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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 16.99%
2 Financials 14.37%
3 Miscellaneous 13.7%
4 Healthcare 11.86%
5 Consumer Discretionary 8.48%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMAT icon
101
Applied Materials
AMAT
$367B
$241M 0.18%
3,951,825
+107,379
+3% +$6.03M
CB icon
102
Chubb
CB
$131B
$238M 0.17%
1,526,536
+15,318
+1% +$2.34M
CI icon
103
Cigna
CI
$73.8B
$236M 0.17%
1,156,029
-14,377
-1% -$2.64M
DG icon
104
Dollar General
DG
$27B
$233M 0.17%
1,493,818
-22,689
-1% -$3.6M
SHW icon
105
Sherwin-Williams
SHW
$83.4B
$233M 0.17%
1,195,473
-29,166
-2% -$5.56M
AIG icon
106
American International
AIG
$40.1B
$227M 0.17%
4,424,877
-435,954
-9% -$23.1M
MS icon
107
Morgan Stanley
MS
$338B
$227M 0.17%
4,434,367
+222,155
+5% +$10.5M
MCO icon
108
Moody's
MCO
$89.3B
$225M 0.16%
948,550
-3,276
-0.3% -$728K
COF icon
109
Capital One
COF
$133B
$221M 0.16%
2,150,942
-233
-0% -$22.5K
KMB icon
110
Kimberly-Clark
KMB
$36.6B
$220M 0.16%
1,597,968
-310
-0% -$41.9K
VLO icon
111
Valero Energy
VLO
$101B
$218M 0.16%
2,331,515
+54,667
+2% +$5.17M
HUM icon
112
Humana
HUM
$46.9B
$218M 0.16%
593,828
-18,371
-3% -$5.83M
IEMG icon
113
iShares Core MSCI Emerging Markets ETF
IEMG
$160B
$215M 0.16%
4,005,858
-212,090
-5% -$10.9M
ECL icon
114
Ecolab
ECL
$80.1B
$211M 0.15%
1,092,961
-35,605
-3% -$6.76M
SYK icon
115
Stryker
SYK
$126B
$211M 0.15%
1,004,482
-23,400
-2% -$4.86M
NOC icon
116
Northrop Grumman
NOC
$77.3B
$210M 0.15%
611,602
-7,573
-1% -$2.66M
ICE icon
117
Intercontinental Exchange
ICE
$91.2B
$208M 0.15%
2,245,620
+48,946
+2% +$4.54M
SYY icon
118
Sysco
SYY
$39.2B
$206M 0.15%
2,410,742
+93,576
+4% +$7.58M
ZTS icon
119
Zoetis
ZTS
$31.8B
$206M 0.15%
1,557,466
+36,617
+2% +$4.55M
ISRG icon
120
Intuitive Surgical
ISRG
$131B
$206M 0.15%
1,045,785
+34,065
+3% +$6.38M
TRV icon
121
Travelers Companies
TRV
$76.9B
$200M 0.15%
1,458,192
-73,795
-5% -$10M
D icon
122
Dominion Energy
D
$57.8B
$199M 0.15%
2,404,089
+132,744
+6% +$10.8M
SO icon
123
Southern Company
SO
$102B
$199M 0.15%
3,124,106
+64,635
+2% +$4.01M
KR icon
124
Kroger
KR
$35.5B
$199M 0.15%
6,856,108
-167,911
-2% -$4.45M
MRSH
125
Marsh
MRSH
$92.5B
$199M 0.15%
1,782,297
+22,556
+1% +$2.36M
3 4
5
6 7

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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 16% a quarter earlier, followed by Financials and Miscellaneous.

  • 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.