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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
NHY
1351
DELISTED
NORSK HYDRO A. S. ADR
NHY
$8.5M 0.01%
2,303,342
-66,060
-3% -$244K
RPAI
1352
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$8.5M 0.01%
634,162
-33,806
-5% -$454K
RYN icon
1353
Rayonier
RYN
$6.6B
$8.49M 0.01%
285,513
-7,345
-3% -$200K
PRA
1354
DELISTED
ProAssurance
PRA
$8.48M 0.01%
234,639
-40,799
-15% -$1.56M
SWX icon
1355
Southwest Gas
SWX
$6.75B
$8.48M 0.01%
111,587
-23,797
-18% -$1.94M
SABA
1356
Saba Capital Income & Opportunities Fund II
SABA
$222M
$8.47M 0.01%
690,790
+116,360
+20% +$1.4M
FMBI
1357
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$8.47M 0.01%
367,263
+51,347
+16% +$1.09M
EXLS icon
1358
EXL Service
EXLS
$4.64B
$8.46M 0.01%
609,125
-4,155
-0.7% -$56.8K
ETRN
1359
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$8.45M 0.01%
632,208
+7,571
+1% +$93.9K
PMT
1360
PennyMac Mortgage Investment
PMT
$854M
$8.43M 0.01%
377,979
-22,695
-6% -$514K
PAC icon
1361
Grupo Aeroportuario del Pacifico
PAC
$13.1B
$8.4M 0.01%
70,795
+3,290
+5% +$349K
ABM icon
1362
ABM Industries
ABM
$2.86B
$8.37M 0.01%
221,893
-5,627
-2% -$210K
RLI icon
1363
RLI Corp
RLI
$5.99B
$8.37M 0.01%
185,910
-26,592
-13% -$1.25M
CBU icon
1364
Community Bank
CBU
$3.39B
$8.36M 0.01%
117,885
-2,998
-2% -$201K
ONB icon
1365
Old National Bancorp
ONB
$10.2B
$8.35M 0.01%
456,778
-19,685
-4% -$353K
ATKR icon
1366
Atkore
ATKR
$2.58B
$8.32M 0.01%
205,685
-396
-0.2% -$14.7K
H icon
1367
Hyatt Hotels
H
$17.7B
$8.29M 0.01%
92,406
-3,878
-4% -$302K
XHR
1368
Xenia Hotels & Resorts
XHR
$2B
$8.29M 0.01%
383,466
-67,215
-15% -$1.42M
OPI
1369
DELISTED
Office Properties Income Trust
OPI
$8.27M 0.01%
257,411
-9,833
-4% -$315K
PLXS icon
1370
Plexus
PLXS
$6.69B
$8.27M 0.01%
107,468
+9,320
+9% +$676K
WTFC icon
1371
Wintrust Financial
WTFC
$10.9B
$8.27M 0.01%
116,584
+4,837
+4% +$322K
MNDT
1372
DELISTED
Mandiant, Inc. Common Stock
MNDT
$8.27M 0.01%
500,073
-130,413
-21% -$2.09M
PII icon
1373
Polaris
PII
$4.2B
$8.26M 0.01%
81,169
-4,370
-5% -$424K
VEON icon
1374
VEON
VEON
$3.55B
$8.24M 0.01%
130,217
+1,302
+1% +$80K
HUBS icon
1375
HubSpot
HUBS
$12.3B
$8.23M 0.01%
51,933
+477
+0.9% +$73K
53 54
55
56 57

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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
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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.