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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
BG icon
551
Bunge Global
BG
$23.6B
$35.9M 0.03%
624,424
-9,129
-1% -$505K
WBD icon
552
Warner Bros
WBD
$64.6B
$35.9M 0.03%
1,097,426
-39,206
-3% -$1.18M
GLPI icon
553
Gaming and Leisure Properties
GLPI
$12.8B
$35.8M 0.03%
831,359
+152,035
+22% +$6.24M
XME icon
554
State Street SPDR S&P Metals & Mining ETF
XME
$4.05B
$35.8M 0.03%
1,221,780
+379,000
+45% +$10.3M
VALE icon
555
Vale
VALE
$62.9B
$35.8M 0.03%
2,708,908
-29,333
-1% -$353K
EXPE icon
556
Expedia Group
EXPE
$31.2B
$35.7M 0.03%
330,533
-114,884
-26% -$13.5M
RS icon
557
Reliance Steel & Aluminium
RS
$20.8B
$35.7M 0.03%
297,717
-12,892
-4% -$1.46M
FDS icon
558
Factset
FDS
$9.05B
$35.2M 0.03%
131,274
+8,756
+7% +$2.25M
MXIM
559
DELISTED
Maxim Integrated Products
MXIM
$35.2M 0.03%
571,827
+24,093
+4% +$1.4M
BNS icon
560
Scotiabank
BNS
$106B
$35.2M 0.03%
622,299
+64,040
+11% +$3.64M
AGCO icon
561
AGCO
AGCO
$8.78B
$35.1M 0.03%
454,921
-5,712
-1% -$438K
VTRS icon
562
Viatris
VTRS
$20.1B
$35.1M 0.03%
1,745,709
-343,531
-16% -$6.39M
BPOP icon
563
Popular Inc
BPOP
$11B
$35.1M 0.03%
596,794
+31,577
+6% +$1.76M
ING icon
564
ING
ING
$93.8B
$34.8M 0.03%
2,891,940
+443,183
+18% +$5.08M
GHY
565
PGIM Global High Yield Fund
GHY
$478M
$34.8M 0.03%
2,318,328
+7,558
+0.3% +$110K
TDY icon
566
Teledyne Technologies
TDY
$30.4B
$34.6M 0.03%
99,888
+8,264
+9% +$2.78M
NWL icon
567
Newell Brands
NWL
$2.16B
$34.6M 0.03%
1,799,468
+58,641
+3% +$1.13M
KYO
568
DELISTED
Kyocera Adr
KYO
$34.6M 0.03%
505,826
-53,518
-10% -$3.66M
CSL icon
569
Carlisle Companies
CSL
$13.6B
$34.5M 0.03%
213,345
+2,037
+1% +$314K
ATO icon
570
Atmos Energy
ATO
$29.9B
$34.5M 0.03%
308,190
+22,106
+8% +$2.42M
ETFC
571
DELISTED
E*Trade Financial Corporation
ETFC
$34.4M 0.03%
758,037
-63,104
-8% -$2.7M
CIT
572
DELISTED
CIT Group Inc.
CIT
$34.3M 0.03%
751,430
-9,384
-1% -$420K
ALC icon
573
Alcon
ALC
$33.1B
$34.3M 0.03%
605,593
-7,415
-1% -$425K
LKQ icon
574
LKQ Corp
LKQ
$6.58B
$34.1M 0.02%
955,160
+58,644
+7% +$1.99M
ALXN
575
DELISTED
Alexion Pharmaceuticals
ALXN
$34.1M 0.02%
315,278
+17,765
+6% +$1.9M
21 22
23
24 25

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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 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.