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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
QCOM icon
51
Qualcomm
QCOM
$174B
$357M 0.29%
4,689,841
+474,063
+11% +$34.7M
PM icon
52
Philip Morris
PM
$300B
$348M 0.29%
4,432,640
-69,501
-2% -$5.74M
NEE icon
53
NextEra Energy
NEE
$170B
$348M 0.29%
6,793,832
+13,072
+0.2% +$643K
GE icon
54
GE Aerospace
GE
$355B
$345M 0.28%
6,585,207
+313,773
+5% +$15.4M
TMO icon
55
Thermo Fisher Scientific
TMO
$229B
$342M 0.28%
1,165,853
+53,813
+5% +$14.8M
IWF icon
56
iShares Russell 1000 Growth ETF
IWF
$126B
$337M 0.28%
8,571,764
+3,115,592
+57% +$121M
AMT icon
57
American Tower
AMT
$81.6B
$334M 0.28%
1,634,820
+51,232
+3% +$10.3M
LOW icon
58
Lowe's Companies
LOW
$116B
$332M 0.27%
3,292,753
-56,477
-2% -$5.96M
LLY icon
59
Eli Lilly
LLY
$1.04T
$331M 0.27%
2,989,503
-90,847
-3% -$10.7M
MDT icon
60
Medtronic
MDT
$117B
$329M 0.27%
3,379,360
+108,587
+3% +$9.91M
GILD icon
61
Gilead Sciences
GILD
$180B
$320M 0.26%
4,743,734
+526,146
+12% +$34.6M
RTX icon
62
RTX Corp
RTX
$285B
$319M 0.26%
3,892,556
-36,693
-0.9% -$3.07M
DHR icon
63
Danaher
DHR
$151B
$313M 0.26%
2,473,579
+103,269
+4% +$12.2M
AVGO icon
64
Broadcom
AVGO
$1.74T
$313M 0.26%
10,884,780
+900
+0% +$26.2K
INTU icon
65
Intuit
INTU
$96.5B
$311M 0.26%
1,190,392
-25,647
-2% -$6.52M
MMM icon
66
3M
MMM
$89.8B
$311M 0.26%
2,144,811
-366,197
-15% -$56.4M
ABBV icon
67
AbbVie
ABBV
$452B
$311M 0.26%
4,272,243
+140,200
+3% +$11M
SBUX icon
68
Starbucks
SBUX
$123B
$304M 0.25%
3,621,973
+137,401
+4% +$10.8M
AXP icon
69
American Express
AXP
$225B
$303M 0.25%
2,457,106
+27,437
+1% +$3.22M
TJX icon
70
TJX Companies
TJX
$148B
$291M 0.24%
5,509,360
-4,836
-0.1% -$257K
LIN icon
71
Linde
LIN
$225B
$290M 0.24%
1,442,650
+60,536
+4% +$11.3M
CVS icon
72
CVS Health
CVS
$119B
$281M 0.23%
5,150,680
+847,460
+20% +$45.6M
ELV icon
73
Elevance Health
ELV
$86.1B
$279M 0.23%
989,909
-8,665
-0.9% -$2.37M
MDLZ icon
74
Mondelez International
MDLZ
$79.8B
$279M 0.23%
5,170,916
+192,228
+4% +$9.98M
COP icon
75
ConocoPhillips
COP
$157B
$276M 0.23%
4,525,435
-16,687
-0.4% -$1.04M
1 2
3
4 5

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PSUF
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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.