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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
Avg Time Held Equity + Options
16.2 quarters
Top 10 Avg Time Held Equity + Options
16.1 quarters
Top 20 Avg Time Held Equity + Options
14.3 quarters
Avg Time Held Equity only
16.2 quarters
Top 10 Avg Time Held Equity only
16.1 quarters
Top 20 Avg Time Held Equity only
14.3 quarters

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 Held Since
QCOM icon
51
Qualcomm
QCOM
$183B
$357M 0.29%
4,689,841
+474,063
+11% +$34.7M
2013 Q2
24 quarters
PM icon
52
Philip Morris
PM
$316B
$348M 0.29%
4,432,640
-69,501
-2% -$5.74M
2013 Q2
24 quarters
NEE icon
53
NextEra Energy
NEE
$163B
$348M 0.29%
6,793,832
+13,072
+0.2% +$643K
2013 Q2
24 quarters
GE icon
54
GE Aerospace
GE
$319B
$345M 0.28%
6,585,207
+313,773
+5% +$15.4M
2013 Q2
24 quarters
TMO icon
55
Thermo Fisher Scientific
TMO
$249B
$342M 0.28%
1,165,853
+53,813
+5% +$14.8M
2013 Q2
24 quarters
IWF icon
56
iShares Russell 1000 Growth ETF
IWF
$127B
$337M 0.28%
8,571,764
+3,115,592
+57% +$121M
2013 Q2
24 quarters
AMT icon
57
American Tower
AMT
$83.4B
$334M 0.28%
1,634,820
+51,232
+3% +$10.3M
2013 Q2
24 quarters
LOW icon
58
Lowe's Companies
LOW
$105B
$332M 0.27%
3,292,753
-56,477
-2% -$5.96M
2013 Q2
24 quarters
LLY icon
59
Eli Lilly
LLY
$1.08T
$331M 0.27%
2,989,503
-90,847
-3% -$10.7M
2013 Q2
24 quarters
MDT icon
60
Medtronic
MDT
$119B
$329M 0.27%
3,379,360
+108,587
+3% +$9.91M
2013 Q2
24 quarters
GILD icon
61
Gilead Sciences
GILD
$189B
$320M 0.26%
4,743,734
+526,146
+12% +$34.6M
2013 Q2
24 quarters
RTX icon
62
RTX Corp
RTX
$251B
$319M 0.26%
3,892,556
-36,693
-0.9% -$3.07M
2013 Q2
24 quarters
DHR icon
63
Danaher
DHR
$158B
$313M 0.26%
2,473,579
+103,269
+4% +$12.2M
2013 Q2
24 quarters
AVGO icon
64
Broadcom
AVGO
$1.65T
$313M 0.26%
10,884,780
+900
+0% +$26.2K
2013 Q2
24 quarters
INTU icon
65
Intuit
INTU
$81.4B
$311M 0.26%
1,190,392
-25,647
-2% -$6.52M
2013 Q2
24 quarters
MMM icon
66
3M
MMM
$84.3B
$311M 0.26%
2,144,811
-366,197
-15% -$56.4M
2013 Q2
24 quarters
ABBV icon
67
AbbVie
ABBV
$502B
$311M 0.26%
4,272,243
+140,200
+3% +$11M
2013 Q2
24 quarters
SBUX icon
68
Starbucks
SBUX
$106B
$304M 0.25%
3,621,973
+137,401
+4% +$10.8M
2013 Q2
24 quarters
AXP icon
69
American Express
AXP
$207B
$303M 0.25%
2,457,106
+27,437
+1% +$3.22M
2013 Q2
24 quarters
TJX icon
70
TJX Companies
TJX
$157B
$291M 0.24%
5,509,360
-4,836
-0.1% -$257K
2013 Q2
24 quarters
LIN icon
71
Linde
LIN
$227B
$290M 0.24%
1,442,650
+60,536
+4% +$11.3M
2018 Q4
2 quarters
CVS icon
72
CVS Health
CVS
$115B
$281M 0.23%
5,150,680
+847,460
+20% +$45.6M
2013 Q2
24 quarters
ELV icon
73
Elevance Health
ELV
$91.8B
$279M 0.23%
989,909
-8,665
-0.9% -$2.37M
2013 Q2
24 quarters
MDLZ icon
74
Mondelez International
MDLZ
$79.9B
$279M 0.23%
5,170,916
+192,228
+4% +$9.98M
2013 Q2
24 quarters
COP icon
75
ConocoPhillips
COP
$171B
$276M 0.23%
4,525,435
-16,687
-0.4% -$1.04M
2013 Q2
24 quarters
1 2
3
4 5

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MCM
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PSUF
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IA
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BAM
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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.