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
SNY icon
251
Sanofi
SNY
$107B
$88.4M 0.07%
2,043,740
-3,266
-0.2% -$139K
CHD icon
252
Church & Dwight Co
CHD
$24B
$86.8M 0.07%
1,188,380
-28,164
-2% -$2.09M
HIG icon
253
Hartford Financial Services
HIG
$37.5B
$86.5M 0.07%
1,552,254
+6,717
+0.4% +$355K
SWK icon
254
Stanley Black & Decker
SWK
$14.8B
$86.4M 0.07%
597,293
+14,633
+3% +$2.06M
HDB icon
255
HDFC Bank
HDB
$119B
$86.3M 0.07%
2,653,512
+127,072
+5% +$3.83M
GPC icon
256
Genuine Parts
GPC
$19B
$85.4M 0.07%
824,882
+14,515
+2% +$1.5M
KEY icon
257
KeyCorp
KEY
$23.4B
$85.3M 0.07%
4,808,215
+192,511
+4% +$3.26M
AZ
258
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
$85.1M 0.07%
3,534,034
+113,812
+3% +$2.74M
GWW icon
259
W.W. Grainger
GWW
$61.5B
$85.1M 0.07%
317,141
-33,483
-10% -$9.4M
IP icon
260
International Paper
IP
$20.8B
$84.2M 0.07%
2,052,453
+174,247
+9% +$7.38M
VTR icon
261
Ventas
VTR
$47.1B
$84M 0.07%
1,228,455
+47,810
+4% +$3.05M
ASML icon
262
ASML
ASML
$651B
$84M 0.07%
403,788
+21,347
+6% +$4.24M
APH icon
263
Amphenol
APH
$194B
$83.2M 0.07%
3,469,488
+130,140
+4% +$3.13M
IDXX icon
264
Idexx Laboratories
IDXX
$43.7B
$82.5M 0.07%
299,663
+12,317
+4% +$3.03M
LNC icon
265
Lincoln National
LNC
$8.29B
$82.1M 0.07%
1,273,856
+24,744
+2% +$1.58M
CTAS icon
266
Cintas
CTAS
$81.7B
$82M 0.07%
1,381,836
-85,252
-6% -$4.72M
RWR icon
267
State Street SPDR Dow Jones REIT ETF
RWR
$1.84B
$81.6M 0.07%
825,739
+300,036
+57% +$29.8M
LUV icon
268
Southwest Airlines
LUV
$19.4B
$81.4M 0.07%
1,602,393
+45,095
+3% +$2.34M
MCK icon
269
McKesson
MCK
$104B
$81M 0.07%
602,607
+50,312
+9% +$6.27M
STT icon
270
State Street
STT
$53.1B
$80.9M 0.07%
1,442,247
-201,384
-12% -$12.5M
PPL
271
PPL Corp
PPL
$25.7B
$80.8M 0.07%
2,605,214
+195,024
+8% +$6.05M
SRE icon
272
Sempra
SRE
$55.1B
$80.6M 0.07%
1,172,624
+52,506
+5% +$3.44M
STX icon
273
Seagate
STX
$188B
$80.5M 0.07%
1,707,556
+4,539
+0.3% +$211K
OXY icon
274
Occidental Petroleum
OXY
$59.1B
$80.4M 0.07%
1,598,832
-913,313
-36% -$51.4M
BAP icon
275
Credicorp
BAP
$29.3B
$79.8M 0.07%
348,429
-26,133
-7% -$5.99M
9 10
11
12 13

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.