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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
MDT icon
51
Medtronic
MDT
$117B
$425M 0.31%
3,741,892
+208,920
+6% +$22.9M
QCOM icon
52
Qualcomm
QCOM
$173B
$415M 0.3%
4,705,092
+147,956
+3% +$12.4M
LOW icon
53
Lowe's Companies
LOW
$116B
$413M 0.3%
3,451,402
+75,868
+2% +$8.68M
CVS icon
54
CVS Health
CVS
$120B
$412M 0.3%
5,544,371
+29,269
+0.5% +$2.06M
ABBV icon
55
AbbVie
ABBV
$454B
$409M 0.3%
4,613,976
+349,281
+8% +$29M
PM icon
56
Philip Morris
PM
$300B
$403M 0.29%
4,736,051
+443,856
+10% +$36.6M
TMO icon
57
Thermo Fisher Scientific
TMO
$229B
$399M 0.29%
1,227,590
+23,782
+2% +$7.21M
PYPL icon
58
PayPal
PYPL
$46.1B
$382M 0.28%
3,535,779
+132,590
+4% +$13.8M
RTX icon
59
RTX Corp
RTX
$285B
$379M 0.28%
4,022,282
+80,345
+2% +$7.29M
AMT icon
60
American Tower
AMT
$81.7B
$379M 0.28%
1,648,048
+18,949
+1% +$4.13M
LLY icon
61
Eli Lilly
LLY
$1.04T
$377M 0.28%
2,866,998
-176,524
-6% -$20.5M
NVDA icon
62
NVIDIA
NVDA
$5.31T
$370M 0.27%
62,843,840
+5,557,960
+10% +$28.9M
IWF icon
63
iShares Russell 1000 Growth ETF
IWF
$126B
$358M 0.26%
8,128,812
-210,560
-3% -$8.79M
AVGO icon
64
Broadcom
AVGO
$1.74T
$357M 0.26%
11,292,170
+552,740
+5% +$16.8M
NFLX icon
65
Netflix
NFLX
$341B
$352M 0.26%
10,892,410
+803,280
+8% +$23.8M
DHR icon
66
Danaher
DHR
$151B
$349M 0.25%
2,564,436
+20,453
+0.8% +$2.58M
GE icon
67
GE Aerospace
GE
$355B
$346M 0.25%
6,229,084
+152,282
+3% +$7.87M
SBUX icon
68
Starbucks
SBUX
$124B
$344M 0.25%
3,906,972
+140,491
+4% +$12M
LIN icon
69
Linde
LIN
$225B
$342M 0.25%
1,605,807
+101,575
+7% +$20.5M
TGT icon
70
Target
TGT
$74.2B
$333M 0.24%
2,598,338
+99,217
+4% +$11.6M
TJX icon
71
TJX Companies
TJX
$149B
$332M 0.24%
5,445,083
-89,603
-2% -$5.3M
MMM icon
72
3M
MMM
$89.9B
$318M 0.23%
2,157,869
-142,160
-6% -$19.9M
USB icon
73
US Bancorp
USB
$97.2B
$316M 0.23%
5,325,262
+38,091
+0.7% +$2.2M
INTU icon
74
Intuit
INTU
$97.3B
$314M 0.23%
1,197,105
-10,599
-0.9% -$2.77M
TFC icon
75
Truist Financial
TFC
$61.4B
$306M 0.22%
5,440,431
+3,230,128
+146% +$175M
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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ACI
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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.