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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
MSFT icon
1
Microsoft
MSFT
$3.84T
$3.17B 2.61%
23,639,325
+590,531
+3% +$75M
AAPL icon
2
Apple
AAPL
$4.69T
$2.72B 2.25%
55,008,976
+857,448
+2% +$41.8M
VOO icon
3
Vanguard S&P 500 ETF
VOO
$1.03T
$2.47B 2.04%
9,195,356
-14,641
-0.2% -$3.87M
IVV icon
4
iShares Core S&P 500 ETF
IVV
$899B
$2.28B 1.88%
7,740,318
-885,399
-10% -$257M
AMZN icon
5
Amazon
AMZN
$2.87T
$2.2B 1.82%
23,237,440
+573,260
+3% +$53.4M
META icon
6
Meta Platforms (Facebook)
META
$1.47T
$1.56B 1.29%
8,107,273
+280,421
+4% +$51.2M
JNJ icon
7
Johnson & Johnson
JNJ
$642B
$1.39B 1.15%
9,967,399
+280,544
+3% +$38.8M
JPM icon
8
JPMorgan Chase
JPM
$949B
$1.25B 1.03%
11,155,325
+272,685
+3% +$30.1M
V icon
9
Visa
V
$714B
$1.1B 0.91%
6,322,184
+78,209
+1% +$12.8M
GOOGL icon
10
Alphabet (Google) Class A
GOOGL
$4.24T
$1.08B 0.89%
19,947,800
-8,420
-0% -$487K
BRK.B icon
11
Berkshire Hathaway Class B
BRK.B
$1.08T
$993M 0.82%
4,659,166
+151,638
+3% +$31.4M
MRK icon
12
Merck
MRK
$364B
$942M 0.78%
11,776,927
+439,337
+4% +$33.6M
PFE icon
13
Pfizer
PFE
$159B
$941M 0.78%
22,884,752
-91,625
-0.4% -$3.64M
XOM icon
14
ExxonMobil
XOM
$643B
$928M 0.77%
12,116,405
-168,958
-1% -$13.1M
PG icon
15
Procter & Gamble
PG
$334B
$928M 0.77%
8,464,472
+187,273
+2% +$20M
UNH icon
16
UnitedHealth
UNH
$354B
$925M 0.76%
3,789,005
-73,432
-2% -$17.7M
CVX icon
17
Chevron
CVX
$396B
$876M 0.72%
7,038,056
+81,110
+1% +$9.81M
CSCO icon
18
Cisco
CSCO
$435B
$876M 0.72%
16,001,800
-173,918
-1% -$9.6M
VZ icon
19
Verizon
VZ
$208B
$851M 0.7%
14,895,303
+333,963
+2% +$19.2M
DIS icon
20
Walt Disney
DIS
$186B
$842M 0.7%
6,031,958
-98,049
-2% -$13M
MA icon
21
Mastercard
MA
$523B
$819M 0.68%
3,096,440
+55,883
+2% +$14M
T icon
22
AT&T
T
$178B
$795M 0.66%
31,409,273
+1,044,397
+3% +$25M
BAC icon
23
Bank of America
BAC
$436B
$784M 0.65%
27,050,749
-154,317
-0.6% -$4.45M
GOOG icon
24
Alphabet (Google) Class C
GOOG
$4.19T
$780M 0.64%
14,426,500
+421,360
+3% +$24.3M
HD icon
25
Home Depot
HD
$328B
$764M 0.63%
3,672,730
-49,267
-1% -$9.83M
1
2 3 4 5

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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.