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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
INTC icon
26
Intel
INTC
$543B
$757M 0.63%
15,813,219
-576,391
-4% -$28.6M
2013 Q2
24 quarters
PEP icon
27
PepsiCo
PEP
$173B
$730M 0.6%
5,566,379
+149,406
+3% +$19.2M
2013 Q2
24 quarters
CMCSA icon
28
Comcast
CMCSA
$74.1B
$642M 0.53%
15,173,633
+983,751
+7% +$41.5M
2013 Q2
24 quarters
WMT icon
29
Walmart Inc
WMT
$891B
$613M 0.51%
16,640,283
-55,530
-0.3% -$1.91M
2013 Q2
24 quarters
ORCL icon
30
Oracle
ORCL
$434B
$613M 0.51%
10,751,933
-241,177
-2% -$13.1M
2013 Q2
24 quarters
KO icon
31
Coca-Cola
KO
$388B
$605M 0.5%
11,880,531
+368,714
+3% +$18.1M
2013 Q2
24 quarters
C icon
32
Citigroup
C
$209B
$583M 0.48%
8,328,692
+178,446
+2% +$11.9M
2013 Q2
24 quarters
MCD icon
33
McDonald's
MCD
$167B
$571M 0.47%
2,752,074
+75,118
+3% +$14.9M
2013 Q2
24 quarters
ABT icon
34
Abbott
ABT
$178B
$552M 0.46%
6,559,939
+134,092
+2% +$10.6M
2013 Q2
24 quarters
WFC icon
35
Wells Fargo
WFC
$244B
$548M 0.45%
11,573,615
-413,130
-3% -$19.3M
2013 Q2
24 quarters
ADBE icon
36
Adobe
ADBE
$92B
$539M 0.45%
1,830,213
+14,795
+0.8% +$4.11M
2013 Q2
24 quarters
BA icon
37
Boeing
BA
$147B
$538M 0.44%
1,478,614
-18,757
-1% -$6.84M
2013 Q2
24 quarters
IBM icon
38
IBM
IBM
$217B
$450M 0.37%
3,409,936
+22,409
+0.7% +$2.94M
2013 Q2
24 quarters
HON icon
39
Honeywell
HON
$65.7B
$445M 0.37%
2,706,301
+142,601
+6% +$22.7M
2013 Q2
24 quarters
SPY icon
40
State Street SPDR S&P 500 ETF Trust
SPY
$822B
$443M 0.37%
1,510,835
-256,953
-15% -$74M
2013 Q2
24 quarters
UNP icon
41
Union Pacific
UNP
$168B
$436M 0.36%
2,575,526
-20,413
-0.8% -$3.5M
2013 Q2
24 quarters
CRM icon
42
Salesforce
CRM
$196B
$425M 0.35%
2,803,434
+280,909
+11% +$44M
2013 Q2
24 quarters
NFLX icon
43
Netflix
NFLX
$293B
$410M 0.34%
11,157,490
+30,270
+0.3% +$1.09M
2013 Q2
24 quarters
AMGN icon
44
Amgen
AMGN
$223B
$405M 0.33%
2,199,266
-102,742
-4% -$18.4M
2013 Q2
24 quarters
COST icon
45
Costco
COST
$423B
$399M 0.33%
1,510,840
+12,456
+0.8% +$3.1M
2013 Q2
24 quarters
NKE icon
46
Nike
NKE
$52.5B
$399M 0.33%
4,752,038
+94,292
+2% +$7.94M
2013 Q2
24 quarters
TXN icon
47
Texas Instruments
TXN
$263B
$388M 0.32%
3,379,214
+57,459
+2% +$6.43M
2013 Q2
24 quarters
ACN icon
48
Accenture
ACN
$131B
$378M 0.31%
2,043,334
+325,516
+19% +$58.5M
2013 Q2
24 quarters
PYPL icon
49
PayPal
PYPL
$48.1B
$373M 0.31%
3,262,764
+60,138
+2% +$6.67M
2015 Q3
15 quarters
IEFA icon
50
iShares Core MSCI EAFE ETF
IEFA
$190B
$371M 0.31%
6,049,727
+106,291
+2% +$6.51M
2015 Q3
15 quarters
1
2
3 4 5

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AF
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MCM
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PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
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SCC
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BAM
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ACI
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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.