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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
AGG icon
526
iShares Core US Aggregate Bond ETF
AGG
$138B
$35.7M 0.03%
320,345
-435,094
-58% -$47.6M
BR icon
527
Broadridge
BR
$20.9B
$35.6M 0.03%
278,930
-1,579
-0.6% -$190K
MAN icon
528
ManpowerGroup
MAN
$2.9B
$35.4M 0.03%
366,416
+38,285
+12% +$3.49M
CHKP icon
529
Check Point Software Technologies
CHKP
$14.1B
$35.3M 0.03%
305,716
-4,968
-2% -$587K
MMP
530
DELISTED
Magellan Midstream Partners, L.P.
MMP
$35.2M 0.03%
550,427
-5,560
-1% -$345K
JAZZ icon
531
Jazz Pharmaceuticals
JAZZ
$15.9B
$35.2M 0.03%
246,888
+106,212
+76% +$14.3M
GL icon
532
Globe Life
GL
$13.3B
$35.1M 0.03%
392,889
+15,803
+4% +$1.38M
VALE icon
533
Vale
VALE
$64B
$35.1M 0.03%
2,611,479
+460,056
+21% +$5.9M
WBD icon
534
Warner Bros
WBD
$72.1B
$35M 0.03%
1,140,969
+16,631
+1% +$483K
ETFC
535
DELISTED
E*Trade Financial Corporation
ETFC
$34.9M 0.03%
782,145
+28,082
+4% +$1.34M
BG icon
536
Bunge Global
BG
$22.2B
$34.9M 0.03%
625,922
+271,754
+77% +$14.5M
ACGL icon
537
Arch Capital
ACGL
$33.7B
$34.9M 0.03%
939,930
+8,167
+0.9% +$279K
SU icon
538
Suncor Energy
SU
$76.5B
$34.8M 0.03%
1,116,406
+72,451
+7% +$2.32M
KYO
539
DELISTED
Kyocera Adr
KYO
$34.7M 0.03%
528,893
+15,919
+3% +$1.04M
NICE icon
540
Nice
NICE
$6.38B
$34.6M 0.03%
252,902
+2,380
+1% +$321K
PAA icon
541
Plains All American Pipeline
PAA
$18B
$34.6M 0.03%
1,421,184
-33,428
-2% -$798K
MKTX icon
542
MarketAxess Holdings
MKTX
$5.73B
$34.5M 0.03%
107,461
-2,400
-2% -$694K
NCLH icon
543
Norwegian Cruise Line
NCLH
$7.65B
$34.5M 0.03%
644,033
-48,431
-7% -$2.69M
LYG icon
544
Lloyds Banking Group
LYG
$85.7B
$34.5M 0.03%
12,156,073
+849,201
+8% +$2.63M
EVRG icon
545
Evergy
EVRG
$18.6B
$34.5M 0.03%
573,929
-29,030
-5% -$1.7M
NOV icon
546
NOV
NOV
$7.48B
$34.4M 0.03%
1,547,659
+283,067
+22% +$6.84M
CX icon
547
Cemex
CX
$15.7B
$34.1M 0.03%
8,051,407
+1,245,721
+18% +$5.56M
SNN icon
548
Smith & Nephew
SNN
$12.1B
$34.1M 0.03%
783,860
+24,703
+3% +$1.02M
AJG icon
549
Arthur J. Gallagher & Co
AJG
$68.6B
$34M 0.03%
388,112
+8,835
+2% +$737K
FNB icon
550
FNB Corp
FNB
$6.55B
$33.9M 0.03%
2,880,369
+549,355
+24% +$6.34M
20 21
22
23 24

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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.