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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
WH icon
676
Wyndham Hotels & Resorts
WH
$5.46B
$27.9M 0.02%
444,148
-559
-0.1% -$31.1K
IFX
677
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$27.9M 0.02%
1,245,068
+42,208
+4% +$945K
SCM
678
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$27.9M 0.02%
527,608
+7,911
+2% +$418K
FFIV icon
679
F5
FFIV
$22.1B
$27.7M 0.02%
198,184
+9,936
+5% +$1.4M
SEIC icon
680
SEI Investments
SEIC
$11.9B
$27.5M 0.02%
419,940
+7,773
+2% +$483K
FOXA icon
681
Fox Class A
FOXA
$23.2B
$27.5M 0.02%
740,561
+106,468
+17% +$3.65M
BEN icon
682
Franklin Resources
BEN
$16.9B
$27.3M 0.02%
1,050,539
-89,618
-8% -$2.44M
WDAY icon
683
Workday
WDAY
$33.4B
$27.3M 0.02%
165,933
+8,671
+6% +$1.44M
AV
684
DELISTED
Aviva Plc
AV
$27.3M 0.02%
2,475,790
+200,712
+9% +$2.21M
WTM icon
685
White Mountains Insurance
WTM
$5.47B
$27.3M 0.02%
24,429
-928
-4% -$1.01M
QGEN icon
686
Qiagen
QGEN
$8.53B
$27.2M 0.02%
760,226
-153,231
-17% -$5.7M
HAIN icon
687
Hain Celestial
HAIN
$47.8M
$27.1M 0.02%
1,045,931
-46,319
-4% -$1.11M
ALK icon
688
Alaska Air
ALK
$5.15B
$27.1M 0.02%
399,433
+16,038
+4% +$1.1M
THG icon
689
Hanover Insurance
THG
$7.63B
$26.9M 0.02%
197,111
+19,528
+11% +$2.63M
IT icon
690
Gartner
IT
$9.41B
$26.9M 0.02%
174,467
+21,343
+14% +$3.26M
E icon
691
ENI
E
$76B
$26.9M 0.02%
868,162
-56,136
-6% -$1.72M
AKZOY
692
DELISTED
Akzo Nobel NV
AKZOY
$26.8M 0.02%
785,674
+68,174
+10% +$2.32M
JLL icon
693
Jones Lang LaSalle
JLL
$15.1B
$26.7M 0.02%
153,395
+10,712
+8% +$1.68M
TNL icon
694
Travel + Leisure Co
TNL
$4.54B
$26.7M 0.02%
516,273
+14,831
+3% +$710K
JBL icon
695
Jabil
JBL
$32.8B
$26.7M 0.02%
645,044
+14,352
+2% +$551K
WRB icon
696
W.R. Berkley
WRB
$28B
$26.6M 0.02%
867,056
+2,016
+0.2% +$62.2K
JEF icon
697
Jefferies Financial Group
JEF
$12.9B
$26.3M 0.02%
1,288,357
+79,901
+7% +$1.51M
TRI icon
698
Thomson Reuters
TRI
$39.4B
$26.3M 0.02%
348,841
-2,777
-0.8% -$202K
OHI icon
699
Omega Healthcare
OHI
$15.4B
$26.3M 0.02%
621,165
+13,662
+2% +$578K
PNR icon
700
Pentair
PNR
$10.2B
$26.3M 0.02%
572,980
+55,088
+11% +$2.33M
26 27
28
29 30

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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.