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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
BDX icon
76
Becton Dickinson
BDX
$51.6B
$267M 0.22%
1,087,393
-69,158
-6% -$16.1M
ADP icon
77
Automatic Data Processing
ADP
$114B
$265M 0.22%
1,601,155
-53,545
-3% -$8.7M
AIG icon
78
American International
AIG
$40.1B
$262M 0.22%
4,923,800
+104,304
+2% +$5.2M
LMT icon
79
Lockheed Martin
LMT
$130B
$260M 0.21%
715,334
+59,730
+9% +$20M
USB icon
80
US Bancorp
USB
$97.1B
$260M 0.21%
4,956,858
-74,029
-1% -$3.81M
BKNG icon
81
Booking.com
BKNG
$154B
$247M 0.2%
3,297,825
+47,050
+1% +$3.38M
MO icon
82
Altria Group
MO
$114B
$237M 0.2%
4,995,930
+50,578
+1% +$2.65M
CME icon
83
CME Group
CME
$102B
$231M 0.19%
1,189,938
-16,941
-1% -$3.12M
TRV icon
84
Travelers Companies
TRV
$77B
$230M 0.19%
1,536,731
+15,243
+1% +$2.2M
NVS icon
85
Novartis
NVS
$291B
$226M 0.19%
2,477,320
-196,314
-7% -$16.6M
TGT icon
86
Target
TGT
$74.1B
$224M 0.18%
2,585,828
-72,337
-3% -$5.85M
CAT icon
87
Caterpillar
CAT
$368B
$221M 0.18%
1,622,702
+45,987
+3% +$6.08M
GS icon
88
Goldman Sachs
GS
$302B
$220M 0.18%
1,076,269
+91,566
+9% +$18.1M
DUK icon
89
Duke Energy
DUK
$93.8B
$220M 0.18%
2,493,082
+65,853
+3% +$5.82M
PNC icon
90
PNC Financial Services
PNC
$96.7B
$219M 0.18%
1,593,766
+78,906
+5% +$10.4M
RDS.A
91
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$217M 0.18%
3,339,090
+206,642
+7% +$13.2M
AFL icon
92
Aflac
AFL
$58.3B
$214M 0.18%
3,902,119
-176,084
-4% -$9.08M
DG icon
93
Dollar General
DG
$27.1B
$213M 0.18%
1,576,409
-174
-0% -$22K
ECL icon
94
Ecolab
ECL
$80.1B
$213M 0.18%
1,078,604
+7,496
+0.7% +$1.39M
NVDA icon
95
NVIDIA
NVDA
$5.28T
$213M 0.18%
51,773,600
-2,632,200
-5% -$10.9M
CB icon
96
Chubb
CB
$131B
$212M 0.18%
1,441,965
+53,656
+4% +$7.75M
IEMG icon
97
iShares Core MSCI Emerging Markets ETF
IEMG
$160B
$208M 0.17%
4,048,637
-51,192
-1% -$2.62M
KMB icon
98
Kimberly-Clark
KMB
$36.5B
$207M 0.17%
1,555,800
+88,457
+6% +$11.4M
RTN
99
DELISTED
Raytheon Company
RTN
$207M 0.17%
1,190,566
+111,294
+10% +$20M
CELG
100
DELISTED
Celgene Corp
CELG
$207M 0.17%
2,236,649
+163,486
+8% +$15.5M
2 3
4
5 6

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MCM
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PSUF
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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.