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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
ARDC
926
Are Dynamic Credit Allocation Fund
ARDC
$296M
$16M 0.01%
1,044,765
-5,192
-0.5% -$76.8K
FHI icon
927
Federated Hermes
FHI
$4.5B
$16M 0.01%
491,084
-62,122
-11% -$2.03M
BBWI icon
928
Bath & Body Works
BBWI
$4.13B
$16M 0.01%
1,089,077
+317,663
+41% +$4.59M
MDU icon
929
MDU Resources
MDU
$4.37B
$15.9M 0.01%
1,410,820
-579,779
-29% -$6.33M
VIV icon
930
Telefônica Brasil
VIV
$22.5B
$15.9M 0.01%
1,109,624
+192,560
+21% +$2.57M
VNO icon
931
Vornado Realty Trust
VNO
$7.43B
$15.8M 0.01%
238,268
+19,613
+9% +$1.27M
DSU icon
932
BlackRock Debt Strategies Fund
DSU
$589M
$15.8M 0.01%
1,407,863
+9,848
+0.7% +$107K
BHC icon
933
Bausch Health
BHC
$1.67B
$15.8M 0.01%
526,562
-209,841
-28% -$5.46M
PPC icon
934
Pilgrim's Pride
PPC
$6.94B
$15.7M 0.01%
481,109
-121,682
-20% -$3.79M
LPLA icon
935
LPL Financial
LPLA
$26.5B
$15.6M 0.01%
169,523
-30,692
-15% -$2.63M
CCOI icon
936
Cogent Communications
CCOI
$612M
$15.6M 0.01%
237,272
+1,747
+0.7% +$106K
THS
937
DELISTED
Treehouse Foods
THS
$15.5M 0.01%
320,542
-39,623
-11% -$2.03M
PB icon
938
Prosperity Bancshares
PB
$8.69B
$15.5M 0.01%
215,633
+32,260
+18% +$2.28M
SRC
939
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$15.5M 0.01%
315,196
-31,982
-9% -$1.59M
BOH icon
940
Bank of Hawaii
BOH
$3.17B
$15.5M 0.01%
162,829
-3,013
-2% -$268K
MAC icon
941
Macerich
MAC
$7.41B
$15.5M 0.01%
574,939
-61,161
-10% -$1.68M
LHCG
942
DELISTED
LHC Group LLC
LHCG
$15.5M 0.01%
112,337
+11,908
+12% +$1.48M
CAR icon
943
Avis
CAR
$5.78B
$15.4M 0.01%
478,292
-60,155
-11% -$1.8M
COLB icon
944
Columbia Banking Systems
COLB
$8.74B
$15.4M 0.01%
378,304
+5,880
+2% +$229K
JJSF icon
945
J&J Snack Foods
JJSF
$1.46B
$15.4M 0.01%
83,305
-4,572
-5% -$861K
GDDY icon
946
GoDaddy
GDDY
$12.8B
$15.3M 0.01%
225,854
+23,826
+12% +$1.58M
CC icon
947
Chemours
CC
$2.55B
$15.3M 0.01%
847,590
+221,916
+35% +$3.69M
LBTYK icon
948
Liberty Global Class C
LBTYK
$3.27B
$15.3M 0.01%
703,400
+111,705
+19% +$2.51M
EIM
949
Eaton Vance Municipal Bond Fund
EIM
$493M
$15.3M 0.01%
1,186,077
-84,335
-7% -$1.08M
SCO
950
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$15.3M 0.01%
3,568,481
+88,774
+3% +$380K
36 37
38
39 40

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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.