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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
AIZ icon
576
Assurant
AIZ
$14.1B
$31.4M 0.03%
295,276
-4,889
-2% -$483K
PKG icon
577
Packaging Corp of America
PKG
$21.4B
$31.3M 0.03%
328,547
+31,215
+10% +$3.01M
CBOE icon
578
Cboe Global Markets
CBOE
$32.4B
$31.2M 0.03%
301,279
+25,402
+9% +$2.63M
VOD icon
579
Vodafone
VOD
$37.1B
$31.2M 0.03%
1,911,776
-233,675
-11% -$4.02M
CXO
580
DELISTED
CONCHO RESOURCES INC.
CXO
$31M 0.03%
300,492
+36,678
+14% +$3.96M
MPLX icon
581
MPLX
MPLX
$60.1B
$31M 0.03%
962,628
-22,008
-2% -$701K
CP icon
582
Canadian Pacific Kansas City
CP
$82.7B
$30.9M 0.03%
656,510
-14,265
-2% -$637K
BIDU icon
583
Baidu
BIDU
$32.9B
$30.7M 0.03%
261,728
+4,095
+2% +$583K
MPT
584
Medical Properties Trust
MPT
$2.44B
$30.7M 0.03%
1,757,641
-72,975
-4% -$1.31M
APA icon
585
APA Corp
APA
$14.9B
$30.6M 0.03%
1,054,895
+178,238
+20% +$5.54M
DPZ icon
586
Domino's
DPZ
$11.6B
$30.5M 0.03%
109,751
-2,092
-2% -$572K
FTI icon
587
TechnipFMC
FTI
$29.7B
$30.5M 0.03%
1,579,626
+432,967
+38% +$7.59M
PHG icon
588
Philips
PHG
$26.1B
$30.2M 0.02%
871,905
+8,896
+1% +$286K
TLS
589
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$30.1M 0.02%
2,240,726
+126,882
+6% +$1.71M
FLIR
590
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$30.1M 0.02%
556,537
+16,690
+3% +$847K
FTNT icon
591
Fortinet
FTNT
$122B
$30.1M 0.02%
1,957,475
+14,255
+0.7% +$235K
HAS icon
592
Hasbro
HAS
$13.3B
$30.1M 0.02%
284,462
+30,490
+12% +$3M
AV
593
DELISTED
Aviva Plc
AV
$29.9M 0.02%
2,824,660
+140,786
+5% +$1.49M
NLY icon
594
Annaly Capital Management
NLY
$17.4B
$29.8M 0.02%
816,735
-314,817
-28% -$12M
CSL icon
595
Carlisle Companies
CSL
$14.2B
$29.8M 0.02%
211,897
+43,430
+26% +$5.84M
HP icon
596
Helmerich & Payne
HP
$4.25B
$29.8M 0.02%
587,739
+17,313
+3% +$953K
ACIW icon
597
ACI Worldwide
ACIW
$5.43B
$29.7M 0.02%
866,053
-15,329
-2% -$508K
GRMN
598
Garmin
GRMN
$55B
$29.7M 0.02%
372,070
-2,358
-0.6% -$193K
MFA
599
MFA Financial
MFA
$893M
$29.6M 0.02%
1,030,988
+54,173
+6% +$1.58M
ERIC icon
600
Ericsson
ERIC
$32.5B
$29.5M 0.02%
3,105,805
+23,140
+0.8% +$224K
22 23
24
25 26

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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.