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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
XYL icon
526
Xylem
XYL
$29.2B
$38.6M 0.03%
489,371
+5,262
+1% +$410K
WYNN icon
527
Wynn Resorts
WYNN
$10B
$38.4M 0.03%
276,191
+14,438
+6% +$1.76M
UHS icon
528
Universal Health Services
UHS
$9.15B
$38.2M 0.03%
266,439
-19,443
-7% -$2.77M
BAH icon
529
Booz Allen Hamilton
BAH
$7.82B
$38.2M 0.03%
536,781
-57,958
-10% -$4.13M
CHKP icon
530
Check Point Software Technologies
CHKP
$14.3B
$38.1M 0.03%
343,138
+15,687
+5% +$1.76M
CRH icon
531
CRH
CRH
$68.8B
$38.1M 0.03%
943,850
+3,589
+0.4% +$133K
GT icon
532
Goodyear
GT
$2.1B
$37.6M 0.03%
2,417,936
+238,213
+11% +$3.72M
HSIC icon
533
Henry Schein
HSIC
$10B
$37.5M 0.03%
562,241
+6,418
+1% +$425K
PHG icon
534
Philips
PHG
$26.2B
$37.5M 0.03%
966,301
+39,989
+4% +$1.45M
AIZ icon
535
Assurant
AIZ
$13.7B
$37.3M 0.03%
284,798
-6,842
-2% -$881K
SAN icon
536
Banco Santander
SAN
$194B
$37.2M 0.03%
9,379,037
+1,507,651
+19% +$5.85M
MHK icon
537
Mohawk Industries
MHK
$6.8B
$37.1M 0.03%
272,179
+4,493
+2% +$611K
SU icon
538
Suncor Energy
SU
$73.7B
$37M 0.03%
1,127,100
+24,665
+2% +$770K
NJ
539
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$36.9M 0.03%
1,079,232
+51,596
+5% +$1.76M
ST icon
540
Sensata Technologies
ST
$6.55B
$36.9M 0.03%
684,855
-4,027
-0.6% -$207K
MITSY
541
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$36.5M 0.03%
103,078
-3,024
-3% -$1.07M
TLS
542
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$36.5M 0.03%
2,932,319
+674,275
+30% +$8.39M
BR icon
543
Broadridge
BR
$17.3B
$36.5M 0.03%
295,049
+9,960
+3% +$1.22M
TXT icon
544
Textron
TXT
$15.9B
$36.2M 0.03%
810,723
-93,782
-10% -$4.34M
JBHT icon
545
JB Hunt Transport Services
JBHT
$27.4B
$36.1M 0.03%
309,539
+5,998
+2% +$689K
ANZ
546
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$36.1M 0.03%
2,094,644
-566,744
-21% -$9.76M
EPD icon
547
Enterprise Products Partners
EPD
$82.6B
$36.1M 0.03%
1,281,040
-78,150
-6% -$2.12M
FUJI
548
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$36M 0.03%
748,663
+26,661
+4% +$1.28M
RGLD icon
549
Royal Gold
RGLD
$16.1B
$36M 0.03%
294,498
+73,728
+33% +$8.72M
FBIN icon
550
Fortune Brands Innovations
FBIN
$6.14B
$36M 0.03%
644,617
+30,073
+5% +$1.58M
20 21
22
23 24

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MCM
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PSUF
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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.