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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
BKU icon
601
Bankunited
BKU
$3.3B
$29.4M 0.02%
870,528
+102,599
+13% +$3.54M
BPOP icon
602
Popular Inc
BPOP
$10.8B
$29.4M 0.02%
541,490
+15,743
+3% +$860K
MDY icon
603
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
$29.3M 0.02%
82,653
+1,693
+2% +$592K
HRL icon
604
Hormel Foods
HRL
$11.9B
$29.3M 0.02%
721,564
-21,502
-3% -$872K
TECD
605
DELISTED
Tech Data Corp
TECD
$29.2M 0.02%
278,877
+62
+0% +$6.3K
SHG icon
606
Shinhan Financial Group
SHG
$37.2B
$29.2M 0.02%
750,068
+77,288
+11% +$2.99M
VWO icon
607
Vanguard FTSE Emerging Markets ETF
VWO
$127B
$28.9M 0.02%
680,487
-1,130
-0.2% -$47.5K
REP
608
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$28.8M 0.02%
1,848,598
+133,552
+8% +$2.08M
MSGS icon
609
Madison Square Garden
MSGS
$9.38B
$28.8M 0.02%
144,002
-14,280
-9% -$3.04M
RACE icon
610
Ferrari
RACE
$73.9B
$28.7M 0.02%
178,062
+9,151
+5% +$1.32M
FBIN icon
611
Fortune Brands Innovations
FBIN
$5.43B
$28.7M 0.02%
587,984
+42,193
+8% +$1.88M
NFJ
612
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.45B
$28.7M 0.02%
2,314,400
+40,098
+2% +$489K
E icon
613
ENI
E
$76.1B
$28.6M 0.02%
867,052
+65,617
+8% +$2.17M
EEFT icon
614
Euronet Worldwide
EEFT
$2.62B
$28.6M 0.02%
170,032
+23,042
+16% +$3.52M
HWM icon
615
Howmet Aerospace
HWM
$106B
$28.6M 0.02%
1,443,974
+613,965
+74% +$10.4M
BBVA icon
616
Banco Bilbao Vizcaya Argentaria
BBVA
$160B
$28.5M 0.02%
5,127,417
+632,309
+14% +$3.68M
BNS icon
617
Scotiabank
BNS
$113B
$28.5M 0.02%
523,621
-1,849
-0.4% -$98.8K
ABMD
618
DELISTED
Abiomed Inc
ABMD
$28.2M 0.02%
108,143
+25,857
+31% +$6.86M
CRH icon
619
CRH
CRH
$63.8B
$28M 0.02%
856,335
+41,286
+5% +$1.34M
INGR icon
620
Ingredion
INGR
$6.6B
$27.8M 0.02%
336,886
+12,322
+4% +$1.06M
CHT icon
621
Chunghwa Telecom
CHT
$33.3B
$27.8M 0.02%
760,269
+3,940
+0.5% +$141K
ZBRA icon
622
Zebra Technologies
ZBRA
$16.9B
$27.7M 0.02%
132,064
-21,278
-14% -$4.29M
OI icon
623
O-I Glass
OI
$1.14B
$27.6M 0.02%
1,600,483
-109,161
-6% -$1.95M
EXR icon
624
Extra Space Storage
EXR
$30.2B
$27.6M 0.02%
260,451
-4,839
-2% -$508K
SEE
625
DELISTED
Sealed Air
SEE
$27.6M 0.02%
645,814
+48,510
+8% +$2.14M
23 24
25
26 27

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MCM
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PSUF
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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.