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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

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
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
MSFT icon
1
Microsoft
MSFT
$3.81T
$3.32B 2.68%
23,906,968
+267,643
+1% +$36.8M
AAPL icon
2
Apple
AAPL
$4.66T
$3.14B 2.53%
56,077,012
+1,068,036
+2% +$55.8M
VOO icon
3
Vanguard S&P 500 ETF
VOO
$1.03T
$2.66B 2.14%
9,750,273
+554,917
+6% +$151M
IVV icon
4
iShares Core S&P 500 ETF
IVV
$898B
$2.21B 1.79%
7,416,075
-324,243
-4% -$96.4M
AMZN icon
5
Amazon
AMZN
$2.87T
$2.02B 1.63%
23,224,720
-12,720
-0.1% -$1.18M
META icon
6
Meta Platforms (Facebook)
META
$1.47T
$1.48B 1.2%
8,325,423
+218,150
+3% +$41.5M
JPM icon
7
JPMorgan Chase
JPM
$950B
$1.33B 1.07%
11,292,144
+136,819
+1% +$15.5M
GOOGL icon
8
Alphabet (Google) Class A
GOOGL
$4.25T
$1.27B 1.03%
20,858,560
+910,760
+5% +$53.9M
JNJ icon
9
Johnson & Johnson
JNJ
$644B
$1.25B 1.01%
9,642,448
-324,951
-3% -$42.8M
V icon
10
Visa
V
$713B
$1.1B 0.89%
6,378,985
+56,801
+0.9% +$10.1M
PG icon
11
Procter & Gamble
PG
$334B
$1.08B 0.87%
8,681,267
+216,795
+3% +$25.6M
BRK.B icon
12
Berkshire Hathaway Class B
BRK.B
$1.08T
$1.01B 0.81%
4,841,424
+182,258
+4% +$37.6M
MRK icon
13
Merck
MRK
$365B
$960M 0.77%
11,956,558
+179,631
+2% +$14.4M
T icon
14
AT&T
T
$178B
$931M 0.75%
32,573,025
+1,163,752
+4% +$30.8M
GOOG icon
15
Alphabet (Google) Class C
GOOG
$4.21T
$908M 0.73%
14,902,160
+475,660
+3% +$28.1M
VZ icon
16
Verizon
VZ
$208B
$894M 0.72%
14,810,395
-84,908
-0.6% -$4.89M
HD icon
17
Home Depot
HD
$329B
$864M 0.7%
3,722,521
+49,791
+1% +$10.9M
MA icon
18
Mastercard
MA
$522B
$846M 0.68%
3,116,735
+20,295
+0.7% +$5.59M
CVX icon
19
Chevron
CVX
$395B
$842M 0.68%
7,096,626
+58,570
+0.8% +$7.11M
INTC icon
20
Intel
INTC
$475B
$830M 0.67%
16,101,842
+288,623
+2% +$14.2M
BAC icon
21
Bank of America
BAC
$436B
$807M 0.65%
27,678,525
+627,776
+2% +$18.1M
XOM icon
22
ExxonMobil
XOM
$640B
$803M 0.65%
11,371,835
-744,570
-6% -$53.8M
DIS icon
23
Walt Disney
DIS
$187B
$798M 0.64%
6,121,797
+89,839
+1% +$12.4M
UNH icon
24
UnitedHealth
UNH
$354B
$793M 0.64%
3,646,796
-142,209
-4% -$34.3M
PEP icon
25
PepsiCo
PEP
$192B
$779M 0.63%
5,678,486
+112,107
+2% +$14.9M
1
2 3 4 5

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AF
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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 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.