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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
TSN icon
201
Tyson Foods
TSN
$19.5B
$114M 0.09%
1,408,195
-7,717
-0.5% -$594K
RF icon
202
Regions Financial
RF
$25.8B
$113M 0.09%
7,577,935
+349,158
+5% +$5.16M
SLB icon
203
SLB Ltd
SLB
$85.1B
$113M 0.09%
2,846,040
-940,145
-25% -$37.9M
SHY icon
204
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$111M 0.09%
1,304,767
+11,450
+0.9% +$964K
MSCI icon
205
MSCI
MSCI
$41.5B
$110M 0.09%
461,279
-7,848
-2% -$1.76M
SPG icon
206
Simon Property Group
SPG
$69.4B
$110M 0.09%
687,401
-47,408
-6% -$8.17M
AMP icon
207
Ameriprise Financial
AMP
$49.4B
$110M 0.09%
756,115
+16,781
+2% +$2.43M
SCHW
208
Charles Schwab
SCHW
$191B
$108M 0.09%
2,689,008
-88,025
-3% -$3.84M
TFC icon
209
Truist Financial
TFC
$61.6B
$108M 0.09%
2,197,799
+72,710
+3% +$3.56M
EIX icon
210
Edison International
EIX
$27B
$108M 0.09%
1,596,746
+100,204
+7% +$6.22M
BHP icon
211
BHP
BHP
$242B
$107M 0.09%
2,071,935
+62,682
+3% +$3.03M
EQIX icon
212
Equinix
EQIX
$103B
$107M 0.09%
212,881
+20,510
+11% +$9.84M
TDG icon
213
TransDigm Group
TDG
$65.6B
$107M 0.09%
221,371
-19,609
-8% -$9.17M
BNY
214
Bank of New York Mellon
BNY
$110B
$107M 0.09%
2,424,607
-389,257
-14% -$18.3M
GSK icon
215
GSK
GSK
$102B
$106M 0.09%
2,128,447
-83,753
-4% -$4.2M
PEG icon
216
Public Service Enterprise Group
PEG
$36.5B
$106M 0.09%
1,808,498
+52,557
+3% +$3.13M
SPYV icon
217
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.8B
$106M 0.09%
3,400,188
+1,245,777
+58% +$38.3M
VRSN icon
218
VeriSign
VRSN
$26.4B
$106M 0.09%
507,111
+4,025
+0.8% +$790K
RHT
219
DELISTED
Red Hat Inc
RHT
$105M 0.09%
559,544
-40,295
-7% -$7.44M
WEC icon
220
WEC Energy
WEC
$34.6B
$105M 0.09%
1,256,503
+28,376
+2% +$2.28M
STZ icon
221
Constellation Brands
STZ
$22.3B
$105M 0.09%
531,586
+44,451
+9% +$8.68M
OMC icon
222
Omnicom Group
OMC
$24.2B
$105M 0.09%
1,276,538
+123,051
+11% +$9.71M
NVO
223
Novo Nordisk
NVO
$202B
$104M 0.09%
4,059,204
+48,422
+1% +$1.2M
SPTM icon
224
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$103M 0.09%
2,821,903
-2,519
-0.1% -$90.3K
DOC icon
225
Healthpeak Properties
DOC
$14.5B
$103M 0.08%
3,211,151
+119,135
+4% +$3.7M
7 8
9
10 11

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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.