US Value ETF
IUSV
$28B
$39.7M 0.03%
700,287
+235,354
+51% +$13.1M
HLT icon
485
Hilton Worldwide
HLT
$72.4B
$39.5M 0.03%
403,901
+50,212
+14% +$4.56M
AVY icon
486
Avery Dennison
AVY
$13.5B
$39.4M 0.03%
340,958
+2,964
+0.9% +$324K
HSIC icon
487
Henry Schein
HSIC
$9.98B
$39.4M 0.03%
563,418
-105,667
-16% -$6.99M
EMD
488
Western Asset Emerging Markets Debt Fund
EMD
$613M
$39.1M 0.03%
2,732,193
+42,657
+2% +$592K
EPD icon
489
Enterprise Products Partners
EPD
$84.3B
$39M 0.03%
1,349,444
-30,470
-2% -$878K
EMLC icon
490
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.79B
$38.8M 0.03%
1,119,136
+18,355
+2% +$613K
CTRA
491
DELISTED
Coterra Energy
CTRA
$38.6M 0.03%
1,682,542
-102,500
-6% -$2.61M
DRI icon
492
Darden Restaurants
DRI
$24.5B
$38.6M 0.03%
317,345
+11,605
+4% +$1.38M
EEM icon
493
iShares MSCI Emerging Markets ETF
EEM
$31.2B
$38.6M 0.03%
898,961
+15,681
+2% +$666K
CNQ icon
494
Canadian Natural Resources
CNQ
$101B
$38.4M 0.03%
2,909,546
-195,074
-6% -$2.68M
MGA icon
495
Magna International
MGA
$17.6B
$38.4M 0.03%
772,798
-28,374
-4% -$1.4M
TSS
496
DELISTED
Total System Services, Inc.
TSS
$38.4M 0.03%
299,413
+7,248
+2% +$797K
CE icon
497
Celanese
CE
$4.94B
$38.3M 0.03%
355,216
+29,711
+9% +$3.08M
LULU icon
498
lululemon athletica
LULU
$13.7B
$38.3M 0.03%
212,347
+11,980
+6% +$2.08M
EFX icon
499
Equifax
EFX
$22.8B
$38.1M 0.03%
281,786
+581
+0.2% +$72.8K
FDS icon
500
Factset
FDS
$11B
$38M 0.03%
132,748
+1,246
+0.9% +$345K
18 19
20
21 22

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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.