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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
+1.62%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$124B
AUM Growth
+$2.86B
Cap. Flow
+$2.19B
Cap. Flow %
1.77%
Top 10 Hldgs %
15.96%
Holding
4,116
New
162
Increased
2,309
Reduced
1,443
Closed
177
Avg Time Held Equity + Options
16.9 quarters
Top 10 Avg Time Held Equity + Options
17.1 quarters
Top 20 Avg Time Held Equity + Options
12.1 quarters
Avg Time Held Equity only
16.9 quarters
Top 10 Avg Time Held Equity only
17.1 quarters
Top 20 Avg Time Held Equity only
12.1 quarters

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$151M
2
FIS icon
Fidelity National Information Services
FIS
+$84.4M
3
LHX icon
L3Harris
LHX
+$74.3M
4
OXY icon
Occidental Petroleum
OXY
+$62.3M
5
AAPL icon
Apple
AAPL
+$55.8M

Top Sells

Rank Stock Value
1
RHT
Red Hat Inc
RHT
+$105M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$96.4M
3
APC icon
Anadarko Petroleum
APC
+$90.4M
4
WP
Worldpay, Inc.
WP
+$59.6M
5
LLL
L3 Technologies, Inc.
LLL
+$56.2M

Sector Composition

Rank Sector Weight
1 Technology 15.58%
2 Financials 14.34%
3 Miscellaneous 13.8%
4 Healthcare 11.45%
5 Consumer Discretionary 8.73%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
MSFT icon
1
Microsoft
MSFT
$4.02T
$3.32B 2.68%
23,906,968
+267,643
+1% +$36.8M
2013 Q2
25 quarters
AAPL icon
2
Apple
AAPL
$4.98T
$3.14B 2.53%
56,077,012
+1,068,036
+2% +$55.8M
2013 Q2
25 quarters
VOO icon
3
Vanguard S&P 500 ETF
VOO
$1.05T
$2.66B 2.14%
9,750,273
+554,917
+6% +$151M
2013 Q2
25 quarters
IVV icon
4
iShares Core S&P 500 ETF
IVV
$897B
$2.21B 1.79%
7,416,075
-324,243
-4% -$96.4M
2013 Q2
25 quarters
AMZN icon
5
Amazon
AMZN
$2.8T
$2.02B 1.63%
23,224,720
-12,720
-0.1% -$1.18M
2013 Q2
25 quarters
META icon
6
Meta Platforms (Facebook)
META
$1.89T
$1.48B 1.2%
8,325,423
+218,150
+3% +$41.5M
2013 Q2
25 quarters
JPM icon
7
JPMorgan Chase
JPM
$889B
$1.33B 1.07%
11,292,144
+136,819
+1% +$15.5M
2013 Q2
25 quarters
GOOGL icon
8
Alphabet (Google) Class A
GOOGL
$4.31T
$1.27B 1.03%
20,858,560
+910,760
+5% +$53.9M
2015 Q4
15 quarters
JNJ icon
9
Johnson & Johnson
JNJ
$636B
$1.25B 1.01%
9,642,448
-324,951
-3% -$42.8M
2013 Q2
25 quarters
V icon
10
Visa
V
$731B
$1.1B 0.89%
6,378,985
+56,801
+0.9% +$10.1M
2013 Q2
25 quarters
PG icon
11
Procter & Gamble
PG
$356B
$1.08B 0.87%
8,681,267
+216,795
+3% +$25.6M
2013 Q2
25 quarters
BRK.B icon
12
Berkshire Hathaway Class B
BRK.B
$1.11T
$1.01B 0.81%
4,841,424
+182,258
+4% +$37.6M
2013 Q2
25 quarters
MRK icon
13
Merck
MRK
$359B
$960M 0.77%
11,956,558
+179,631
+2% +$14.4M
2013 Q2
25 quarters
T icon
14
AT&T
T
$154B
$931M 0.75%
32,573,025
+1,163,752
+4% +$30.8M
2013 Q2
25 quarters
GOOG icon
15
Alphabet (Google) Class C
GOOG
$4.27T
$908M 0.73%
14,902,160
+475,660
+3% +$28.1M
2013 Q2
25 quarters
VZ icon
16
Verizon
VZ
$178B
$894M 0.72%
14,810,395
-84,908
-0.6% -$4.89M
2013 Q2
25 quarters
HD icon
17
Home Depot
HD
$290B
$864M 0.7%
3,722,521
+49,791
+1% +$10.9M
2013 Q2
25 quarters
MA icon
18
Mastercard
MA
$521B
$846M 0.68%
3,116,735
+20,295
+0.7% +$5.59M
2013 Q2
25 quarters
CVX icon
19
Chevron
CVX
$422B
$842M 0.68%
7,096,626
+58,570
+0.8% +$7.11M
2013 Q2
25 quarters
INTC icon
20
Intel
INTC
$536B
$830M 0.67%
16,101,842
+288,623
+2% +$14.2M
2013 Q2
25 quarters
BAC icon
21
Bank of America
BAC
$382B
$807M 0.65%
27,678,525
+627,776
+2% +$18.1M
2013 Q2
25 quarters
XOM icon
22
ExxonMobil
XOM
$708B
$803M 0.65%
11,371,835
-744,570
-6% -$53.8M
2013 Q2
25 quarters
DIS icon
23
Walt Disney
DIS
$187B
$798M 0.64%
6,121,797
+89,839
+1% +$12.4M
2013 Q2
25 quarters
UNH icon
24
UnitedHealth
UNH
$340B
$793M 0.64%
3,646,796
-142,209
-4% -$34.3M
2013 Q2
25 quarters
PEP icon
25
PepsiCo
PEP
$173B
$779M 0.63%
5,678,486
+112,107
+2% +$14.9M
2013 Q2
25 quarters
1
2 3 4 5

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
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ACI
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Parametric Portfolio Associates's Q3 2019 Portfolio in Review

As of Q3 2019, Parametric Portfolio Associates held 4,116 positions worth $124B, up 2.4% from $121B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q3 2019 filing shows 162 new, 2,309 increased, 1,443 reduced and 177 closed positions. Its largest new stake was State Street SPDR S&P Metals & Mining ETF: 842,780 shares worth $21.4M. The largest sale was Red Hat Inc, an estimated $105M.

By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 15% a quarter earlier, followed by Financials and Miscellaneous.

  • Parametric Portfolio Associates's largest Q3 2019 buy was State Street SPDR S&P Metals & Mining ETF: 842,780 shares worth $21.4M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2019, an estimated $151M increase.
  • Parametric Portfolio Associates's biggest Q3 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $96.4M.
  • Parametric Portfolio Associates fully exited Red Hat Inc in Q3 2019, selling an estimated $105M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $124B portfolio in Q3 2019.
  • Parametric Portfolio Associates opened 162 new positions and closed 177 in Q3 2019.
  • Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $124B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2019, filed 15 Nov 2019.