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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
CCK icon
576
Crown Holdings
CCK
$12.8B
$34M 0.02%
468,755
-3,330
-0.7% -$237K
B
577
Barrick Mining
B
$62.2B
$34M 0.02%
1,827,378
+328,402
+22% +$5.64M
LBRDK icon
578
Liberty Broadband Class C
LBRDK
$4.15B
$34M 0.02%
270,048
+23,194
+9% +$2.7M
IEX icon
579
IDEX
IEX
$16.5B
$33.7M 0.02%
195,907
+4,200
+2% +$680K
LYV icon
580
Live Nation Entertainment
LYV
$41.2B
$33.6M 0.02%
469,897
+73,696
+19% +$4.99M
MGM icon
581
MGM Resorts International
MGM
$11.7B
$33.5M 0.02%
1,007,944
+45,903
+5% +$1.4M
ACIW icon
582
ACI Worldwide
ACIW
$5.72B
$33.5M 0.02%
883,462
+33,099
+4% +$1.13M
CP icon
583
Canadian Pacific Kansas City
CP
$82B
$33.4M 0.02%
655,225
-9,060
-1% -$425K
UNM icon
584
Unum
UNM
$13.8B
$33.4M 0.02%
1,143,899
+70,800
+7% +$2.06M
APA icon
585
APA Corp
APA
$12.8B
$33.2M 0.02%
1,297,194
+28,009
+2% +$634K
MAN icon
586
ManpowerGroup
MAN
$2.39B
$33.2M 0.02%
341,843
-10,805
-3% -$989K
BKU icon
587
Bankunited
BKU
$3.38B
$33.2M 0.02%
906,876
+2,216
+0.2% +$77.2K
ZBRA icon
588
Zebra Technologies
ZBRA
$12.4B
$33M 0.02%
129,339
-5,585
-4% -$1.31M
HMC icon
589
Honda
HMC
$36.5B
$33M 0.02%
1,166,858
-76,014
-6% -$2.12M
BURL icon
590
Burlington
BURL
$22B
$32.9M 0.02%
144,386
+3,543
+3% +$741K
REP
591
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$32.9M 0.02%
2,099,263
+63,906
+3% +$1M
CHRW icon
592
C.H. Robinson
CHRW
$22B
$32.8M 0.02%
419,164
-41,416
-9% -$3.3M
MMP
593
DELISTED
Magellan Midstream Partners, L.P.
MMP
$32.8M 0.02%
521,040
-29,371
-5% -$1.83M
JWN
594
DELISTED
Nordstrom
JWN
$32.7M 0.02%
799,414
+51,799
+7% +$1.92M
AOD
595
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$32.7M 0.02%
3,654,570
+102,422
+3% +$876K
UMPQ
596
DELISTED
Umpqua Holdings Corp
UMPQ
$32.7M 0.02%
1,845,043
-14,981
-0.8% -$248K
JKHY icon
597
Jack Henry & Associates
JKHY
$10.7B
$32.5M 0.02%
223,397
+9,251
+4% +$1.35M
MPLX icon
598
MPLX
MPLX
$59.5B
$32.2M 0.02%
1,266,255
-83,728
-6% -$2.13M
CAJ
599
DELISTED
Canon, Inc.
CAJ
$32.2M 0.02%
1,177,256
+36,676
+3% +$1.01M
AAP icon
600
Advance Auto Parts
AAP
$3.37B
$32.2M 0.02%
200,754
+860
+0.4% +$138K
22 23
24
25 26

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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 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.