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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
INTC icon
26
Intel
INTC
$471B
$757M 0.63%
15,813,219
-576,391
-4% -$28.6M
PEP icon
27
PepsiCo
PEP
$192B
$730M 0.6%
5,566,379
+149,406
+3% +$19.2M
CMCSA icon
28
Comcast
CMCSA
$95.2B
$642M 0.53%
15,173,633
+983,751
+7% +$41.5M
WMT icon
29
Walmart Inc
WMT
$818B
$613M 0.51%
16,640,283
-55,530
-0.3% -$1.91M
ORCL icon
30
Oracle
ORCL
$433B
$613M 0.51%
10,751,933
-241,177
-2% -$13.1M
KO icon
31
Coca-Cola
KO
$387B
$605M 0.5%
11,880,531
+368,714
+3% +$18.1M
C icon
32
Citigroup
C
$222B
$583M 0.48%
8,328,692
+178,446
+2% +$11.9M
MCD icon
33
McDonald's
MCD
$186B
$571M 0.47%
2,752,074
+75,118
+3% +$14.9M
ABT icon
34
Abbott
ABT
$194B
$552M 0.46%
6,559,939
+134,092
+2% +$10.6M
WFC icon
35
Wells Fargo
WFC
$261B
$548M 0.45%
11,573,615
-413,130
-3% -$19.3M
ADBE icon
36
Adobe
ADBE
$116B
$539M 0.45%
1,830,213
+14,795
+0.8% +$4.11M
BA icon
37
Boeing
BA
$165B
$538M 0.44%
1,478,614
-18,757
-1% -$6.84M
IBM icon
38
IBM
IBM
$222B
$450M 0.37%
3,409,936
+22,409
+0.7% +$2.94M
HON icon
39
Honeywell
HON
$68.2B
$445M 0.37%
2,706,301
+142,601
+6% +$22.7M
SPY icon
40
State Street SPDR S&P 500 ETF Trust
SPY
$825B
$443M 0.37%
1,510,835
-256,953
-15% -$74M
UNP icon
41
Union Pacific
UNP
$183B
$436M 0.36%
2,575,526
-20,413
-0.8% -$3.5M
CRM icon
42
Salesforce
CRM
$213B
$425M 0.35%
2,803,434
+280,909
+11% +$44M
NFLX icon
43
Netflix
NFLX
$340B
$410M 0.34%
11,157,490
+30,270
+0.3% +$1.09M
AMGN icon
44
Amgen
AMGN
$233B
$405M 0.33%
2,199,266
-102,742
-4% -$18.4M
COST icon
45
Costco
COST
$419B
$399M 0.33%
1,510,840
+12,456
+0.8% +$3.1M
NKE icon
46
Nike
NKE
$58B
$399M 0.33%
4,752,038
+94,292
+2% +$7.94M
TXN icon
47
Texas Instruments
TXN
$235B
$388M 0.32%
3,379,214
+57,459
+2% +$6.43M
ACN icon
48
Accenture
ACN
$116B
$378M 0.31%
2,043,334
+325,516
+19% +$58.5M
PYPL icon
49
PayPal
PYPL
$46.2B
$373M 0.31%
3,262,764
+60,138
+2% +$6.67M
IEFA icon
50
iShares Core MSCI EAFE ETF
IEFA
$195B
$371M 0.31%
6,049,727
+106,291
+2% +$6.51M
1
2
3 4 5

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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.