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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
DELL icon
1126
Dell
DELL
$276B
$12M 0.01%
459,405
-128,028
-22% -$3.33M
MTH icon
1127
Meritage Homes
MTH
$4.89B
$12M 0.01%
391,402
-27,604
-7% -$947K
QSR icon
1128
Restaurant Brands International
QSR
$25.8B
$11.9M 0.01%
186,823
+33,856
+22% +$2.27M
DNKN
1129
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$11.9M 0.01%
157,700
+9,501
+6% +$718K
OGS icon
1130
ONE Gas
OGS
$5.02B
$11.9M 0.01%
127,089
+7,070
+6% +$647K
DHC
1131
Diversified Healthcare Trust
DHC
$2.28B
$11.9M 0.01%
1,407,567
-800,159
-36% -$6.74M
CPRI icon
1132
Capri Holdings
CPRI
$1.82B
$11.9M 0.01%
311,271
+99,632
+47% +$3.44M
ISBC
1133
DELISTED
Investors Bancorp, Inc.
ISBC
$11.9M 0.01%
995,505
+21,961
+2% +$263K
PTC icon
1134
PTC
PTC
$14.5B
$11.8M 0.01%
158,025
-3,955
-2% -$281K
FBP icon
1135
First Bancorp
FBP
$4.39B
$11.8M 0.01%
1,113,885
-13,480
-1% -$141K
ADNT icon
1136
Adient
ADNT
$1.62B
$11.8M 0.01%
554,858
+35,919
+7% +$797K
AEM icon
1137
Agnico Eagle Mines
AEM
$73B
$11.8M 0.01%
190,835
+53,604
+39% +$3.11M
CW icon
1138
Curtiss-Wright
CW
$27.5B
$11.7M 0.01%
83,342
+3,261
+4% +$442K
APLE icon
1139
Apple Hospitality REIT
APLE
$3.98B
$11.7M 0.01%
721,865
-50,729
-7% -$821K
ABG icon
1140
Asbury Automotive
ABG
$4.22B
$11.7M 0.01%
104,902
-16,373
-14% -$1.76M
SAFM
1141
DELISTED
Sanderson Farms Inc
SAFM
$11.7M 0.01%
66,510
-359
-0.5% -$56.7K
UBSI icon
1142
United Bankshares
UBSI
$6.57B
$11.7M 0.01%
302,636
-45,682
-13% -$1.76M
SJR
1143
DELISTED
Shaw Communications Inc.
SJR
$11.7M 0.01%
575,640
+55,746
+11% +$1.12M
LTHM
1144
DELISTED
Livent Corporation
LTHM
$11.7M 0.01%
1,364,897
+121,943
+10% +$933K
VCSH icon
1145
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.7M 0.01%
143,893
-10
-0% -$810
LOGM
1146
DELISTED
LogMein, Inc.
LOGM
$11.7M 0.01%
135,916
+11,654
+9% +$865K
IONS icon
1147
Ionis Pharmaceuticals
IONS
$9.25B
$11.6M 0.01%
192,596
-1,745
-0.9% -$104K
ZEN
1148
DELISTED
ZENDESK INC
ZEN
$11.6M 0.01%
151,805
-12,990
-8% -$951K
VEDL
1149
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$11.6M 0.01%
1,347,543
+129,561
+11% +$1.08M
BRKR icon
1150
Bruker
BRKR
$9.14B
$11.6M 0.01%
228,076
-8,295
-4% -$395K
44 45
46
47 48

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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.