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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
SMCI icon
826
Super Micro Computer
SMCI
$18.9B
$19.6M 0.01%
8,144,960
+303,670
+4% +$729K
NSANY
827
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$19.5M 0.01%
1,682,860
+168,546
+11% +$1.95M
WIT icon
828
Wipro
WIT
$19.3B
$19.5M 0.01%
10,378,224
+1,539,134
+17% +$2.9M
ELS icon
829
Equity Lifestyle Properties
ELS
$12.7B
$19.5M 0.01%
276,408
+25,586
+10% +$1.78M
ORI icon
830
Old Republic International
ORI
$10.5B
$19.4M 0.01%
869,429
+18,116
+2% +$412K
HOG icon
831
Harley-Davidson
HOG
$2.61B
$19.4M 0.01%
522,320
+54,179
+12% +$2.02M
MSGS icon
832
Madison Square Garden
MSGS
$9.51B
$19.4M 0.01%
92,496
-496
-0.5% -$97.3K
ISD
833
PGIM High Yield Bond Fund
ISD
$414M
$19.4M 0.01%
1,257,015
+103
+0% +$1.54K
XYZ
834
Block Inc
XYZ
$47.8B
$19.3M 0.01%
308,325
+73,825
+31% +$4.72M
SEO
835
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$19.2M 0.01%
1,323,659
+37,852
+3% +$550K
INDA icon
836
iShares MSCI India ETF
INDA
$6.76B
$19.2M 0.01%
545,862
+2,031
+0.4% +$69.6K
ALB icon
837
Albemarle
ALB
$13.6B
$19.1M 0.01%
262,036
+5,869
+2% +$392K
BWXT icon
838
BWX Technologies
BWXT
$16B
$19.1M 0.01%
307,281
+1,063
+0.3% +$63.2K
BLD
839
DELISTED
TopBuild
BLD
$19.1M 0.01%
184,811
+16,400
+10% +$1.71M
SLGN icon
840
Silgan Holdings
SLGN
$4.9B
$19M 0.01%
612,730
-19,193
-3% -$587K
FRT icon
841
Federal Realty Investment Trust
FRT
$10.9B
$18.9M 0.01%
147,172
+8,674
+6% +$1.15M
GAP
842
The Gap Inc
GAP
$7.06B
$18.9M 0.01%
1,071,517
-286,886
-21% -$4.88M
EPAM icon
843
EPAM Systems
EPAM
$4.9B
$18.9M 0.01%
89,006
+12,618
+17% +$2.48M
UFS
844
DELISTED
DOMTAR CORPORATION (New)
UFS
$18.8M 0.01%
491,777
+4,739
+1% +$175K
LPL icon
845
LG Display
LPL
$3.12B
$18.8M 0.01%
2,705,579
+295,902
+12% +$1.84M
PC
846
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$18.8M 0.01%
1,994,531
+331,347
+20% +$3.12M
BOE icon
847
BlackRock Enhanced Global Dividend Trust
BOE
$658M
$18.7M 0.01%
1,703,140
+5,425
+0.3% +$57.6K
WEN icon
848
Wendy's
WEN
$1.42B
$18.7M 0.01%
841,842
-79,375
-9% -$1.68M
NWG icon
849
NatWest
NWG
$72B
$18.6M 0.01%
2,683,201
+308,549
+13% +$1.93M
BRX icon
850
Brixmor Property Group
BRX
$9.94B
$18.6M 0.01%
858,679
-59,607
-6% -$1.27M
32 33
34
35 36

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.