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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
+8.76%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$137B
AUM Growth
+$12.9B
Cap. Flow
+$2.66B
Cap. Flow %
1.95%
Top 10 Hldgs %
17.59%
Holding
4,082
New
143
Increased
2,108
Reduced
1,670
Closed
127
Avg Time Held
17.5 quarters
Top 10 Avg Time Held
18.1 quarters
Top 20 Avg Time Held
11.8 quarters

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$951M
2
TFC icon
Truist Financial
TFC
+$175M
3
BMY icon
Bristol-Myers Squibb
BMY
+$167M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$152M
5
META icon
Meta Platforms (Facebook)
META
+$56.3M

Top Sells

Rank Stock Value
1
CELG
Celgene Corp
CELG
+$228M
2
STI icon
SunTrust Banks, Inc.
STI
+$167M
3
VIAB
Viacom Inc. Class B
VIAB
+$52.9M
4
OXY icon
Occidental Petroleum
OXY
+$49.8M
5
CVX icon
Chevron
CVX
+$47.4M

Sector Composition

Rank Sector Weight
1 Technology 16.99%
2 Financials 14.37%
3 Miscellaneous 13.7%
4 Healthcare 11.86%
5 Consumer Discretionary 8.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow Held Since
XOM icon
26
ExxonMobil
XOM
$708B
$770M 0.56%
11,028,756
-343,079
-3% -$23.7M
2013 Q2
26 quarters
CMCSA icon
27
Comcast
CMCSA
$73.4B
$741M 0.54%
16,479,129
+353,663
+2% +$15.7M
2013 Q2
26 quarters
CSCO icon
28
Cisco
CSCO
$455B
$740M 0.54%
15,430,969
-206,987
-1% -$9.62M
2013 Q2
26 quarters
C icon
29
Citigroup
C
$221B
$722M 0.53%
9,031,390
+646,120
+8% +$47.7M
2013 Q2
26 quarters
WFC icon
30
Wells Fargo
WFC
$252B
$706M 0.52%
13,117,539
+747,040
+6% +$39.1M
2013 Q2
26 quarters
KO icon
31
Coca-Cola
KO
$386B
$689M 0.5%
12,439,170
+113,343
+0.9% +$6.09M
2013 Q2
26 quarters
WMT icon
32
Walmart Inc
WMT
$897B
$660M 0.48%
16,669,929
+64,101
+0.4% +$2.55M
2013 Q2
26 quarters
ADBE icon
33
Adobe
ADBE
$92.7B
$620M 0.45%
1,880,603
+35,866
+2% +$10.6M
2013 Q2
26 quarters
ORCL icon
34
Oracle
ORCL
$416B
$591M 0.43%
11,154,971
+320,271
+3% +$17.6M
2013 Q2
26 quarters
AMGN icon
35
Amgen
AMGN
$226B
$578M 0.42%
2,396,233
+42,873
+2% +$9.45M
2013 Q2
26 quarters
ABT icon
36
Abbott
ABT
$176B
$567M 0.41%
6,527,376
-122,921
-2% -$10.3M
2013 Q2
26 quarters
MCD icon
37
McDonald's
MCD
$167B
$527M 0.39%
2,668,215
-94,330
-3% -$18.7M
2013 Q2
26 quarters
NKE icon
38
Nike
NKE
$52.5B
$499M 0.36%
4,928,830
+130,963
+3% +$12.3M
2013 Q2
26 quarters
BMY icon
39
Bristol-Myers Squibb
BMY
$118B
$484M 0.35%
7,537,837
+2,923,646
+63% +$167M
2013 Q2
26 quarters
BA icon
40
Boeing
BA
$150B
$482M 0.35%
1,480,747
-30,668
-2% -$10.9M
2013 Q2
26 quarters
HON icon
41
Honeywell
HON
$66.4B
$465M 0.34%
2,787,730
+58,722
+2% +$9.6M
2013 Q2
26 quarters
UNP icon
42
Union Pacific
UNP
$167B
$465M 0.34%
2,571,907
-528
-0% -$90.4K
2013 Q2
26 quarters
ACN icon
43
Accenture
ACN
$131B
$465M 0.34%
2,207,590
+48,084
+2% +$9.37M
2013 Q2
26 quarters
CRM icon
44
Salesforce
CRM
$193B
$464M 0.34%
2,851,807
-13,818
-0.5% -$2.17M
2013 Q2
26 quarters
COST icon
45
Costco
COST
$425B
$459M 0.34%
1,560,729
+3,881
+0.2% +$1.15M
2013 Q2
26 quarters
TXN icon
46
Texas Instruments
TXN
$257B
$455M 0.33%
3,548,202
+65,658
+2% +$8.1M
2013 Q2
26 quarters
SPY icon
47
State Street SPDR S&P 500 ETF Trust
SPY
$822B
$434M 0.32%
1,348,869
-18,156
-1% -$5.59M
2013 Q2
26 quarters
NEE icon
48
NextEra Energy
NEE
$164B
$434M 0.32%
7,162,072
+123,924
+2% +$7.24M
2013 Q2
26 quarters
IEFA icon
49
iShares Core MSCI EAFE ETF
IEFA
$189B
$428M 0.31%
6,559,485
-7,923
-0.1% -$503K
2015 Q3
17 quarters
IBM icon
50
IBM
IBM
$214B
$426M 0.31%
3,326,397
-153,241
-4% -$19.9M
2013 Q2
26 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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

Parametric Portfolio Associates's Q4 2019 Portfolio in Review

As of Q4 2019, Parametric Portfolio Associates held 4,082 positions worth $137B, up 10% from $124B the previous quarter. Its ten largest holdings account for 18% of the portfolio.

Parametric Portfolio Associates's Q4 2019 filing shows 143 new, 2,108 increased, 1,670 reduced and 127 closed positions. Its largest new stake was NuStar Energy L.P.: 370,033 shares worth $9.56M. The largest sale was Celgene Corp, an estimated $228M.

By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 16% a quarter earlier, followed by Financials and Miscellaneous.

  • Parametric Portfolio Associates's largest Q4 2019 buy was NuStar Energy L.P.: 370,033 shares worth $9.56M.
  • Parametric Portfolio Associates added most to Microsoft in Q4 2019, an estimated $951M increase.
  • Parametric Portfolio Associates's biggest Q4 2019 reduction was Occidental Petroleum, cutting an estimated $49.8M.
  • Parametric Portfolio Associates fully exited Celgene Corp in Q4 2019, selling an estimated $228M.
  • Parametric Portfolio Associates's ten largest holdings make up 18% of its $137B portfolio in Q4 2019.
  • Parametric Portfolio Associates opened 143 new positions and closed 127 in Q4 2019.
  • Parametric Portfolio Associates's portfolio value rose 10% quarter-over-quarter to $137B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2019, filed 14 Feb 2020.