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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
SYK icon
101
Stryker
SYK
$108B
$207M 0.17%
1,005,184
+40,681
+4% +$7.77M
2013 Q2
24 quarters
GM icon
102
General Motors
GM
$72.3B
$203M 0.17%
5,280,441
-157,413
-3% -$5.9M
2013 Q2
24 quarters
ITW icon
103
Illinois Tool Works
ITW
$75.5B
$201M 0.17%
1,335,427
+48,228
+4% +$7.28M
2013 Q2
24 quarters
SPGI icon
104
S&P Global
SPGI
$122B
$201M 0.17%
883,408
+28,529
+3% +$6.23M
2016 Q2
12 quarters
CL icon
105
Colgate-Palmolive
CL
$71.7B
$201M 0.17%
2,803,546
+43,950
+2% +$3.12M
2013 Q2
24 quarters
CSX icon
106
CSX Corp
CSX
$88.5B
$200M 0.17%
7,758,684
-114,906
-1% -$2.96M
2013 Q2
24 quarters
VLO icon
107
Valero Energy
VLO
$126B
$198M 0.16%
2,313,529
-140,097
-6% -$11.6M
2013 Q2
24 quarters
NOC icon
108
Northrop Grumman
NOC
$68.9B
$197M 0.16%
609,726
-992
-0.2% -$296K
2013 Q2
24 quarters
PSX icon
109
Phillips 66
PSX
$112B
$196M 0.16%
2,100,177
-32,120
-2% -$2.88M
2013 Q2
24 quarters
UPS icon
110
United Parcel Service
UPS
$81.1B
$196M 0.16%
1,899,649
-137,574
-7% -$14.3M
2013 Q2
24 quarters
EXC icon
111
Exelon
EXC
$43.4B
$195M 0.16%
5,688,124
+132,410
+2% +$4.67M
2013 Q2
24 quarters
HCA icon
112
HCA Healthcare
HCA
$99.3B
$192M 0.16%
1,419,220
-80,123
-5% -$10.1M
2013 Q2
24 quarters
CHTR icon
113
Charter Communications
CHTR
$11.7B
$189M 0.16%
479,466
+39,187
+9% +$14.7M
2013 Q2
24 quarters
BMY icon
114
Bristol-Myers Squibb
BMY
$118B
$188M 0.16%
4,144,844
+177,676
+4% +$8.28M
2013 Q2
24 quarters
COF icon
115
Capital One
COF
$123B
$186M 0.15%
2,048,472
+49,056
+2% +$4.39M
2013 Q2
24 quarters
MCO icon
116
Moody's
MCO
$81.5B
$186M 0.15%
951,611
-20,769
-2% -$3.94M
2013 Q2
24 quarters
ICE icon
117
Intercontinental Exchange
ICE
$88.4B
$184M 0.15%
2,143,654
+251,728
+13% +$20.6M
2013 Q2
24 quarters
CI icon
118
Cigna
CI
$74.9B
$184M 0.15%
1,168,694
-113,349
-9% -$17.8M
2013 Q2
24 quarters
MS icon
119
Morgan Stanley
MS
$298B
$184M 0.15%
4,196,900
+231,541
+6% +$10.3M
2013 Q2
24 quarters
GLW icon
120
Corning
GLW
$127B
$183M 0.15%
5,513,343
+126,838
+2% +$4.07M
2013 Q2
24 quarters
SHW icon
121
Sherwin-Williams
SHW
$77.7B
$179M 0.15%
1,169,436
-2,247
-0.2% -$336K
2013 Q2
24 quarters
BSX icon
122
Boston Scientific
BSX
$63.5B
$172M 0.14%
4,008,404
+184,610
+5% +$7.1M
2013 Q2
24 quarters
MRSH icon
123
Marsh
MRSH
$84.2B
$172M 0.14%
1,722,825
+3,629
+0.2% +$347K
2013 Q2
24 quarters
CCI icon
124
Crown Castle
CCI
$34.5B
$170M 0.14%
1,305,987
+86,110
+7% +$11.1M
2013 Q2
24 quarters
ZTS icon
125
Zoetis
ZTS
$31.3B
$169M 0.14%
1,492,316
+26,057
+2% +$2.73M
2013 Q2
24 quarters
3 4
5
6 7

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AF
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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.