We are live on ! Find out more
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
SON icon
801
Sonoco
SON
$5.58B
$19.3M 0.02%
294,633
-15,000
-5% -$947K
STM icon
802
STMicroelectronics
STM
$44B
$19.2M 0.02%
1,090,375
-10,728
-1% -$181K
QRVO icon
803
Qorvo
QRVO
$8.36B
$19.2M 0.02%
288,388
+23,014
+9% +$1.6M
BMRN icon
804
BioMarin Pharmaceuticals
BMRN
$12.5B
$19.2M 0.02%
224,260
-25,057
-10% -$2.14M
INDA icon
805
iShares MSCI India ETF
INDA
$6.61B
$19.2M 0.02%
543,427
-93,871
-15% -$3.3M
JEF icon
806
Jefferies Financial Group
JEF
$12.2B
$19.2M 0.02%
1,113,595
+174,081
+19% +$2.99M
SUI icon
807
Sun Communities
SUI
$15B
$19.2M 0.02%
149,421
-401
-0.3% -$49.8K
GIL icon
808
Gildan
GIL
$9.84B
$19.1M 0.02%
494,314
-127
-0% -$4.74K
STRA icon
809
Strategic Education
STRA
$1.88B
$19.1M 0.02%
107,129
+8,482
+9% +$1.39M
R icon
810
Ryder
R
$9.43B
$19.1M 0.02%
326,863
+5,822
+2% +$346K
S
811
DELISTED
Sprint Corporation
S
$19M 0.02%
2,896,663
+291,293
+11% +$1.84M
STLA icon
812
Stellantis
STLA
$20.4B
$19M 0.02%
1,374,709
-9,247
-0.7% -$134K
TGNA
813
DELISTED
TEGNA Inc
TGNA
$19M 0.02%
1,252,383
+112,527
+10% +$1.73M
TRCO
814
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$19M 0.02%
410,175
+86,542
+27% +$4M
ATR icon
815
AptarGroup
ATR
$8.46B
$19M 0.02%
152,412
+1,568
+1% +$179K
AU icon
816
AngloGold Ashanti
AU
$57.2B
$18.9M 0.02%
1,063,368
+110,535
+12% +$1.48M
JBL icon
817
Jabil
JBL
$31.6B
$18.9M 0.02%
597,293
+34,249
+6% +$983K
LPLA icon
818
LPL Financial
LPLA
$29.2B
$18.9M 0.02%
231,386
-60,295
-21% -$4.77M
EXAS
819
DELISTED
Exact Sciences
EXAS
$18.8M 0.02%
159,684
+34,063
+27% +$3.43M
LBRDK
820
DELISTED
Liberty Broadband Class C
LBRDK
$18.8M 0.02%
180,503
+24,738
+16% +$2.44M
DKS icon
821
Dick's Sporting Goods
DKS
$12.1B
$18.8M 0.02%
542,843
-13,278
-2% -$486K
PRGO icon
822
Perrigo
PRGO
$2.01B
$18.7M 0.02%
393,227
-45,964
-10% -$2.19M
DELL icon
823
Dell
DELL
$295B
$18.7M 0.02%
726,388
+131,012
+22% +$4.09M
ZD icon
824
Ziff Davis
ZD
$1.91B
$18.7M 0.02%
241,914
-4,456
-2% -$337K
WEN icon
825
Wendy's
WEN
$1.58B
$18.7M 0.02%
953,265
+88,626
+10% +$1.67M
31 32
33
34 35

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.