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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
IEX icon
551
IDEX
IEX
$17B
$33.7M 0.03%
195,935
+1,772
+0.9% +$278K
EDU icon
552
New Oriental
EDU
$9.36B
$33.7M 0.03%
349,149
+12,660
+4% +$1.13M
UBS icon
553
UBS Group
UBS
$168B
$33.6M 0.03%
2,838,462
+502,192
+21% +$6.15M
OGE icon
554
OGE Energy
OGE
$9.45B
$33.6M 0.03%
789,776
-98,652
-11% -$4.18M
ALC icon
555
Alcon
ALC
$34.8B
$33.3M 0.03%
+536,879
New +$31.5M
MLM icon
556
Martin Marietta Materials
MLM
$37.7B
$33.1M 0.03%
143,980
+20,067
+16% +$4.35M
MXIM
557
DELISTED
Maxim Integrated Products
MXIM
$33.1M 0.03%
553,059
+133,492
+32% +$7.61M
MRVL icon
558
Marvell Technology
MRVL
$195B
$33.1M 0.03%
1,385,089
+225,971
+19% +$5.28M
RHI icon
559
Robert Half
RHI
$4.64B
$33M 0.03%
579,217
-144,129
-20% -$8.6M
IFF icon
560
International Flavors & Fragrances
IFF
$22.4B
$33M 0.03%
227,490
+35,025
+18% +$4.86M
CHRW icon
561
C.H. Robinson
CHRW
$17.6B
$32.9M 0.03%
390,580
-443
-0.1% -$37.3K
NGG icon
562
National Grid
NGG
$79.8B
$32.9M 0.03%
699,141
+71,890
+11% +$3.37M
NLSN
563
DELISTED
Nielsen Holdings plc
NLSN
$32.8M 0.03%
1,451,027
-484,376
-25% -$11.7M
NJ
564
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$32.8M 0.03%
956,771
+16,541
+2% +$567K
MITSY
565
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$32.7M 0.03%
100,343
-1,393
-1% -$454K
GHY
566
PGIM Global High Yield Fund
GHY
$476M
$32.6M 0.03%
2,259,464
+36,307
+2% +$511K
COO icon
567
Cooper Companies
COO
$13.9B
$32.6M 0.03%
386,936
+13,616
+4% +$1.02M
ANET icon
568
Arista Networks
ANET
$246B
$32.6M 0.03%
2,006,432
-19,904
-1% -$345K
WYNN icon
569
Wynn Resorts
WYNN
$9.81B
$32.5M 0.03%
262,115
+7,615
+3% +$979K
IWM icon
570
iShares Russell 2000 ETF
IWM
$80.8B
$32.3M 0.03%
207,842
-1,350
-0.6% -$208K
KT icon
571
KT
KT
$9.35B
$32.3M 0.03%
2,611,434
-781,422
-23% -$9.52M
PANW icon
572
Palo Alto Networks
PANW
$303B
$32.2M 0.03%
948,906
+56,484
+6% +$2.11M
AAP icon
573
Advance Auto Parts
AAP
$2.59B
$32.2M 0.03%
208,900
-3,321
-2% -$539K
PACW
574
DELISTED
PacWest Bancorp
PACW
$31.9M 0.03%
822,337
-38,010
-4% -$1.47M
UNM icon
575
Unum
UNM
$14.7B
$31.7M 0.03%
945,630
-40,810
-4% -$1.41M
21 22
23
24 25

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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.