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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
NWSA icon
726
News Corp Class A
NWSA
$14.5B
$25.1M 0.02%
1,774,483
+317,033
+22% +$4.27M
VYX icon
727
NCR Voyix
VYX
$1.06B
$25.1M 0.02%
1,162,066
+94,334
+9% +$1.84M
IRM icon
728
Iron Mountain
IRM
$38.2B
$25M 0.02%
783,306
+78,636
+11% +$2.58M
PAA icon
729
Plains All American Pipeline
PAA
$17.4B
$24.7M 0.02%
1,345,662
-76,973
-5% -$1.41M
JBLU icon
730
JetBlue
JBLU
$1.96B
$24.5M 0.02%
1,310,320
+92,393
+8% +$1.72M
DRE
731
DELISTED
Duke Realty Corp.
DRE
$24.5M 0.02%
706,850
+31,369
+5% +$1.08M
AVK
732
Advent Convertible and Income Fund
AVK
$544M
$24.4M 0.02%
1,610,494
+33,128
+2% +$483K
THC icon
733
Tenet Healthcare
THC
$20.1B
$24.3M 0.02%
638,865
+52,852
+9% +$1.58M
IAA
734
DELISTED
IAA, Inc. Common Stock
IAA
$24.3M 0.02%
515,856
+7,902
+2% +$333K
G icon
735
Genpact
G
$5.3B
$24.2M 0.02%
573,789
-2,465
-0.4% -$98.5K
AFB
736
AllianceBernstein National Municipal Income Fund
AFB
$312M
$24.1M 0.02%
1,727,179
+104,018
+6% +$1.43M
GIB icon
737
CGI
GIB
$13.9B
$24.1M 0.02%
287,665
+19,780
+7% +$1.59M
EC icon
738
Ecopetrol
EC
$32.9B
$24.1M 0.02%
1,206,384
-87,771
-7% -$1.62M
JD icon
739
JD.com
JD
$40.8B
$24.1M 0.02%
683,246
+21,450
+3% +$692K
WAB icon
740
Wabtec
WAB
$51.1B
$24M 0.02%
308,281
+24,504
+9% +$1.81M
NLSN
741
DELISTED
Nielsen Holdings plc
NLSN
$23.9M 0.02%
1,177,213
-151,636
-11% -$3.08M
CMC icon
742
Commercial Metals
CMC
$7.63B
$23.9M 0.02%
1,072,799
-48,771
-4% -$988K
IHG icon
743
InterContinental Hotels
IHG
$23B
$23.8M 0.02%
347,061
-56,828
-14% -$3.54M
VEA icon
744
Vanguard FTSE Developed Markets ETF
VEA
$226B
$23.7M 0.02%
538,544
+6,635
+1% +$283K
LEG icon
745
Leggett & Platt
LEG
$1.52B
$23.6M 0.02%
465,281
-13,290
-3% -$651K
RNG icon
746
RingCentral
RNG
$4.05B
$23.6M 0.02%
140,089
+6,684
+5% +$1.1M
LAD icon
747
Lithia Motors
LAD
$7.78B
$23.6M 0.02%
160,293
+3,253
+2% +$489K
KEP icon
748
Korea Electric Power
KEP
$15.5B
$23.6M 0.02%
1,990,724
+80,019
+4% +$919K
POOL icon
749
Pool Corp
POOL
$6.7B
$23.5M 0.02%
110,834
+1,816
+2% +$375K
EON
750
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$23.5M 0.02%
2,205,175
+831,142
+60% +$8.87M
28 29
30
31 32

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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.