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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

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
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
XOM icon
26
ExxonMobil
XOM
$640B
$770M 0.56%
11,028,756
-343,079
-3% -$23.7M
CMCSA icon
27
Comcast
CMCSA
$95.5B
$741M 0.54%
16,479,129
+353,663
+2% +$15.7M
CSCO icon
28
Cisco
CSCO
$434B
$740M 0.54%
15,430,969
-206,987
-1% -$9.62M
C icon
29
Citigroup
C
$222B
$722M 0.53%
9,031,390
+646,120
+8% +$47.7M
WFC icon
30
Wells Fargo
WFC
$261B
$706M 0.52%
13,117,539
+747,040
+6% +$39.1M
KO icon
31
Coca-Cola
KO
$386B
$689M 0.5%
12,439,170
+113,343
+0.9% +$6.09M
WMT icon
32
Walmart Inc
WMT
$819B
$660M 0.48%
16,669,929
+64,101
+0.4% +$2.55M
ADBE icon
33
Adobe
ADBE
$116B
$620M 0.45%
1,880,603
+35,866
+2% +$10.6M
ORCL icon
34
Oracle
ORCL
$434B
$591M 0.43%
11,154,971
+320,271
+3% +$17.6M
AMGN icon
35
Amgen
AMGN
$233B
$578M 0.42%
2,396,233
+42,873
+2% +$9.45M
ABT icon
36
Abbott
ABT
$195B
$567M 0.41%
6,527,376
-122,921
-2% -$10.3M
MCD icon
37
McDonald's
MCD
$187B
$527M 0.39%
2,668,215
-94,330
-3% -$18.7M
NKE icon
38
Nike
NKE
$58.3B
$499M 0.36%
4,928,830
+130,963
+3% +$12.3M
BMY icon
39
Bristol-Myers Squibb
BMY
$136B
$484M 0.35%
7,537,837
+2,923,646
+63% +$167M
BA icon
40
Boeing
BA
$165B
$482M 0.35%
1,480,747
-30,668
-2% -$10.9M
HON icon
41
Honeywell
HON
$68.5B
$465M 0.34%
2,787,730
+58,722
+2% +$9.6M
UNP icon
42
Union Pacific
UNP
$183B
$465M 0.34%
2,571,907
-528
-0% -$90.4K
ACN icon
43
Accenture
ACN
$116B
$465M 0.34%
2,207,590
+48,084
+2% +$9.37M
CRM icon
44
Salesforce
CRM
$214B
$464M 0.34%
2,851,807
-13,818
-0.5% -$2.17M
COST icon
45
Costco
COST
$419B
$459M 0.34%
1,560,729
+3,881
+0.2% +$1.15M
TXN icon
46
Texas Instruments
TXN
$235B
$455M 0.33%
3,548,202
+65,658
+2% +$8.1M
SPY icon
47
State Street SPDR S&P 500 ETF Trust
SPY
$825B
$434M 0.32%
1,348,869
-18,156
-1% -$5.59M
NEE icon
48
NextEra Energy
NEE
$170B
$434M 0.32%
7,162,072
+123,924
+2% +$7.24M
IEFA icon
49
iShares Core MSCI EAFE ETF
IEFA
$195B
$428M 0.31%
6,559,485
-7,923
-0.1% -$503K
IBM icon
50
IBM
IBM
$222B
$426M 0.31%
3,326,397
-153,241
-4% -$19.9M
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 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.