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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
SQM icon
1076
Sociedad Química y Minera de Chile
SQM
$19.6B
$12.8M 0.01%
479,713
+34,547
+8% +$910K
ZAYO
1077
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$12.8M 0.01%
368,720
+32,991
+10% +$1.13M
WSO icon
1078
Watsco Inc
WSO
$15B
$12.8M 0.01%
70,897
+2,691
+4% +$473K
CNMD icon
1079
CONMED
CNMD
$1.31B
$12.8M 0.01%
114,078
-6,398
-5% -$682K
VIPS icon
1080
Vipshop
VIPS
$7.08B
$12.7M 0.01%
897,598
+18,095
+2% +$214K
LITE icon
1081
Lumentum
LITE
$55.4B
$12.7M 0.01%
160,105
+14,591
+10% +$955K
LFC
1082
DELISTED
China Life Insurance Company Ltd.
LFC
$12.7M 0.01%
917,869
+10,523
+1% +$135K
CNK icon
1083
Cinemark Holdings
CNK
$3.93B
$12.7M 0.01%
374,523
+67,725
+22% +$2.4M
CIEN icon
1084
Ciena
CIEN
$53.4B
$12.7M 0.01%
296,737
-34,628
-10% -$1.32M
UPBD icon
1085
Upbound Group
UPBD
$1.2B
$12.6M 0.01%
438,564
-121,354
-22% -$3.17M
HAE icon
1086
Haemonetics
HAE
$3.63B
$12.6M 0.01%
110,010
-10,881
-9% -$1.32M
AMTD
1087
DELISTED
TD Ameritrade Holding Corp
AMTD
$12.6M 0.01%
254,294
+9,296
+4% +$403K
OMF icon
1088
OneMain Financial
OMF
$7.08B
$12.6M 0.01%
299,203
-13,032
-4% -$527K
TKR icon
1089
Timken Company
TKR
$9.81B
$12.6M 0.01%
223,543
-19,618
-8% -$991K
LAMR icon
1090
Lamar Advertising Co
LAMR
$16.3B
$12.6M 0.01%
140,813
+5,961
+4% +$499K
MED icon
1091
Medifast
MED
$110M
$12.6M 0.01%
114,568
+55,085
+93% +$5.33M
AGNC icon
1092
AGNC Investment
AGNC
$12.4B
$12.6M 0.01%
710,038
+203,719
+40% +$3.47M
TTD icon
1093
Trade Desk
TTD
$8.41B
$12.5M 0.01%
482,380
-67,900
-12% -$1.53M
CAKE icon
1094
Cheesecake Factory
CAKE
$4.32B
$12.5M 0.01%
322,234
+27,634
+9% +$1.14M
TEAM icon
1095
Atlassian
TEAM
$24.3B
$12.5M 0.01%
103,897
-5,176
-5% -$630K
NFG icon
1096
National Fuel Gas
NFG
$7.67B
$12.5M 0.01%
268,437
-83,097
-24% -$3.79M
KNX icon
1097
Knight Transportation
KNX
$11.5B
$12.5M 0.01%
348,092
+24,496
+8% +$900K
CIG icon
1098
CEMIG Preferred Shares
CIG
$6.18B
$12.5M 0.01%
7,170,107
-2,621,827
-27% -$4.28M
HBI
1099
DELISTED
Hanesbrands
HBI
$12.4M 0.01%
835,859
+66,251
+9% +$1.01M
HELE icon
1100
Helen of Troy
HELE
$658M
$12.4M 0.01%
68,998
-1,059
-2% -$170K
42 43
44
45 46

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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.