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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
THC icon
1051
Tenet Healthcare
THC
$21.5B
$12.6M 0.01%
610,532
-125,857
-17% -$2.9M
NNN icon
1052
NNN REIT
NNN
$8.77B
$12.6M 0.01%
237,807
+16,842
+8% +$899K
HBI
1053
DELISTED
Hanesbrands
HBI
$12.6M 0.01%
730,932
+49,037
+7% +$845K
SHOP icon
1054
Shopify
SHOP
$197B
$12.6M 0.01%
419,240
-32,720
-7% -$852K
ARMK icon
1055
Aramark
ARMK
$15.3B
$12.6M 0.01%
483,134
-33,373
-6% -$781K
NATI
1056
DELISTED
National Instruments Corp
NATI
$12.6M 0.01%
299,480
-87,969
-23% -$3.75M
GNTX icon
1057
Gentex
GNTX
$4.78B
$12.5M 0.01%
507,127
+7,375
+1% +$167K
CIEN icon
1058
Ciena
CIEN
$53.6B
$12.5M 0.01%
302,837
-81,164
-21% -$3.12M
PFGC icon
1059
Performance Food Group
PFGC
$15.8B
$12.5M 0.01%
311,113
-21,812
-7% -$874K
PB icon
1060
Prosperity Bancshares
PB
$8.69B
$12.4M 0.01%
187,668
-4,093
-2% -$283K
ANDX
1061
DELISTED
Andeavor Logistics LP
ANDX
$12.3M 0.01%
339,847
-6,790
-2% -$238K
AWR icon
1062
American States Water
AWR
$3.56B
$12.3M 0.01%
163,440
+1,827
+1% +$132K
TOL icon
1063
Toll Brothers
TOL
$13.5B
$12.3M 0.01%
335,676
+26,929
+9% +$1.01M
ACC
1064
DELISTED
American Campus Communities, Inc.
ACC
$12.3M 0.01%
265,975
+4,380
+2% +$206K
VSM
1065
DELISTED
Versum Materials, Inc.
VSM
$12.3M 0.01%
237,914
+20,969
+10% +$1.08M
BCO icon
1066
Brink's
BCO
$4.57B
$12.3M 0.01%
151,092
+8,677
+6% +$691K
RCI icon
1067
Rogers Communications
RCI
$19.8B
$12.3M 0.01%
228,937
+41,563
+22% +$2.17M
LXP icon
1068
LXP Industrial Trust
LXP
$3.58B
$12.2M 0.01%
258,746
-29,189
-10% -$1.35M
EQM
1069
DELISTED
EQM Midstream Partners, LP
EQM
$12.1M 0.01%
271,852
-6,831
-2% -$307K
VIAV icon
1070
Viavi Solutions
VIAV
$9.02B
$12.1M 0.01%
912,579
+29,440
+3% +$381K
ELAN icon
1071
Elanco Animal Health
ELAN
$12B
$12.1M 0.01%
358,532
+149,473
+71% +$4.85M
UTHR icon
1072
United Therapeutics
UTHR
$22.1B
$12.1M 0.01%
155,212
-11,804
-7% -$1.1M
TTC icon
1073
Toro Company
TTC
$9.43B
$12.1M 0.01%
180,734
+9,223
+5% +$647K
NTR icon
1074
Nutrien
NTR
$35.1B
$12.1M 0.01%
226,083
+136,751
+153% +$7.14M
VG
1075
DELISTED
Vonage Holdings Corporation
VG
$12.1M 0.01%
1,063,727
-51,739
-5% -$560K
41 42
43
44 45

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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.