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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
TSM icon
151
TSMC
TSM
$2.17T
$151M 0.13%
3,864,018
+228,826
+6% +$9.42M
KR icon
152
Kroger
KR
$35.3B
$151M 0.12%
6,935,089
+50,031
+0.7% +$1.22M
EL icon
153
Estee Lauder
EL
$37.4B
$148M 0.12%
810,313
+8,391
+1% +$1.43M
DFS
154
DELISTED
Discover Financial Services
DFS
$148M 0.12%
1,903,963
-18,812
-1% -$1.46M
SAP icon
155
SAP
SAP
$256B
$147M 0.12%
1,078,139
+27,191
+3% +$3.38M
BAX icon
156
Baxter International
BAX
$13.5B
$147M 0.12%
1,798,533
-1,878
-0.1% -$146K
AEP icon
157
American Electric Power
AEP
$66.4B
$144M 0.12%
1,638,361
-7,494
-0.5% -$646K
DD icon
158
DuPont de Nemours
DD
$18.5B
$144M 0.12%
1,527,541
-947,195
-38% -$113M
MSI icon
159
Motorola Solutions
MSI
$80.3B
$144M 0.12%
862,327
+6,983
+0.8% +$1.05M
FIS icon
160
Fidelity National Information Services
FIS
$21.4B
$144M 0.12%
1,171,078
+99,092
+9% +$11.6M
YUM icon
161
Yum! Brands
YUM
$42B
$142M 0.12%
1,286,111
+63,663
+5% +$6.61M
ETN icon
162
Eaton
ETN
$157B
$142M 0.12%
1,706,684
+87,712
+5% +$7.1M
MET icon
163
MetLife
MET
$61.4B
$142M 0.12%
2,860,174
+55,830
+2% +$2.62M
HSBC icon
164
HSBC
HSBC
$355B
$142M 0.12%
3,396,918
+63,867
+2% +$2.68M
ILMN icon
165
Illumina
ILMN
$32.6B
$141M 0.12%
393,662
+17,133
+5% +$5.41M
WELL icon
166
Welltower
WELL
$171B
$141M 0.12%
1,727,673
-6,570
-0.4% -$516K
BIIB icon
167
Biogen
BIIB
$32.2B
$140M 0.12%
599,311
+1,738
+0.3% +$401K
VNQ icon
168
Vanguard Real Estate ETF
VNQ
$38.6B
$138M 0.11%
1,578,599
+423,118
+37% +$37M
DAL icon
169
Delta Air Lines
DAL
$52.7B
$137M 0.11%
2,420,118
+22,694
+0.9% +$1.27M
VRTX icon
170
Vertex Pharmaceuticals
VRTX
$137B
$135M 0.11%
737,858
-51,950
-7% -$9.08M
PLD icon
171
Prologis
PLD
$134B
$133M 0.11%
1,660,859
+85,298
+5% +$6.49M
KMI icon
172
Kinder Morgan
KMI
$70.2B
$133M 0.11%
6,360,348
-24,396
-0.4% -$492K
ITOT icon
173
iShares Core S&P Total US Stock Market ETF
ITOT
$97.4B
$132M 0.11%
1,988,327
-973
-0% -$63.8K
F icon
174
Ford
F
$55.4B
$130M 0.11%
12,717,569
+1,479,740
+13% +$14.6M
HPQ icon
175
HP
HPQ
$27.3B
$129M 0.11%
6,211,944
+452,847
+8% +$8.96M
5 6
7
8 9

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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.