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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
BURL icon
726
Burlington
BURL
$17.1B
$22.6M 0.02%
133,017
+2,611
+2% +$427K
OSK icon
727
Oshkosh
OSK
$9.51B
$22.6M 0.02%
271,061
-1,313
-0.5% -$103K
SEIC icon
728
SEI Investments
SEIC
$13.4B
$22.6M 0.02%
403,395
+2,903
+0.7% +$157K
VEA icon
729
Vanguard FTSE Developed Markets ETF
VEA
$238B
$22.6M 0.02%
542,379
-357
-0.1% -$14.7K
G icon
730
Genpact
G
$6.39B
$22.6M 0.02%
593,253
+83,825
+16% +$3.05M
ARE icon
731
Alexandria Real Estate Equities
ARE
$8.87B
$22.6M 0.02%
160,091
+15,331
+11% +$2.21M
RL icon
732
Ralph Lauren
RL
$21.1B
$22.6M 0.02%
198,594
-30,403
-13% -$3.64M
FLG
733
Flagstar Bank National Association
FLG
$5.58B
$22.5M 0.02%
751,948
+11,750
+2% +$379K
RDY icon
734
Dr. Reddy's Laboratories
RDY
$10.1B
$22.5M 0.02%
3,000,870
+188,210
+7% +$1.48M
BX icon
735
Blackstone
BX
$107B
$22.3M 0.02%
503,030
+4,753
+1% +$190K
TNL icon
736
Travel + Leisure Co
TNL
$4.36B
$22.3M 0.02%
508,563
+58,034
+13% +$2.47M
AKZOY
737
DELISTED
Akzo Nobel NV
AKZOY
$22.3M 0.02%
713,473
-19,925
-3% -$623K
STLD icon
738
Steel Dynamics
STLD
$33.6B
$22.3M 0.02%
738,125
+125,691
+21% +$3.84M
LNG icon
739
Cheniere Energy
LNG
$58.3B
$22.2M 0.02%
323,771
+14,823
+5% +$981K
HOLX
740
DELISTED
Hologic
HOLX
$22.1M 0.02%
460,530
+8,587
+2% +$397K
EON
741
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$22.1M 0.02%
2,046,234
+42,775
+2% +$462K
SIX
742
DELISTED
Six Flags Entertainment Corp.
SIX
$22.1M 0.02%
444,459
+37,207
+9% +$1.92M
NWL icon
743
Newell Brands
NWL
$2.63B
$22.1M 0.02%
1,430,670
+460,395
+47% +$6.89M
UGI icon
744
UGI
UGI
$8.15B
$22M 0.02%
411,177
+25,966
+7% +$1.38M
ALK icon
745
Alaska Air
ALK
$4.72B
$21.9M 0.02%
342,641
+38,180
+13% +$2.32M
GT icon
746
Goodyear
GT
$1.83B
$21.9M 0.02%
1,430,043
+360,051
+34% +$6.08M
TECH icon
747
Bio-Techne
TECH
$11.3B
$21.8M 0.02%
419,144
-10,044
-2% -$506K
LKQ icon
748
LKQ Corp
LKQ
$6.46B
$21.8M 0.02%
819,942
+6,007
+0.7% +$168K
FNF icon
749
Fidelity National Financial
FNF
$12.8B
$21.8M 0.02%
561,949
+2,482
+0.4% +$93.6K
DVA icon
750
DaVita
DVA
$11.5B
$21.7M 0.02%
385,919
-117,143
-23% -$6.07M
28 29
30
31 32

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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.