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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
J icon
626
Jacobs Solutions
J
$15.9B
$30.6M 0.02%
412,461
+14,197
+4% +$1.07M
RACE icon
627
Ferrari
RACE
$63.3B
$30.6M 0.02%
185,010
+6,573
+4% +$1.06M
TECD
628
DELISTED
Tech Data Corp
TECD
$30.6M 0.02%
212,857
-62,124
-23% -$7.99M
SIVB
629
DELISTED
SVB Financial Group
SIVB
$30.5M 0.02%
121,557
-1,236
-1% -$281K
MDY icon
630
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27B
$30.5M 0.02%
81,261
-2,360
-3% -$853K
HP icon
631
Helmerich & Payne
HP
$3.53B
$30.5M 0.02%
671,421
+138,422
+26% +$5.55M
AMCR icon
632
Amcor
AMCR
$20.6B
$30.4M 0.02%
561,342
-24,050
-4% -$1.2M
DOX icon
633
Amdocs
DOX
$5.53B
$30.4M 0.02%
421,050
+1,856
+0.4% +$126K
UBS icon
634
UBS Group
UBS
$170B
$30.3M 0.02%
2,410,185
+517,063
+27% +$6.15M
PKX icon
635
POSCO
PKX
$15.8B
$30.2M 0.02%
596,505
+43,530
+8% +$2.1M
AEL
636
DELISTED
American Equity Investment Life Holding Company
AEL
$30.2M 0.02%
1,007,990
-35,322
-3% -$958K
TER icon
637
Teradyne
TER
$54.8B
$30.2M 0.02%
442,250
-51,441
-10% -$3.27M
RIG icon
638
Transocean
RIG
$5.92B
$30.1M 0.02%
4,380,776
+201,112
+5% +$1.04M
OGE icon
639
OGE Energy
OGE
$10.3B
$30.1M 0.02%
677,648
+14,555
+2% +$629K
CNO icon
640
CNO Financial Group
CNO
$4.97B
$30.1M 0.02%
1,658,047
+151,381
+10% +$2.57M
CHE icon
641
Chemed
CHE
$6.78B
$30M 0.02%
68,347
-2,676
-4% -$1.13M
DPZ icon
642
Domino's
DPZ
$11B
$30M 0.02%
102,011
+1,887
+2% +$520K
TYL icon
643
Tyler Technologies
TYL
$12.2B
$29.9M 0.02%
99,697
-3,618
-4% -$1.01M
STLD icon
644
Steel Dynamics
STLD
$35.6B
$29.8M 0.02%
875,682
+30,430
+4% +$971K
FLG
645
Flagstar Bank National Association
FLG
$5.77B
$29.8M 0.02%
826,224
+7,576
+0.9% +$280K
NLY icon
646
Annaly Capital Management
NLY
$16.9B
$29.7M 0.02%
787,811
-11,055
-1% -$403K
IFF icon
647
International Flavors & Fragrances
IFF
$19.4B
$29.6M 0.02%
229,179
+36,302
+19% +$4.64M
AIV
648
Aimco
AIV
$380M
$29.6M 0.02%
4,297,105
+421,470
+11% +$2.98M
NFJ
649
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$29.6M 0.02%
2,274,029
-202,398
-8% -$2.56M
NDAQ icon
650
Nasdaq
NDAQ
$51.5B
$29.6M 0.02%
827,823
+12,471
+2% +$425K
24 25
26
27 28

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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.