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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
GDOT icon
1301
Green Dot
GDOT
$757M
$9.11M 0.01%
391,054
+157,223
+67% +$3.92M
SAIA icon
1302
Saia
SAIA
$11B
$9.11M 0.01%
97,822
-13,534
-12% -$1.28M
B
1303
DELISTED
Barnes Group Inc.
B
$9.1M 0.01%
146,878
+10,112
+7% +$584K
KKR icon
1304
KKR & Co
KKR
$91.9B
$9.1M 0.01%
311,946
+33,101
+12% +$943K
ARI
1305
Apollo Commercial Real Estate
ARI
$877M
$9.07M 0.01%
496,059
-20,929
-4% -$386K
NKTR icon
1306
Nektar Therapeutics
NKTR
$2.34B
$9.07M 0.01%
28,018
-3,271
-10% -$949K
TIMB icon
1307
TIM SA
TIMB
$9.29B
$9.06M 0.01%
474,135
+71,061
+18% +$1.12M
BLDR icon
1308
Builders FirstSource
BLDR
$7.95B
$9.06M 0.01%
356,376
+107,092
+43% +$2.56M
IGSB icon
1309
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$9.05M 0.01%
168,672
+60
+0% +$3.22K
DEI icon
1310
Douglas Emmett
DEI
$1.99B
$9.03M 0.01%
205,608
-63,666
-24% -$2.75M
ESNT icon
1311
Essent Group
ESNT
$6.18B
$9.03M 0.01%
173,586
+13,166
+8% +$687K
DBRG icon
1312
DigitalBridge
DBRG
$2.93B
$9.02M 0.01%
474,465
-15,378
-3% -$317K
BRC icon
1313
Brady Corp
BRC
$4.63B
$9.01M 0.01%
157,299
-1,923
-1% -$108K
KALU icon
1314
Kaiser Aluminum
KALU
$2.65B
$8.99M 0.01%
81,113
-14,975
-16% -$1.6M
TCBI icon
1315
Texas Capital Bancshares
TCBI
$4.3B
$8.99M 0.01%
158,432
+2,311
+1% +$132K
KTB icon
1316
Kontoor Brands
KTB
$4.8B
$8.98M 0.01%
213,928
-15,706
-7% -$593K
SJI
1317
DELISTED
South Jersey Industries, Inc.
SJI
$8.98M 0.01%
272,174
+14,385
+6% +$454K
AEIS icon
1318
Advanced Energy
AEIS
$10.9B
$8.96M 0.01%
125,771
+6,594
+6% +$410K
IBKC
1319
DELISTED
IBERIABANK Corp
IBKC
$8.95M 0.01%
119,645
+2,010
+2% +$149K
MTOR
1320
DELISTED
MERITOR, Inc.
MTOR
$8.93M 0.01%
340,992
-9,623
-3% -$217K
BMCH
1321
DELISTED
BMC Stock Holdings, Inc
BMCH
$8.91M 0.01%
310,494
+109,940
+55% +$3.09M
MKSI icon
1322
MKS Inc
MKSI
$19.4B
$8.89M 0.01%
80,853
+14,799
+22% +$1.55M
WLY icon
1323
John Wiley & Sons Class A
WLY
$2.7B
$8.89M 0.01%
183,147
+59,420
+48% +$2.76M
CROX icon
1324
Crocs
CROX
$6.79B
$8.88M 0.01%
212,051
+10,749
+5% +$375K
BXMT icon
1325
Blackstone Mortgage Trust
BXMT
$2.83B
$8.88M 0.01%
238,520
+7,838
+3% +$285K
51 52
53
54 55

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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.