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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
BHC icon
626
Bausch Health
BHC
$2.36B
$27.6M 0.02%
1,092,765
-319,601
-23% -$7.59M
BVN icon
627
Compañía de Minas Buenaventura
BVN
$8.92B
$27.6M 0.02%
1,653,016
-73,104
-4% -$1.16M
KB icon
628
KB Financial Group
KB
$43.6B
$27.4M 0.02%
694,860
+175,283
+34% +$6.83M
UDR icon
629
UDR
UDR
$11.9B
$27.2M 0.02%
605,726
+27,927
+5% +$1.26M
J icon
630
Jacobs Solutions
J
$17.8B
$27.2M 0.02%
389,063
+11,993
+3% +$774K
JKHY icon
631
Jack Henry & Associates
JKHY
$12.1B
$27.1M 0.02%
202,680
-2,558
-1% -$354K
SNA icon
632
Snap-on
SNA
$20.3B
$27.1M 0.02%
163,682
+5,539
+4% +$901K
VEEV icon
633
Veeva Systems
VEEV
$44.8B
$27.1M 0.02%
167,156
+14,179
+9% +$2.07M
RVTY icon
634
Revvity
RVTY
$14.4B
$27.1M 0.02%
281,098
+3,831
+1% +$357K
ALLE icon
635
Allegion
ALLE
$13.4B
$27M 0.02%
244,431
+9,021
+4% +$902K
TRMB icon
636
Trimble
TRMB
$14.2B
$26.9M 0.02%
597,266
+13,966
+2% +$580K
DXCM icon
637
DexCom
DXCM
$34.3B
$26.9M 0.02%
719,108
+11,996
+2% +$377K
SKX
638
DELISTED
Skechers
SKX
$26.8M 0.02%
852,492
+81,336
+11% +$2.51M
SIVB
639
DELISTED
SVB Financial Group
SIVB
$26.8M 0.02%
119,364
+1,275
+1% +$295K
FL
640
DELISTED
Foot Locker
FL
$26.8M 0.02%
639,135
-95,486
-13% -$4.97M
JBHT icon
641
JB Hunt Transport Services
JBHT
$24.5B
$26.7M 0.02%
291,713
+1,254
+0.4% +$118K
AOD
642
abrdn Total Dynamic Dividend Fund
AOD
$1.14B
$26.6M 0.02%
3,192,360
+45,139
+1% +$373K
TSLA icon
643
Tesla
TSLA
$1.38T
$26.6M 0.02%
1,785,405
-145,920
-8% -$2.27M
CHL
644
DELISTED
China Mobile Limited
CHL
$26.5M 0.02%
585,416
-33,519
-5% -$1.56M
IHG icon
645
InterContinental Hotels
IHG
$23.9B
$26.4M 0.02%
394,763
+27,610
+8% +$1.8M
ACWI icon
646
iShares MSCI ACWI ETF
ACWI
$33.3B
$26.3M 0.02%
356,398
+262,553
+280% +$19.1M
BMO icon
647
Bank of Montreal
BMO
$120B
$26.2M 0.02%
347,383
+18,454
+6% +$1.41M
AOS icon
648
A.O. Smith
AOS
$8.21B
$26.1M 0.02%
553,218
-123,430
-18% -$6.05M
VMW
649
DELISTED
VMware, Inc
VMW
$26.1M 0.02%
155,811
-28,887
-16% -$5.41M
VE
650
DELISTED
VEOLIA ENVIRONNEMENT
VE
$26M 0.02%
1,071,220
+32,237
+3% +$784K
24 25
26
27 28

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AF
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MCM
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PSUF
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IA
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SCC
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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.