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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
HPE icon
226
Hewlett Packard
HPE
$69.3B
$102M 0.08%
6,800,690
-247,777
-4% -$3.76M
ADM icon
227
Archer Daniels Midland
ADM
$39.3B
$101M 0.08%
2,473,274
+16,029
+0.7% +$664K
FE icon
228
FirstEnergy
FE
$26.5B
$100M 0.08%
2,344,704
-63,073
-3% -$2.65M
GIS icon
229
General Mills
GIS
$22.2B
$99.7M 0.08%
1,898,110
+90,002
+5% +$4.65M
VFC icon
230
VF Corp
VFC
$5.37B
$99.2M 0.08%
1,135,721
-36,726
-3% -$3.16M
CMS icon
231
CMS Energy
CMS
$21.4B
$98.4M 0.08%
1,699,508
+114,603
+7% +$6.43M
AGN
232
DELISTED
Allergan plc
AGN
$97.6M 0.08%
582,676
-148,973
-20% -$20.6M
PPG icon
233
PPG Industries
PPG
$25.4B
$96.8M 0.08%
829,803
+60,591
+8% +$6.91M
DOW icon
234
Dow Inc
DOW
$22B
$96.2M 0.08%
+1,951,242
New +$103M
UAL icon
235
United Airlines
UAL
$35.9B
$94.7M 0.08%
1,081,505
-25,634
-2% -$2.17M
ES icon
236
Eversource Energy
ES
$26.7B
$93.8M 0.08%
1,238,149
+33,354
+3% +$2.44M
CLX icon
237
Clorox
CLX
$12.4B
$93.3M 0.08%
609,453
-30,131
-5% -$4.6M
NOW icon
238
ServiceNow
NOW
$150B
$93.2M 0.08%
1,697,305
-172,245
-9% -$9.05M
NEM icon
239
Newmont
NEM
$135B
$93.2M 0.08%
2,422,150
+507,184
+26% +$17.1M
HSY icon
240
Hershey
HSY
$36B
$92.9M 0.08%
693,284
-13,074
-2% -$1.66M
SJM icon
241
J.M. Smucker
SJM
$14.1B
$92.8M 0.08%
806,021
+6,444
+0.8% +$787K
XLNX
242
DELISTED
Xilinx Inc
XLNX
$92.3M 0.08%
782,830
-63,110
-7% -$7.36M
PSA icon
243
Public Storage
PSA
$58.5B
$92M 0.08%
386,280
+18,201
+5% +$4.17M
JCI icon
244
Johnson Controls International
JCI
$84.6B
$92M 0.08%
2,226,715
+270,448
+14% +$10.4M
EA
245
DELISTED
Electronic Arts
EA
$90.8M 0.08%
896,472
+4,732
+0.5% +$451K
APC
246
DELISTED
Anadarko Petroleum
APC
$90.4M 0.07%
1,281,740
+102,388
+9% +$6.86M
BBY icon
247
Best Buy
BBY
$17.4B
$89.9M 0.07%
1,288,874
-1,702
-0.1% -$119K
WMB icon
248
Williams Companies
WMB
$90.2B
$89.9M 0.07%
3,204,914
+309,547
+11% +$8.6M
XEL icon
249
Xcel Energy
XEL
$47.8B
$89.2M 0.07%
1,499,015
+28,797
+2% +$1.66M
SBAC icon
250
SBA Communications
SBAC
$20.3B
$88.7M 0.07%
394,499
+3,169
+0.8% +$669K
8 9
10
11 12

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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.