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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 16.84%
2 Financials 14.11%
3 Healthcare 11.65%
4 Consumer Discretionary 8.42%
5 Industrials 7.98%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MUI
501
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$41.1M 0.03%
2,885,777
+134,340
+5% +$1.9M
CNP icon
502
CenterPoint Energy
CNP
$28B
$41.1M 0.03%
1,505,573
-172,026
-10% -$4.68M
CF icon
503
CF Industries
CF
$19B
$41M 0.03%
858,672
-44,159
-5% -$2.07M
RJF icon
504
Raymond James Financial
RJF
$32.8B
$41M 0.03%
687,306
+13,611
+2% +$786K
BXP icon
505
Boston Properties
BXP
$10.9B
$41M 0.03%
297,308
-14,281
-5% -$1.92M
ACGL icon
506
Arch Capital
ACGL
$35.5B
$41M 0.03%
955,522
+26,757
+3% +$1.11M
ULTA icon
507
Ulta Beauty
ULTA
$20.9B
$41M 0.03%
161,766
-1,249
-0.8% -$305K
BBBY
508
DELISTED
Bed Bath & Beyond Inc
BBBY
$40.9M 0.03%
2,364,501
+28,586
+1% +$400K
AVY icon
509
Avery Dennison
AVY
$12.1B
$40.7M 0.03%
310,867
+10,066
+3% +$1.27M
LW icon
510
Lamb Weston
LW
$6.32B
$40.7M 0.03%
472,620
+24,464
+5% +$1.97M
HRL icon
511
Hormel Foods
HRL
$13.9B
$40.2M 0.03%
892,166
+26,196
+3% +$1.13M
GRMN
512
Garmin
GRMN
$47.5B
$40.2M 0.03%
412,270
+30,176
+8% +$2.81M
TAP icon
513
Molson Coors Class B
TAP
$7.75B
$40.2M 0.03%
745,607
-9,847
-1% -$530K
CX icon
514
Cemex
CX
$18.3B
$40.1M 0.03%
10,614,992
+347,848
+3% +$1.32M
SPYG icon
515
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$51.6B
$40M 0.03%
953,819
-67,069
-7% -$2.69M
CXO
516
DELISTED
CONCHO RESOURCES INC.
CXO
$40M 0.03%
456,364
+159,555
+54% +$11.5M
EEM icon
517
iShares MSCI Emerging Markets ETF
EEM
$28.2B
$39.6M 0.03%
883,265
-9,177
-1% -$394K
AJG icon
518
Arthur J. Gallagher & Co
AJG
$65.1B
$39.6M 0.03%
415,868
+11,173
+3% +$1.02M
FNB icon
519
FNB Corp
FNB
$6.64B
$39.6M 0.03%
3,114,746
+24,883
+0.8% +$305K
EMLC icon
520
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.77B
$39.3M 0.03%
1,155,067
+17,933
+2% +$601K
PBCT
521
DELISTED
People's United Financial Inc
PBCT
$39.3M 0.03%
2,324,497
+167,273
+8% +$2.74M
HUN icon
522
Huntsman Corp
HUN
$2.1B
$39.1M 0.03%
1,617,610
+63,862
+4% +$1.48M
MKTX icon
523
MarketAxess Holdings
MKTX
$4.07B
$39.1M 0.03%
103,077
-6,172
-6% -$2.26M
MRVL icon
524
Marvell Technology
MRVL
$177B
$38.8M 0.03%
1,460,509
+9,690
+0.7% +$246K
MPT
525
Medical Properties Trust
MPT
$2.84B
$38.7M 0.03%
1,832,070
+62,885
+4% +$1.27M
19 20
21
22 23

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NIPH
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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 15% a quarter earlier, followed by Financials and Healthcare.

  • 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.