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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
NBL
651
DELISTED
Noble Energy, Inc.
NBL
$26M 0.02%
1,161,155
+89,954
+8% +$2.14M
CIB icon
652
Grupo Cibest SA
CIB
$23B
$26M 0.02%
508,964
-14,467
-3% -$722K
UAA icon
653
Under Armour
UAA
$2.18B
$25.9M 0.02%
1,021,390
+32,745
+3% +$767K
LSXMK
654
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$25.9M 0.02%
894,591
-45,790
-5% -$1.34M
BIO icon
655
Bio-Rad Laboratories Class A
BIO
$10.4B
$25.8M 0.02%
82,497
-2,449
-3% -$733K
WRB icon
656
W.R. Berkley
WRB
$25.4B
$25.7M 0.02%
878,369
-11,156
-1% -$305K
DISH
657
DELISTED
DISH Network Corp.
DISH
$25.7M 0.02%
668,858
+152,011
+29% +$5.4M
BBL
658
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$25.6M 0.02%
501,621
+13,620
+3% +$650K
LW icon
659
Lamb Weston
LW
$7.56B
$25.6M 0.02%
404,570
-26,457
-6% -$1.75M
BBWI icon
660
Bath & Body Works
BBWI
$3.88B
$25.6M 0.02%
1,211,049
+50,978
+4% +$1.01M
ALSN icon
661
Allison Transmission
ALSN
$10.4B
$25.5M 0.02%
550,677
+74,143
+16% +$3.36M
PKX icon
662
POSCO
PKX
$18.2B
$25.5M 0.02%
480,265
+41,161
+9% +$2.2M
SCM
663
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$25.3M 0.02%
502,347
+11,931
+2% +$600K
CNO icon
664
CNO Financial Group
CNO
$5.12B
$25.2M 0.02%
1,513,176
+67,366
+5% +$1.11M
CCK icon
665
Crown Holdings
CCK
$12.9B
$25.2M 0.02%
412,419
-42,995
-9% -$2.51M
NAVI icon
666
Navient
NAVI
$887M
$25.2M 0.02%
1,842,943
-13,688
-0.7% -$178K
RS icon
667
Reliance Steel & Aluminium
RS
$19.8B
$25.1M 0.02%
265,446
-10,152
-4% -$909K
NDAQ icon
668
Nasdaq
NDAQ
$55.5B
$25.1M 0.02%
783,375
+35,448
+5% +$1.09M
TER icon
669
Teradyne
TER
$55.5B
$25.1M 0.02%
523,518
+100,343
+24% +$4.56M
ON icon
670
ON Semiconductor
ON
$28.3B
$25.1M 0.02%
1,240,460
-12,571
-1% -$260K
ABEV icon
671
Ambev
ABEV
$44.1B
$25M 0.02%
5,356,074
+394,231
+8% +$1.77M
WTM icon
672
White Mountains Insurance
WTM
$5.1B
$25M 0.02%
24,487
+7
+0% +$6.73K
MGM icon
673
MGM Resorts International
MGM
$10.6B
$25M 0.02%
874,087
+57,097
+7% +$1.53M
BN icon
674
Brookfield
BN
$92.3B
$25M 0.02%
1,463,977
+368,804
+34% +$6.24M
LII icon
675
Lennox International
LII
$13.6B
$25M 0.02%
90,736
-1,710
-2% -$466K
25 26
27
28 29

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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.