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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
BMRN icon
876
BioMarin Pharmaceuticals
BMRN
$11.6B
$17.7M 0.01%
208,864
+28,815
+16% +$2.18M
GHC icon
877
Graham Holdings Company
GHC
$5.08B
$17.6M 0.01%
27,613
-4,355
-14% -$2.78M
MUSA icon
878
Murphy USA
MUSA
$11.3B
$17.6M 0.01%
150,674
-11,800
-7% -$1.27M
IDA icon
879
Idacorp
IDA
$8.2B
$17.6M 0.01%
164,724
+7,159
+5% +$765K
CABO icon
880
Cable One
CABO
$224M
$17.5M 0.01%
11,767
+547
+5% +$776K
ARMK icon
881
Aramark
ARMK
$15.2B
$17.5M 0.01%
558,111
+32,814
+6% +$1.03M
TRGP icon
882
Targa Resources
TRGP
$57.4B
$17.5M 0.01%
427,784
+23,518
+6% +$912K
SCI icon
883
Service Corp International
SCI
$11.4B
$17.4M 0.01%
378,920
-2,496
-0.7% -$113K
NDSN icon
884
Nordson
NDSN
$16.6B
$17.4M 0.01%
106,956
+3,214
+3% +$508K
UTHR icon
885
United Therapeutics
UTHR
$26.3B
$17.3M 0.01%
196,866
-4,648
-2% -$409K
VIAV icon
886
Viavi Solutions
VIAV
$9.41B
$17.3M 0.01%
1,152,442
+177,337
+18% +$2.65M
RL icon
887
Ralph Lauren
RL
$22.6B
$17.3M 0.01%
147,345
-1,727
-1% -$182K
R icon
888
Ryder
R
$10.3B
$17.3M 0.01%
317,706
-1,102
-0.3% -$57.3K
SKYW icon
889
Skywest
SKYW
$4.37B
$17.2M 0.01%
266,632
-11,165
-4% -$680K
VSH icon
890
Vishay Intertechnology
VSH
$5.7B
$17.2M 0.01%
807,817
+24,372
+3% +$473K
BFAM icon
891
Bright Horizons
BFAM
$4.1B
$17.2M 0.01%
114,273
-3,654
-3% -$548K
KPN
892
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$17.1M 0.01%
5,715,136
+2,187,809
+62% +$6.56M
MDCO
893
DELISTED
Medicines Co
MDCO
$17.1M 0.01%
201,674
-61,439
-23% -$4.1M
BKH icon
894
Black Hills Corp
BKH
$5.68B
$17.1M 0.01%
217,812
+4,779
+2% +$368K
CEO
895
DELISTED
CNOOC Limited
CEO
$17.1M 0.01%
102,611
+1,190
+1% +$182K
BNL
896
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$17.1M 0.01%
615,259
-33,379
-5% -$928K
SBH icon
897
Sally Beauty Holdings
SBH
$1.43B
$17.1M 0.01%
935,305
+1,953
+0.2% +$33.9K
DECK icon
898
Deckers Outdoor
DECK
$13.6B
$17.1M 0.01%
606,444
-15,996
-3% -$424K
STL
899
DELISTED
Sterling Bancorp
STL
$17M 0.01%
808,187
+20,772
+3% +$424K
SIG icon
900
Signet Jewelers
SIG
$3.72B
$17M 0.01%
783,375
+180,922
+30% +$3.21M
34 35
36
37 38

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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.