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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
GATX icon
1026
GATX Corp
GATX
$6.52B
$13.7M 0.01%
164,892
-11,278
-6% -$907K
SLM icon
1027
SLM Corp
SLM
$4.78B
$13.6M 0.01%
1,529,513
-111,186
-7% -$966K
CRI icon
1028
Carter's
CRI
$1.43B
$13.6M 0.01%
124,505
+4,420
+4% +$448K
LN
1029
DELISTED
LINE Corporation
LN
$13.6M 0.01%
277,001
+8,042
+3% +$344K
OC icon
1030
Owens Corning
OC
$11.6B
$13.5M 0.01%
208,012
+32,805
+19% +$2.1M
IGR
1031
CBRE Global Real Estate Income Fund
IGR
$712M
$13.5M 0.01%
1,687,846
+218,213
+15% +$1.73M
PRFT
1032
DELISTED
Perficient Inc
PRFT
$13.5M 0.01%
293,559
-3,299
-1% -$135K
NSIT icon
1033
Insight Enterprises
NSIT
$3.71B
$13.5M 0.01%
192,336
+10,292
+6% +$648K
HEI icon
1034
HEICO Corp
HEI
$49.9B
$13.5M 0.01%
118,293
+662
+0.6% +$81.5K
AAN.A
1035
DELISTED
The Aaron's Company Inc Class A
AAN.A
$13.5M 0.01%
236,434
-26,615
-10% -$1.52M
EMBJ
1036
Embraer S.A. ADS
EMBJ
$12.1B
$13.5M 0.01%
691,757
-41,331
-6% -$727K
RH icon
1037
RH
RH
$3.4B
$13.5M 0.01%
63,110
-7,491
-11% -$1.46M
COLM icon
1038
Columbia Sportswear
COLM
$3.25B
$13.4M 0.01%
134,097
-23,155
-15% -$2.2M
EAT icon
1039
Brinker International
EAT
$8.38B
$13.4M 0.01%
319,510
-38,270
-11% -$1.65M
DLB icon
1040
Dolby
DLB
$4.85B
$13.4M 0.01%
194,783
+13,897
+8% +$919K
CRUS icon
1041
Cirrus Logic
CRUS
$6.87B
$13.4M 0.01%
162,466
-8,314
-5% -$563K
LPT
1042
DELISTED
Liberty Property Trust
LPT
$13.4M 0.01%
222,858
+1,617
+0.7% +$92.6K
ACC
1043
DELISTED
American Campus Communities, Inc.
ACC
$13.4M 0.01%
284,457
+10,731
+4% +$514K
TWO
1044
Two Harbors Investment
TWO
$1.27B
$13.4M 0.01%
228,681
-40,553
-15% -$2.3M
AWR icon
1045
American States Water
AWR
$3.37B
$13.4M 0.01%
154,258
-10,258
-6% -$909K
TEF
1046
DELISTED
Telefonica
TEF
$13.3M 0.01%
2,362,534
+928,415
+65% +$5.64M
LSTR icon
1047
Landstar System
LSTR
$6.5B
$13.2M 0.01%
116,321
+2,614
+2% +$295K
KEX icon
1048
Kirby Corp
KEX
$7.76B
$13.2M 0.01%
147,762
-1,571
-1% -$130K
TCOM icon
1049
Trip.com Group
TCOM
$28.2B
$13.2M 0.01%
393,765
-45,870
-10% -$1.48M
NGHC
1050
DELISTED
National General Holdings Corp
NGHC
$13.2M 0.01%
597,334
-117,004
-16% -$2.56M
40 41
42
43 44

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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.