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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
DE icon
126
Deere & Co
DE
$170B
$168M 0.14%
1,015,384
-55,079
-5% -$8.57M
ISRG icon
127
Intuitive Surgical
ISRG
$132B
$167M 0.14%
957,759
-69,825
-7% -$12M
MPC icon
128
Marathon Petroleum
MPC
$104B
$167M 0.14%
2,994,036
-392,613
-12% -$21.5M
D icon
129
Dominion Energy
D
$57.7B
$166M 0.14%
2,151,016
+140,186
+7% +$10.7M
BLK icon
130
Blackrock
BLK
$180B
$165M 0.14%
351,921
+6,903
+2% +$3.12M
NSC icon
131
Norfolk Southern
NSC
$78.3B
$164M 0.14%
820,967
+10,853
+1% +$2.15M
AMAT icon
132
Applied Materials
AMAT
$366B
$163M 0.13%
3,630,808
+287,116
+9% +$12.1M
SYY icon
133
Sysco
SYY
$39.3B
$163M 0.13%
2,305,005
-22,703
-1% -$1.62M
BABA icon
134
Alibaba
BABA
$296B
$162M 0.13%
953,673
-38,243
-4% -$6.6M
DEO icon
135
Diageo
DEO
$51.7B
$161M 0.13%
935,760
+19,229
+2% +$3.23M
PGR icon
136
Progressive
PGR
$127B
$161M 0.13%
2,010,999
-158,458
-7% -$12.3M
HUM icon
137
Humana
HUM
$46.3B
$160M 0.13%
603,945
-38,365
-6% -$9.73M
EMR icon
138
Emerson Electric
EMR
$86.6B
$160M 0.13%
2,390,780
-74,764
-3% -$5.01M
WM icon
139
Waste Management
WM
$87.8B
$159M 0.13%
1,380,096
+10,049
+0.7% +$1.09M
BP icon
140
BP
BP
$109B
$159M 0.13%
3,869,947
+293,983
+8% +$12.3M
APD icon
141
Air Products & Chemicals
APD
$68.6B
$159M 0.13%
700,974
+9,446
+1% +$1.96M
ROST icon
142
Ross Stores
ROST
$73.3B
$159M 0.13%
1,599,937
+4,114
+0.3% +$401K
WBA
143
DELISTED
Walgreens Boots Alliance
WBA
$158M 0.13%
2,893,195
+267,056
+10% +$14.2M
SO icon
144
Southern Company
SO
$102B
$158M 0.13%
2,852,515
+180,498
+7% +$9.66M
UN
145
DELISTED
Unilever NV New York Registry Shares
UN
$157M 0.13%
2,580,731
+117,886
+5% +$7.05M
ROP icon
146
Roper Technologies
ROP
$42.2B
$157M 0.13%
427,767
+9,853
+2% +$3.5M
ALL icon
147
Allstate
ALL
$65.9B
$155M 0.13%
1,521,253
+48,739
+3% +$4.76M
STI
148
DELISTED
SunTrust Banks, Inc.
STI
$154M 0.13%
2,454,471
+100,674
+4% +$6.33M
PRU icon
149
Prudential Financial
PRU
$41.3B
$154M 0.13%
1,526,838
+57,662
+4% +$5.75M
ADI icon
150
Analog Devices
ADI
$175B
$153M 0.13%
1,359,196
+13,341
+1% +$1.45M
4 5
6
7 8

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MCM
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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.