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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
SANM icon
1201
Sanmina
SANM
$11.2B
$10.7M 0.01%
313,491
-39,067
-11% -$1.25M
LOPE icon
1202
Grand Canyon Education
LOPE
$3.84B
$10.7M 0.01%
111,853
-21,023
-16% -$1.94M
WWD icon
1203
Woodward
WWD
$25B
$10.7M 0.01%
90,443
+4,849
+6% +$547K
ACM icon
1204
Aecom
ACM
$9.12B
$10.7M 0.01%
247,210
-160,383
-39% -$6.65M
STOR
1205
DELISTED
STORE Capital Corporation
STOR
$10.7M 0.01%
286,228
+37,599
+15% +$1.46M
GMAB icon
1206
Genmab
GMAB
$17.7B
$10.7M 0.01%
477,229
+52,756
+12% +$1.15M
HIO
1207
Western Asset High Income Opportunity Fund
HIO
$334M
$10.7M 0.01%
2,100,714
-168,622
-7% -$847K
ONC
1208
BeOne Medicines Ltd
ONC
$33.8B
$10.6M 0.01%
64,164
-10,714
-14% -$1.78M
CONE
1209
DELISTED
CyrusOne Inc Common Stock
CONE
$10.6M 0.01%
162,464
+939
+0.6% +$64.5K
AWI icon
1210
Armstrong World Industries
AWI
$7.05B
$10.6M 0.01%
113,052
-12,169
-10% -$1.16M
UFPI icon
1211
UFP Industries
UFPI
$4.98B
$10.6M 0.01%
222,283
+37,447
+20% +$1.76M
RBC icon
1212
RBC Bearings
RBC
$18.5B
$10.6M 0.01%
66,778
+3,732
+6% +$603K
KRG icon
1213
Kite Realty
KRG
$5.99B
$10.6M 0.01%
541,221
-12,160
-2% -$219K
BDN
1214
Brandywine Realty Trust
BDN
$533M
$10.5M 0.01%
666,985
-25,466
-4% -$385K
AL
1215
DELISTED
Air Lease Corp
AL
$10.5M 0.01%
220,899
+15,098
+7% +$678K
POST icon
1216
Post Holdings
POST
$4.14B
$10.5M 0.01%
146,962
+2,792
+2% +$191K
ENSG icon
1217
The Ensign Group
ENSG
$10.4B
$10.5M 0.01%
231,207
-19,269
-8% -$813K
EFOR
1218
Everforth Inc
EFOR
$884M
$10.5M 0.01%
147,651
+3,693
+3% +$241K
BLKB icon
1219
Blackbaud
BLKB
$1.59B
$10.5M 0.01%
131,585
+2,974
+2% +$249K
SXT icon
1220
Sensient Technologies
SXT
$5.32B
$10.5M 0.01%
158,486
-8,718
-5% -$558K
PINC
1221
DELISTED
Premier
PINC
$10.5M 0.01%
276,014
+19,654
+8% +$692K
PBF icon
1222
PBF Energy
PBF
$7.43B
$10.4M 0.01%
332,163
+31,547
+10% +$971K
HQY icon
1223
HealthEquity
HQY
$8.28B
$10.4M 0.01%
140,050
+12,776
+10% +$797K
SGI
1224
Somnigroup International
SGI
$15.3B
$10.4M 0.01%
475,856
+11,064
+2% +$231K
AXS icon
1225
AXIS Capital
AXS
$8.63B
$10.3M 0.01%
174,110
-10,805
-6% -$654K
47 48
49
50 51

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.