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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
USFD icon
701
US Foods
USFD
$21.4B
$26.3M 0.02%
626,690
-30,426
-5% -$1.22M
OSK icon
702
Oshkosh
OSK
$9.67B
$26.2M 0.02%
277,329
+2,898
+1% +$250K
TPR icon
703
Tapestry
TPR
$28.8B
$26.1M 0.02%
967,647
+193,422
+25% +$5.04M
GWRE icon
704
Guidewire Software
GWRE
$11.5B
$26.1M 0.02%
237,635
+22,835
+11% +$2.55M
MOS icon
705
The Mosaic Company
MOS
$7.09B
$26.1M 0.02%
1,205,219
-140,650
-10% -$2.79M
ARW icon
706
Arrow Electronics
ARW
$10.9B
$26M 0.02%
307,263
-2,930
-0.9% -$233K
PAYC icon
707
Paycom
PAYC
$6.78B
$26M 0.02%
98,134
+2,071
+2% +$490K
ERIC icon
708
Ericsson
ERIC
$30.7B
$26M 0.02%
2,957,816
+190,276
+7% +$1.68M
AU icon
709
AngloGold Ashanti
AU
$40.3B
$26M 0.02%
1,162,323
-14,735
-1% -$297K
AOS icon
710
A.O. Smith
AOS
$8.38B
$25.9M 0.02%
544,436
-72,491
-12% -$3.51M
HOLX
711
DELISTED
Hologic
HOLX
$25.9M 0.02%
495,437
+29,267
+6% +$1.46M
TTWO icon
712
Take-Two Interactive
TTWO
$43B
$25.8M 0.02%
210,569
-85
-0% -$10.3K
NXST icon
713
Nexstar Media Group
NXST
$5.6B
$25.8M 0.02%
219,827
+31,646
+17% +$3.31M
NAVI icon
714
Navient
NAVI
$774M
$25.7M 0.02%
1,881,961
-60,087
-3% -$809K
STE icon
715
Steris
STE
$20.9B
$25.7M 0.02%
168,627
+2,454
+1% +$360K
BVN icon
716
Compañía de Minas Buenaventura
BVN
$7.85B
$25.6M 0.02%
1,692,744
-3,765
-0.2% -$55.9K
BBL
717
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$25.6M 0.02%
543,629
+10,978
+2% +$483K
RDY icon
718
Dr. Reddy's Laboratories
RDY
$9.82B
$25.5M 0.02%
3,142,300
+146,720
+5% +$1.16M
Y
719
DELISTED
Alleghany Corp
Y
$25.4M 0.02%
31,813
+1,991
+7% +$1.56M
FNF icon
720
Fidelity National Financial
FNF
$13.9B
$25.3M 0.02%
580,677
+39,065
+7% +$1.73M
REG icon
721
Regency Centers
REG
$15B
$25.3M 0.02%
401,232
+21,299
+6% +$1.4M
JHX icon
722
James Hardie Industries
JHX
$15.4B
$25.3M 0.02%
1,288,542
+81,232
+7% +$1.51M
PRGO icon
723
Perrigo
PRGO
$1.4B
$25.3M 0.02%
488,914
+53,647
+12% +$2.81M
AMG icon
724
Affiliated Managers Group
AMG
$9.46B
$25.3M 0.02%
297,991
+5,419
+2% +$444K
DOCU
725
DocuSign
DOCU
$9.63B
$25.2M 0.02%
339,844
+15,586
+5% +$1.07M
27 28
29
30 31

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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.