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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
PK icon
1151
Park Hotels & Resorts
PK
$3.03B
$11.6M 0.01%
448,099
+51,098
+13% +$1.22M
WCN
1152
Waste Connections
WCN
$42.7B
$11.6M 0.01%
127,274
+11,249
+10% +$1.02M
BGC icon
1153
BGC Group
BGC
$5.65B
$11.5M 0.01%
1,941,616
+47,411
+3% +$268K
TS icon
1154
Tenaris
TS
$28.5B
$11.5M 0.01%
508,206
+99,520
+24% +$2.14M
ERIE icon
1155
Erie Indemnity
ERIE
$11.9B
$11.5M 0.01%
69,220
-4,439
-6% -$784K
SEM
1156
DELISTED
Select Medical
SEM
$11.4M 0.01%
907,736
+127,132
+16% +$1.37M
SAM icon
1157
Boston Beer
SAM
$1.91B
$11.4M 0.01%
30,165
-1,508
-5% -$568K
MBT
1158
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$11.4M 0.01%
1,122,718
+43,897
+4% +$402K
KGC icon
1159
Kinross Gold
KGC
$28.6B
$11.4M 0.01%
2,400,414
-82,536
-3% -$372K
OI icon
1160
O-I Glass
OI
$1.41B
$11.3M 0.01%
950,737
-183,419
-16% -$1.83M
RCI icon
1161
Rogers Communications
RCI
$17.7B
$11.3M 0.01%
228,251
-4,814
-2% -$232K
SRCL
1162
DELISTED
Stericycle Inc
SRCL
$11.3M 0.01%
177,361
+12,860
+8% +$760K
BX icon
1163
Blackstone
BX
$106B
$11.3M 0.01%
202,219
+95,493
+89% +$4.95M
SMTC icon
1164
Semtech
SMTC
$11.3B
$11.3M 0.01%
213,786
-7,465
-3% -$374K
VLY icon
1165
Valley National Bancorp
VLY
$7.94B
$11.3M 0.01%
986,333
+219,454
+29% +$2.53M
KAMN
1166
DELISTED
Kaman Corp
KAMN
$11.3M 0.01%
171,269
-3,269
-2% -$204K
FTDR icon
1167
Frontdoor
FTDR
$5.1B
$11.3M 0.01%
237,882
+59,077
+33% +$2.77M
WRI
1168
DELISTED
Weingarten Realty Investors
WRI
$11.3M 0.01%
360,950
+1,517
+0.4% +$46.4K
CBRL icon
1169
Cracker Barrel
CBRL
$1.17B
$11.3M 0.01%
73,303
+7,605
+12% +$1.2M
NYT icon
1170
New York Times
NYT
$11.7B
$11.3M 0.01%
350,323
+18,133
+5% +$563K
TELN
1171
DELISTED
TELENOR ASA
TELN
$11.2M 0.01%
625,349
+88,458
+16% +$1.58M
SHOO icon
1172
Steven Madden
SHOO
$3.18B
$11.2M 0.01%
260,336
+19,615
+8% +$792K
OPTU
1173
Optimum Communications Inc
OPTU
$298M
$11.2M 0.01%
409,516
-26,143
-6% -$722K
AVP
1174
DELISTED
Avon Products, Inc.
AVP
$11.2M 0.01%
1,981,062
+443,473
+29% +$2.06M
GPI icon
1175
Group 1 Automotive
GPI
$4.01B
$11.2M 0.01%
111,669
-7,012
-6% -$692K
45 46
47
48 49

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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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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.