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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
SCHA icon
1251
Schwab U.S Small- Cap ETF
SCHA
$22.4B
$9.89M 0.01%
522,900
+402,956
+336% +$7.29M
ODP
1252
DELISTED
ODP
ODP
$9.88M 0.01%
360,738
+74,511
+26% +$1.66M
KRC icon
1253
Kilroy Realty
KRC
$4.58B
$9.82M 0.01%
117,022
+2,636
+2% +$215K
HYT icon
1254
BlackRock Corporate High Yield Fund
HYT
$1.35B
$9.81M 0.01%
875,699
-435,679
-33% -$4.79M
NEU icon
1255
NewMarket
NEU
$7.13B
$9.79M 0.01%
20,130
+1,309
+7% +$630K
AYI icon
1256
Acuity Brands
AYI
$10.1B
$9.76M 0.01%
70,755
-2,869
-4% -$369K
ITGR icon
1257
Integer Holdings
ITGR
$3.38B
$9.76M 0.01%
121,374
-2,455
-2% -$187K
LCII icon
1258
LCI Industries
LCII
$2.52B
$9.74M 0.01%
90,946
+2,182
+2% +$221K
IQI icon
1259
Invesco Quality Municipal Securities
IQI
$526M
$9.71M 0.01%
771,678
+33,675
+5% +$422K
RRC icon
1260
Range Resources
RRC
$8.85B
$9.7M 0.01%
1,999,007
+269,248
+16% +$1.09M
RGEN icon
1261
Repligen
RGEN
$7.39B
$9.69M 0.01%
104,709
+6,011
+6% +$505K
CVET
1262
DELISTED
Covetrus, Inc. Common Stock
CVET
$9.67M 0.01%
732,584
+519,184
+243% +$6.29M
EPR icon
1263
EPR Properties
EPR
$4.85B
$9.67M 0.01%
136,841
+26,664
+24% +$1.97M
CHH icon
1264
Choice Hotels
CHH
$5.15B
$9.64M 0.01%
93,225
+3,410
+4% +$318K
MOH icon
1265
Molina Healthcare
MOH
$10.4B
$9.59M 0.01%
70,674
-10,670
-13% -$1.34M
PDCO
1266
DELISTED
Patterson Companies, Inc.
PDCO
$9.58M 0.01%
467,837
-36,384
-7% -$689K
NS
1267
DELISTED
NuStar Energy L.P.
NS
$9.56M 0.01%
+370,033
New +$10.3M
VEU icon
1268
Vanguard FTSE All-World ex-US ETF
VEU
$65.9B
$9.55M 0.01%
177,663
-33,568
-16% -$1.74M
AXE
1269
DELISTED
Anixter International Inc
AXE
$9.53M 0.01%
103,485
-16,565
-14% -$1.34M
TDS icon
1270
Telephone and Data Systems
TDS
$3.83B
$9.52M 0.01%
374,424
-190,257
-34% -$4.66M
VAC icon
1271
Marriott Vacations Worldwide
VAC
$3.4B
$9.52M 0.01%
73,918
+2,528
+4% +$296K
KBR icon
1272
KBR
KBR
$4.67B
$9.49M 0.01%
311,194
+35,761
+13% +$1.01M
VVV icon
1273
Valvoline
VVV
$5.05B
$9.47M 0.01%
442,436
-58,333
-12% -$1.29M
ACA icon
1274
Arcosa
ACA
$7.14B
$9.47M 0.01%
212,481
+12,650
+6% +$486K
MANT
1275
DELISTED
Mantech International Corp
MANT
$9.42M 0.01%
117,953
-2,633
-2% -$197K
49 50
51
52 53

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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.