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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
SYK icon
101
Stryker
SYK
$126B
$207M 0.17%
1,005,184
+40,681
+4% +$7.77M
GM icon
102
General Motors
GM
$75.2B
$203M 0.17%
5,280,441
-157,413
-3% -$5.9M
ITW icon
103
Illinois Tool Works
ITW
$79.5B
$201M 0.17%
1,335,427
+48,228
+4% +$7.28M
SPGI icon
104
S&P Global
SPGI
$130B
$201M 0.17%
883,408
+28,529
+3% +$6.23M
CL icon
105
Colgate-Palmolive
CL
$72.4B
$201M 0.17%
2,803,546
+43,950
+2% +$3.12M
CSX icon
106
CSX Corp
CSX
$94.8B
$200M 0.17%
7,758,684
-114,906
-1% -$2.96M
VLO icon
107
Valero Energy
VLO
$101B
$198M 0.16%
2,313,529
-140,097
-6% -$11.6M
NOC icon
108
Northrop Grumman
NOC
$77.6B
$197M 0.16%
609,726
-992
-0.2% -$296K
PSX icon
109
Phillips 66
PSX
$97B
$196M 0.16%
2,100,177
-32,120
-2% -$2.88M
UPS icon
110
United Parcel Service
UPS
$89.3B
$196M 0.16%
1,899,649
-137,574
-7% -$14.3M
EXC icon
111
Exelon
EXC
$45.2B
$195M 0.16%
5,688,124
+132,410
+2% +$4.67M
HCA icon
112
HCA Healthcare
HCA
$90.4B
$192M 0.16%
1,419,220
-80,123
-5% -$10.1M
CHTR icon
113
Charter Communications
CHTR
$18.2B
$189M 0.16%
479,466
+39,187
+9% +$14.7M
BMY icon
114
Bristol-Myers Squibb
BMY
$135B
$188M 0.16%
4,144,844
+177,676
+4% +$8.28M
COF icon
115
Capital One
COF
$133B
$186M 0.15%
2,048,472
+49,056
+2% +$4.39M
MCO icon
116
Moody's
MCO
$89B
$186M 0.15%
951,611
-20,769
-2% -$3.94M
ICE icon
117
Intercontinental Exchange
ICE
$91B
$184M 0.15%
2,143,654
+251,728
+13% +$20.6M
CI icon
118
Cigna
CI
$73.4B
$184M 0.15%
1,168,694
-113,349
-9% -$17.8M
MS icon
119
Morgan Stanley
MS
$337B
$184M 0.15%
4,196,900
+231,541
+6% +$10.3M
GLW icon
120
Corning
GLW
$128B
$183M 0.15%
5,513,343
+126,838
+2% +$4.07M
SHW icon
121
Sherwin-Williams
SHW
$83.4B
$179M 0.15%
1,169,436
-2,247
-0.2% -$336K
BSX icon
122
Boston Scientific
BSX
$67.7B
$172M 0.14%
4,008,404
+184,610
+5% +$7.1M
MRSH
123
Marsh
MRSH
$92.2B
$172M 0.14%
1,722,825
+3,629
+0.2% +$347K
CCI icon
124
Crown Castle
CCI
$32.1B
$170M 0.14%
1,305,987
+86,110
+7% +$11.1M
ZTS icon
125
Zoetis
ZTS
$31.7B
$169M 0.14%
1,492,316
+26,057
+2% +$2.73M
3 4
5
6 7

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MCM
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PSUF
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IA
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SCC
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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.