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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
APO icon
1276
Apollo Global Management
APO
$71.6B
$9.39M 0.01%
196,805
+160,180
+437% +$6.84M
HCSG icon
1277
Healthcare Services Group
HCSG
$1.57B
$9.37M 0.01%
385,139
+22,159
+6% +$549K
PDM
1278
Piedmont Realty Trust
PDM
$1.21B
$9.36M 0.01%
420,776
-41,697
-9% -$898K
ACHC icon
1279
Acadia Healthcare
ACHC
$2.99B
$9.32M 0.01%
280,653
-29,314
-9% -$919K
RHP icon
1280
Ryman Hospitality Properties
RHP
$8.43B
$9.31M 0.01%
107,437
-1,250
-1% -$107K
DK icon
1281
Delek US
DK
$3.94B
$9.3M 0.01%
277,436
+88,482
+47% +$3.19M
CDP icon
1282
COPT Defense Properties
CDP
$4.31B
$9.3M 0.01%
316,466
-9,273
-3% -$271K
FIVN icon
1283
FIVE9
FIVN
$2.05B
$9.29M 0.01%
141,606
-12,515
-8% -$766K
BKI
1284
DELISTED
Black Knight, Inc. Common Stock
BKI
$9.26M 0.01%
143,658
+7,980
+6% +$494K
CSII
1285
DELISTED
Cardiovascular Systems, Inc.
CSII
$9.26M 0.01%
190,613
-25,220
-12% -$1.15M
JACK icon
1286
Jack in the Box
JACK
$310M
$9.26M 0.01%
118,664
-28,378
-19% -$2.35M
CCU icon
1287
Compañía de Cervecerías Unidas
CCU
$2.17B
$9.26M 0.01%
487,969
+73,332
+18% +$1.46M
CTLT
1288
DELISTED
CATALENT, INC.
CTLT
$9.24M 0.01%
164,206
+13,439
+9% +$685K
MOG.A icon
1289
Moog Inc Class A
MOG.A
$13.2B
$9.23M 0.01%
108,146
-7,954
-7% -$680K
AA icon
1290
Alcoa
AA
$11.7B
$9.21M 0.01%
428,085
+108,983
+34% +$2.26M
HOPE icon
1291
Hope Bancorp
HOPE
$1.79B
$9.21M 0.01%
619,525
+30,273
+5% +$439K
IWR icon
1292
iShares Russell Mid-Cap ETF
IWR
$56.3B
$9.21M 0.01%
154,415
-2,790
-2% -$160K
WDFC icon
1293
WD-40
WDFC
$3.17B
$9.2M 0.01%
47,382
-10,680
-18% -$2.01M
CVI icon
1294
CVR Energy
CVI
$3.44B
$9.18M 0.01%
226,945
+9,216
+4% +$405K
HIW icon
1295
Highwoods Properties
HIW
$3.71B
$9.17M 0.01%
187,549
+4,003
+2% +$185K
KBH icon
1296
KB Home
KBH
$3.61B
$9.13M 0.01%
266,569
-15,184
-5% -$525K
SSD icon
1297
Simpson Manufacturing
SSD
$8.46B
$9.13M 0.01%
113,849
+5,637
+5% +$439K
AWP
1298
abrdn Global Premier Properties Fund
AWP
$379M
$9.13M 0.01%
469,569
+94,797
+25% +$1.82M
PGRE
1299
DELISTED
Paramount Group
PGRE
$9.13M 0.01%
655,499
+43,734
+7% +$587K
OUT icon
1300
Outfront Media
OUT
$5.6B
$9.12M 0.01%
345,611
-84,380
-20% -$2.17M
50 51
52
53 54

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NIPH
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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
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
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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.