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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
ENB icon
501
Enbridge
ENB
$110B
$38M 0.03%
1,054,064
+20,623
+2% +$751K
MUI
502
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$38M 0.03%
2,704,143
-104,535
-4% -$1.45M
XYL icon
503
Xylem
XYL
$26B
$38M 0.03%
453,903
+9,523
+2% +$759K
WU icon
504
Western Union
WU
$2.26B
$38M 0.03%
1,908,568
+81,498
+4% +$1.59M
INCY icon
505
Incyte
INCY
$25.2B
$37.7M 0.03%
443,466
+12,096
+3% +$971K
BCE icon
506
BCE
BCE
$21.9B
$37.6M 0.03%
826,660
+206,287
+33% +$9.31M
DASTY
507
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$37.6M 0.03%
234,789
-1,851
-0.8% -$296K
JNPR
508
DELISTED
Juniper Networks
JNPR
$37.5M 0.03%
1,406,706
-198,670
-12% -$5.31M
DVN icon
509
Devon Energy
DVN
$52.1B
$37.3M 0.03%
1,308,962
-17,848
-1% -$530K
FUJI
510
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$37.2M 0.03%
733,182
+17,461
+2% +$886K
SCCO icon
511
Southern Copper
SCCO
$177B
$37.2M 0.03%
1,044,182
-12,780
-1% -$440K
CMG icon
512
Chipotle Mexican Grill
CMG
$48.1B
$37.1M 0.03%
2,532,650
+341,400
+16% +$4.81M
RJF icon
513
Raymond James Financial
RJF
$34.5B
$36.7M 0.03%
650,732
+23,822
+4% +$1.36M
RNR icon
514
RenaissanceRe
RNR
$13.7B
$36.5M 0.03%
205,131
-7,578
-4% -$1.25M
CDW icon
515
CDW
CDW
$18.5B
$36.5M 0.03%
328,860
+15,796
+5% +$1.66M
LNT icon
516
Alliant Energy
LNT
$17.6B
$36.4M 0.03%
741,908
+27,742
+4% +$1.32M
SWKS icon
517
Skyworks Solutions
SWKS
$9.9B
$36.4M 0.03%
470,930
+37,286
+9% +$2.96M
BCS icon
518
Barclays
BCS
$90.2B
$36.3M 0.03%
4,869,692
+508,469
+12% +$4.02M
MAS icon
519
Masco
MAS
$14.4B
$36.3M 0.03%
924,626
+10,701
+1% +$413K
KSU
520
DELISTED
Kansas City Southern
KSU
$36.3M 0.03%
297,596
+4,591
+2% +$549K
GEN icon
521
Gen Digital
GEN
$18.6B
$36.1M 0.03%
1,661,085
-42,941
-3% -$923K
RMD icon
522
ResMed
RMD
$34.7B
$35.9M 0.03%
294,519
+33,303
+13% +$3.69M
ING icon
523
ING
ING
$101B
$35.9M 0.03%
3,101,666
-116,518
-4% -$1.39M
AGCO icon
524
AGCO
AGCO
$7.94B
$35.9M 0.03%
462,538
+19,599
+4% +$1.4M
UHS icon
525
Universal Health Services
UHS
$10.1B
$35.8M 0.03%
274,639
+1,566
+0.6% +$197K
19 20
21
22 23

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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.