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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
SRCE icon
2476
1st Source
SRCE
$2.17B
$1.43M ﹤0.01%
27,537
+1,428
+5% +$71.8K
IWN icon
2477
iShares Russell 2000 Value ETF
IWN
$14.3B
$1.43M ﹤0.01%
11,108
-3,688
-25% -$456K
EEMS icon
2478
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$341M
$1.43M ﹤0.01%
31,505
+1,806
+6% +$78.7K
FTSV
2479
DELISTED
Forty Seven, Inc. Common Stock
FTSV
$1.43M ﹤0.01%
+36,217
New +$582K
HY icon
2480
Hyster-Yale Materials Handling
HY
$576M
$1.42M ﹤0.01%
24,145
-176
-0.7% -$9.78K
OSUR icon
2481
OraSure Technologies
OSUR
$273M
$1.42M ﹤0.01%
176,828
+101,264
+134% +$818K
THD icon
2482
iShares MSCI Thailand ETF
THD
$361M
$1.42M ﹤0.01%
16,207
-900
-5% -$79.1K
CAI
2483
DELISTED
CAI International, Inc.
CAI
$1.42M ﹤0.01%
48,996
+1,303
+3% +$31.6K
BNFT
2484
DELISTED
Benefitfocus, Inc.
BNFT
$1.42M ﹤0.01%
64,586
+21,137
+49% +$478K
INSP icon
2485
Inspire Medical Systems
INSP
$1.47B
$1.42M ﹤0.01%
19,068
-2,904
-13% -$187K
EYE icon
2486
National Vision
EYE
$1.76B
$1.41M ﹤0.01%
43,554
+481
+1% +$13.2K
CASS icon
2487
Cass Information Systems
CASS
$716M
$1.41M ﹤0.01%
24,353
+4,607
+23% +$258K
SPEM icon
2488
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$16.7B
$1.4M ﹤0.01%
+37,237
New +$1.34M
NTRA icon
2489
Natera
NTRA
$36.4B
$1.4M ﹤0.01%
41,523
-10,550
-20% -$389K
IVLU icon
2490
iShares MSCI Intl Value Factor ETF
IVLU
$4.32B
$1.4M ﹤0.01%
57,371
-2,879
-5% -$68.6K
ELP
2491
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.39M ﹤0.01%
204,690
+3,405
+2% +$19.3K
CSV icon
2492
Carriage Services
CSV
$647M
$1.39M ﹤0.01%
54,148
+1,746
+3% +$42.3K
SXC icon
2493
SunCoke Energy
SXC
$794M
$1.38M ﹤0.01%
222,140
-147,599
-40% -$819K
SEB icon
2494
Seaboard Corp
SEB
$4.39B
$1.38M ﹤0.01%
325
+8
+3% +$33.5K
FCBC icon
2495
First Community Bankshares
FCBC
$899M
$1.37M ﹤0.01%
44,300
+1,135
+3% +$35.7K
GSAH.U
2496
DELISTED
GS Acquisition Holdings Corp. Units, each consisting of one share of Class A common stock and one-th
GSAH.U
$1.37M ﹤0.01%
115,986
– –
GDO
2497
Western Asset Global Corporate Defined Opportunity Fund
GDO
$76.7M
$1.37M ﹤0.01%
75,021
-12,682
-14% -$222K
GTX icon
2498
Garrett Motion
GTX
$5.37B
$1.37M ﹤0.01%
136,931
-129,177
-49% -$1.32M
DRNA
2499
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$1.37M ﹤0.01%
+62,085
New +$1.25M
SCHD icon
2500
Schwab US Dividend Equity ETF
SCHD
$104B
$1.36M ﹤0.01%
70,578
+978
+1% +$18.3K
98 99
100
101 102

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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.