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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
TREX icon
1051
Trex
TREX
$4.57B
$13.2M 0.01%
293,594
-628
-0.2% -$27.7K
OLED icon
1052
Universal Display
OLED
$3.81B
$13.2M 0.01%
63,965
-7,304
-10% -$1.38M
MTZ icon
1053
MasTec
MTZ
$26.6B
$13.2M 0.01%
205,310
-16,462
-7% -$1.08M
EAD
1054
Allspring Income Opportunities Fund
EAD
$372M
$13.2M 0.01%
1,562,425
-19,341
-1% -$160K
ROL icon
1055
Rollins
ROL
$18.8B
$13.2M 0.01%
595,115
+2,078
+0.4% +$49.2K
AWC
1056
DELISTED
Alumina Ltd
AWC
$13.1M 0.01%
2,050,808
+586,400
+40% +$3.76M
AOR icon
1057
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.64B
$13.1M 0.01%
274,206
+17,156
+7% +$804K
CZZ
1058
DELISTED
Cosan Limited
CZZ
$13.1M 0.01%
572,728
+72,481
+14% +$1.29M
SPXC icon
1059
SPX Corp
SPXC
$11B
$13M 0.01%
256,282
+31,031
+14% +$1.42M
HHH icon
1060
Howard Hughes
HHH
$3.93B
$13M 0.01%
107,834
-3,719
-3% -$413K
AN icon
1061
AutoNation
AN
$7.1B
$13M 0.01%
267,760
+28,087
+12% +$1.42M
AXTA icon
1062
Axalta
AXTA
$7.22B
$13M 0.01%
428,132
-141,826
-25% -$4.18M
BRO icon
1063
Brown & Brown
BRO
$23.6B
$13M 0.01%
329,569
+19,751
+6% +$742K
SR icon
1064
Spire
SR
$4.87B
$13M 0.01%
156,071
-6,326
-4% -$518K
EQH icon
1065
Equitable Holdings
EQH
$13.3B
$13M 0.01%
523,865
+23,907
+5% +$554K
AGO icon
1066
Assured Guaranty
AGO
$3.78B
$12.9M 0.01%
263,137
+15,898
+6% +$760K
INOV
1067
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$12.9M 0.01%
685,282
-114,189
-14% -$1.91M
AVLR
1068
DELISTED
Avalara, Inc.
AVLR
$12.9M 0.01%
176,055
+32,884
+23% +$2.39M
SLF icon
1069
Sun Life Financial
SLF
$46B
$12.9M 0.01%
282,855
+24,137
+9% +$1.09M
ITT icon
1070
ITT
ITT
$17.7B
$12.9M 0.01%
174,266
+16,472
+10% +$1.09M
TRN icon
1071
Trinity Industries
TRN
$2.95B
$12.9M 0.01%
580,673
-50,052
-8% -$1.02M
BGY icon
1072
BlackRock Enhanced International Dividend Trust
BGY
$515M
$12.9M 0.01%
2,181,939
-12,243
-0.6% -$68K
OPLN
1073
Openlane
OPLN
$4.25B
$12.8M 0.01%
589,197
+14,085
+2% +$321K
EXAS
1074
DELISTED
Exact Sciences
EXAS
$12.8M 0.01%
138,681
-23,605
-15% -$2.08M
ESLT icon
1075
Elbit Systems
ESLT
$38.1B
$12.8M 0.01%
82,586
+3,740
+5% +$609K
41 42
43
44 45

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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.