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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
WIX icon
1101
WIX.com
WIX
$2.36B
$12.4M 0.01%
101,191
+8,112
+9% +$993K
NATI
1102
DELISTED
National Instruments Corp
NATI
$12.4M 0.01%
292,254
-27,929
-9% -$1.17M
CDK
1103
DELISTED
CDK Global, Inc.
CDK
$12.4M 0.01%
226,232
+11,337
+5% +$583K
RRX icon
1104
Regal Rexnord
RRX
$14B
$12.4M 0.01%
144,279
-7,630
-5% -$605K
TFSL icon
1105
TFS Financial
TFSL
$5.07B
$12.3M 0.01%
627,278
+22,009
+4% +$425K
ALE
1106
DELISTED
Allete
ALE
$12.3M 0.01%
152,047
-12,299
-7% -$1.02M
BTZ icon
1107
BlackRock Credit Allocation Income Trust
BTZ
$931M
$12.3M 0.01%
882,520
+112,971
+15% +$1.54M
TMX
1108
DELISTED
Terminix Global Holdings, Inc.
TMX
$12.3M 0.01%
317,356
+9,863
+3% +$419K
RP
1109
DELISTED
RealPage, Inc.
RP
$12.3M 0.01%
228,256
-77,136
-25% -$4.4M
SIGI icon
1110
Selective Insurance
SIGI
$5.53B
$12.3M 0.01%
188,046
-8,483
-4% -$587K
OVV icon
1111
Ovintiv
OVV
$16.6B
$12.2M 0.01%
522,245
+8,638
+2% +$185K
LPX icon
1112
Louisiana-Pacific
LPX
$5.19B
$12.2M 0.01%
411,059
-5,008
-1% -$141K
ICUI icon
1113
ICU Medical
ICUI
$4.04B
$12.2M 0.01%
65,099
+20,322
+45% +$3.5M
FLO icon
1114
Flowers Foods
FLO
$1.62B
$12.2M 0.01%
559,809
+25,233
+5% +$548K
EHC icon
1115
Encompass Health
EHC
$11.3B
$12.1M 0.01%
220,166
-96,696
-31% -$5.25M
NEO icon
1116
NeoGenomics
NEO
$1.71B
$12.1M 0.01%
414,816
+17,845
+4% +$425K
HUBB icon
1117
Hubbell
HUBB
$26.3B
$12.1M 0.01%
82,033
+2,676
+3% +$381K
SIMO icon
1118
Silicon Motion
SIMO
$8.29B
$12.1M 0.01%
238,706
+127,708
+115% +$5.48M
FNV icon
1119
Franco-Nevada
FNV
$41.4B
$12.1M 0.01%
116,994
+9,512
+9% +$919K
COUP
1120
DELISTED
Coupa Software Incorporated
COUP
$12.1M 0.01%
82,564
-17,564
-18% -$2.51M
WKC icon
1121
World Kinect Corp
WKC
$2.04B
$12.1M 0.01%
277,554
-29,003
-9% -$1.21M
PE
1122
DELISTED
PARSLEY ENERGY INC
PE
$12M 0.01%
637,072
-6,623
-1% -$109K
ENTG icon
1123
Entegris
ENTG
$19.2B
$12M 0.01%
239,825
-16,371
-6% -$789K
NGVT icon
1124
Ingevity
NGVT
$2.59B
$12M 0.01%
137,180
-17,461
-11% -$1.53M
KDP icon
1125
Keurig Dr Pepper
KDP
$41B
$12M 0.01%
413,671
+53,371
+15% +$1.53M
43 44
45
46 47

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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.