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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
LSXMK
601
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$32.1M 0.02%
876,359
-22,016
-2% -$768K
ARE icon
602
Alexandria Real Estate Equities
ARE
$8.88B
$32.1M 0.02%
198,633
+21,581
+12% +$3.4M
DVA icon
603
DaVita
DVA
$15.1B
$32.1M 0.02%
427,329
+7,370
+2% +$489K
COO icon
604
Cooper Companies
COO
$13.7B
$32M 0.02%
398,840
+8,896
+2% +$671K
WPP icon
605
WPP
WPP
$4.04B
$31.9M 0.02%
454,401
+57,981
+15% +$3.68M
ALLE icon
606
Allegion
ALLE
$13B
$31.8M 0.02%
255,552
+13,421
+6% +$1.55M
UDR icon
607
UDR
UDR
$12.9B
$31.7M 0.02%
678,781
+44,763
+7% +$2.15M
DKS icon
608
Dick's Sporting Goods
DKS
$18.4B
$31.6M 0.02%
638,179
+68,445
+12% +$2.91M
WBK
609
DELISTED
Westpac Banking Corporation
WBK
$31.6M 0.02%
1,859,308
-1,395,766
-43% -$25.3M
URBN icon
610
Urban Outfitters
URBN
$5.99B
$31.5M 0.02%
1,135,445
+35,623
+3% +$990K
EXR icon
611
Extra Space Storage
EXR
$31.2B
$31.5M 0.02%
298,147
+30,455
+11% +$3.32M
BIO icon
612
Bio-Rad Laboratories Class A
BIO
$8.42B
$31.4M 0.02%
84,864
-1,260
-1% -$444K
HAS icon
613
Hasbro
HAS
$12.6B
$31.4M 0.02%
297,004
-12,527
-4% -$1.3M
JNPR
614
DELISTED
Juniper Networks
JNPR
$31.4M 0.02%
1,273,467
+58,578
+5% +$1.44M
BN icon
615
Brookfield
BN
$102B
$31.3M 0.02%
1,517,604
+41,948
+3% +$836K
PANW icon
616
Palo Alto Networks
PANW
$264B
$31.1M 0.02%
807,462
-159,798
-17% -$6.04M
VE
617
DELISTED
VEOLIA ENVIRONNEMENT
VE
$31.1M 0.02%
1,168,638
+46,908
+4% +$1.25M
VST icon
618
Vistra
VST
$55.1B
$30.9M 0.02%
1,344,196
+55,189
+4% +$1.42M
NBL
619
DELISTED
Noble Energy, Inc.
NBL
$30.9M 0.02%
1,244,094
-489,887
-28% -$10.4M
DVN icon
620
Devon Energy
DVN
$51.9B
$30.9M 0.02%
1,188,473
+84,719
+8% +$1.91M
CHT icon
621
Chunghwa Telecom
CHT
$33.2B
$30.8M 0.02%
835,652
+73,952
+10% +$2.73M
FANG icon
622
Diamondback Energy
FANG
$57.6B
$30.8M 0.02%
331,403
-69,121
-17% -$5.74M
VWO icon
623
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$30.8M 0.02%
691,881
+16,925
+3% +$717K
NMR icon
624
Nomura Holdings
NMR
$28.7B
$30.7M 0.02%
5,948,523
+109,403
+2% +$528K
COTY icon
625
Coty
COTY
$2.33B
$30.7M 0.02%
2,727,211
+16,387
+0.6% +$187K
23 24
25
26 27

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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.