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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
MSFT icon
1
Microsoft
MSFT
$4.02T
$4.79B 3.5%
30,381,547
+6,474,579
+27% +$951M
2013 Q2
26 quarters
AAPL icon
2
Apple
AAPL
$4.98T
$4.14B 3.03%
56,410,952
+333,940
+0.6% +$21.5M
2013 Q2
26 quarters
VOO icon
3
Vanguard S&P 500 ETF
VOO
$1.05T
$3.04B 2.22%
10,289,318
+539,045
+6% +$152M
2013 Q2
26 quarters
IVV icon
4
iShares Core S&P 500 ETF
IVV
$897B
$2.4B 1.75%
7,424,479
+8,404
+0.1% +$2.6M
2013 Q2
26 quarters
AMZN icon
5
Amazon
AMZN
$2.8T
$2.2B 1.61%
23,847,260
+622,540
+3% +$55.1M
2013 Q2
26 quarters
META icon
6
Meta Platforms (Facebook)
META
$1.89T
$1.77B 1.29%
8,615,984
+290,561
+3% +$56.3M
2013 Q2
26 quarters
JPM icon
7
JPMorgan Chase
JPM
$890B
$1.6B 1.17%
11,498,469
+206,325
+2% +$26.5M
2013 Q2
26 quarters
JNJ icon
8
Johnson & Johnson
JNJ
$637B
$1.45B 1.06%
9,972,282
+329,834
+3% +$44.7M
2013 Q2
26 quarters
GOOGL icon
9
Alphabet (Google) Class A
GOOGL
$4.31T
$1.45B 1.06%
21,664,220
+805,660
+4% +$52M
2015 Q4
16 quarters
V icon
10
Visa
V
$731B
$1.23B 0.89%
6,519,558
+140,573
+2% +$25.3M
2013 Q2
26 quarters
BRK.B icon
11
Berkshire Hathaway Class B
BRK.B
$1.11T
$1.14B 0.83%
5,026,295
+184,871
+4% +$40.1M
2013 Q2
26 quarters
PG icon
12
Procter & Gamble
PG
$356B
$1.09B 0.8%
8,729,883
+48,616
+0.6% +$5.95M
2013 Q2
26 quarters
UNH icon
13
UnitedHealth
UNH
$339B
$1.07B 0.78%
3,651,281
+4,485
+0.1% +$1.17M
2013 Q2
26 quarters
GOOG icon
14
Alphabet (Google) Class C
GOOG
$4.27T
$1.03B 0.75%
15,374,580
+472,420
+3% +$30.5M
2013 Q2
26 quarters
MRK icon
15
Merck
MRK
$359B
$1.02B 0.74%
11,704,205
-252,353
-2% -$20.7M
2013 Q2
26 quarters
BAC icon
16
Bank of America
BAC
$382B
$1.01B 0.74%
28,774,316
+1,095,791
+4% +$35.4M
2013 Q2
26 quarters
INTC icon
17
Intel
INTC
$536B
$997M 0.73%
16,661,840
+559,998
+3% +$31.3M
2013 Q2
26 quarters
T icon
18
AT&T
T
$154B
$975M 0.71%
33,036,419
+463,394
+1% +$13.4M
2013 Q2
26 quarters
MA icon
19
Mastercard
MA
$522B
$943M 0.69%
3,156,625
+39,890
+1% +$11.2M
2013 Q2
26 quarters
VZ icon
20
Verizon
VZ
$178B
$914M 0.67%
14,884,646
+74,251
+0.5% +$4.48M
2013 Q2
26 quarters
DIS icon
21
Walt Disney
DIS
$187B
$875M 0.64%
6,048,195
-73,602
-1% -$10.3M
2013 Q2
26 quarters
PFE icon
22
Pfizer
PFE
$162B
$820M 0.6%
22,047,820
+234,550
+1% +$8.35M
2013 Q2
26 quarters
HD icon
23
Home Depot
HD
$290B
$814M 0.59%
3,729,346
+6,825
+0.2% +$1.55M
2013 Q2
26 quarters
CVX icon
24
Chevron
CVX
$422B
$807M 0.59%
6,693,892
-402,734
-6% -$47.4M
2013 Q2
26 quarters
PEP icon
25
PepsiCo
PEP
$173B
$778M 0.57%
5,694,099
+15,613
+0.3% +$2.12M
2013 Q2
26 quarters
1
2 3 4 5

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
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.