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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
MSFT icon
1
Microsoft
MSFT
$4.02T
$3.17B 2.61%
23,639,325
+590,531
+3% +$75M
2013 Q2
24 quarters
AAPL icon
2
Apple
AAPL
$4.98T
$2.72B 2.25%
55,008,976
+857,448
+2% +$41.8M
2013 Q2
24 quarters
VOO icon
3
Vanguard S&P 500 ETF
VOO
$1.05T
$2.47B 2.04%
9,195,356
-14,641
-0.2% -$3.87M
2013 Q2
24 quarters
IVV icon
4
iShares Core S&P 500 ETF
IVV
$897B
$2.28B 1.88%
7,740,318
-885,399
-10% -$257M
2013 Q2
24 quarters
AMZN icon
5
Amazon
AMZN
$2.8T
$2.2B 1.82%
23,237,440
+573,260
+3% +$53.4M
2013 Q2
24 quarters
META icon
6
Meta Platforms (Facebook)
META
$1.89T
$1.56B 1.29%
8,107,273
+280,421
+4% +$51.2M
2013 Q2
24 quarters
JNJ icon
7
Johnson & Johnson
JNJ
$636B
$1.39B 1.15%
9,967,399
+280,544
+3% +$38.8M
2013 Q2
24 quarters
JPM icon
8
JPMorgan Chase
JPM
$889B
$1.25B 1.03%
11,155,325
+272,685
+3% +$30.1M
2013 Q2
24 quarters
V icon
9
Visa
V
$731B
$1.1B 0.91%
6,322,184
+78,209
+1% +$12.8M
2013 Q2
24 quarters
GOOGL icon
10
Alphabet (Google) Class A
GOOGL
$4.31T
$1.08B 0.89%
19,947,800
-8,420
-0% -$487K
2015 Q4
14 quarters
BRK.B icon
11
Berkshire Hathaway Class B
BRK.B
$1.11T
$993M 0.82%
4,659,166
+151,638
+3% +$31.4M
2013 Q2
24 quarters
MRK icon
12
Merck
MRK
$359B
$942M 0.78%
11,776,927
+439,337
+4% +$33.6M
2013 Q2
24 quarters
PFE icon
13
Pfizer
PFE
$162B
$941M 0.78%
22,884,752
-91,625
-0.4% -$3.64M
2013 Q2
24 quarters
XOM icon
14
ExxonMobil
XOM
$708B
$928M 0.77%
12,116,405
-168,958
-1% -$13.1M
2013 Q2
24 quarters
PG icon
15
Procter & Gamble
PG
$356B
$928M 0.77%
8,464,472
+187,273
+2% +$20M
2013 Q2
24 quarters
UNH icon
16
UnitedHealth
UNH
$340B
$925M 0.76%
3,789,005
-73,432
-2% -$17.7M
2013 Q2
24 quarters
CVX icon
17
Chevron
CVX
$422B
$876M 0.72%
7,038,056
+81,110
+1% +$9.81M
2013 Q2
24 quarters
CSCO icon
18
Cisco
CSCO
$455B
$876M 0.72%
16,001,800
-173,918
-1% -$9.6M
2013 Q2
24 quarters
VZ icon
19
Verizon
VZ
$178B
$851M 0.7%
14,895,303
+333,963
+2% +$19.2M
2013 Q2
24 quarters
DIS icon
20
Walt Disney
DIS
$187B
$842M 0.7%
6,031,958
-98,049
-2% -$13M
2013 Q2
24 quarters
MA icon
21
Mastercard
MA
$521B
$819M 0.68%
3,096,440
+55,883
+2% +$14M
2013 Q2
24 quarters
T icon
22
AT&T
T
$154B
$795M 0.66%
31,409,273
+1,044,397
+3% +$25M
2013 Q2
24 quarters
BAC icon
23
Bank of America
BAC
$382B
$784M 0.65%
27,050,749
-154,317
-0.6% -$4.45M
2013 Q2
24 quarters
GOOG icon
24
Alphabet (Google) Class C
GOOG
$4.27T
$780M 0.64%
14,426,500
+421,360
+3% +$24.3M
2013 Q2
24 quarters
HD icon
25
Home Depot
HD
$290B
$764M 0.63%
3,672,730
-49,267
-1% -$9.83M
2013 Q2
24 quarters
1
2 3 4 5

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MCM
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PSUF
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IA
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SCC
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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.