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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
ICLR icon
701
Icon
ICLR
$13.1B
$23.9M 0.02%
155,160
+3,808
+3% +$534K
TCOM icon
702
Trip.com Group
TCOM
$28.6B
$23.8M 0.02%
645,577
-4,615
-0.7% -$182K
WPC icon
703
W.P. Carey
WPC
$16.1B
$23.8M 0.02%
299,475
+162,319
+118% +$12.9M
FOXA icon
704
Fox Class A
FOXA
$28.8B
$23.8M 0.02%
649,504
-738,145
-53% -$27.1M
IT icon
705
Gartner
IT
$12.5B
$23.8M 0.02%
147,643
+1,855
+1% +$290K
BAY
706
DELISTED
BAYER AG SPONS ADR
BAY
$23.7M 0.02%
1,360,552
-715,466
-34% -$12.5M
USFD icon
707
US Foods
USFD
$23.2B
$23.7M 0.02%
663,899
-4,709
-0.7% -$171K
ET icon
708
Energy Transfer Partners
ET
$73.4B
$23.7M 0.02%
1,685,881
-55,712
-3% -$825K
TRI icon
709
Thomson Reuters
TRI
$46B
$23.7M 0.02%
348,778
+2,890
+0.8% +$191K
BDJ icon
710
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.75B
$23.6M 0.02%
2,666,321
+243,589
+10% +$2.1M
SPR
711
DELISTED
Spirit AeroSystems
SPR
$23.5M 0.02%
289,093
-85,873
-23% -$7.24M
BBBY
712
DELISTED
Bed Bath & Beyond Inc
BBBY
$23.4M 0.02%
2,014,998
-1,456
-0.1% -$21.6K
NWE icon
713
NorthWestern Energy
NWE
$4.33B
$23.4M 0.02%
324,081
+37,859
+13% +$2.69M
PAGS icon
714
PagSeguro Digital
PAGS
$2.45B
$23.3M 0.02%
598,649
+70,802
+13% +$2.19M
TPR icon
715
Tapestry
TPR
$25B
$23.3M 0.02%
734,117
-181,908
-20% -$5.67M
EC icon
716
Ecopetrol
EC
$33.9B
$23.2M 0.02%
1,268,249
+45,231
+4% +$847K
FCN icon
717
FTI Consulting
FCN
$4.25B
$23.2M 0.02%
276,580
-49,948
-15% -$4.11M
IAA
718
DELISTED
IAA, Inc. Common Stock
IAA
$23.1M 0.02%
+595,786
New +$23.1M
WST icon
719
West Pharmaceutical
WST
$23.7B
$23.1M 0.02%
184,354
+44,011
+31% +$5.19M
VST icon
720
Vistra
VST
$46B
$23.1M 0.02%
1,019,000
-94,468
-8% -$2.37M
CHE icon
721
Chemed
CHE
$6.84B
$22.8M 0.02%
63,309
-1,818
-3% -$608K
ATO icon
722
Atmos Energy
ATO
$28.2B
$22.8M 0.02%
215,935
-53,020
-20% -$5.43M
HAIN icon
723
Hain Celestial
HAIN
$66.1M
$22.8M 0.02%
1,040,088
-657,390
-39% -$14.4M
REG icon
724
Regency Centers
REG
$13.8B
$22.8M 0.02%
341,259
+35,384
+12% +$2.38M
GFI icon
725
Gold Fields
GFI
$40.9B
$22.7M 0.02%
4,195,979
+445,845
+12% +$1.9M
27 28
29
30 31

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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.