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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
NWN icon
1376
Northwest Natural Holdings
NWN
$2.21B
$8.22M 0.01%
111,468
-8,349
-7% -$576K
OLLI icon
1377
Ollie's Bargain Outlet
OLLI
$4.24B
$8.21M 0.01%
125,634
-4,878
-4% -$309K
AR icon
1378
Antero Resources
AR
$10.5B
$8.2M 0.01%
2,878,276
+1,089,096
+61% +$2.78M
HWC icon
1379
Hancock Whitney
HWC
$6.16B
$8.2M 0.01%
186,767
-10,611
-5% -$430K
GBCI icon
1380
Glacier Bancorp
GBCI
$6.4B
$8.16M 0.01%
177,518
+1,305
+0.7% +$56.4K
SBRA icon
1381
Sabra Healthcare REIT
SBRA
$5.66B
$8.16M 0.01%
382,552
-14,198
-4% -$318K
CXP
1382
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$8.16M 0.01%
390,425
-73,337
-16% -$1.5M
X
1383
DELISTED
US Steel
X
$8.16M 0.01%
715,364
-2,024
-0.3% -$25.1K
NVT icon
1384
nVent Electric
NVT
$22.8B
$8.15M 0.01%
318,563
+11,870
+4% +$276K
CTB
1385
DELISTED
Cooper Tire & Rubber Co.
CTB
$8.14M 0.01%
283,128
-36,645
-11% -$1.04M
PBR.A icon
1386
Petrobras Class A
PBR.A
$104B
$8.13M 0.01%
544,826
+7,086
+1% +$100K
ADX icon
1387
Adams Diversified Equity Fund
ADX
$3.09B
$8.11M 0.01%
514,244
+332,931
+184% +$5.29M
BHK icon
1388
BlackRock Core Bond Trust
BHK
$647M
$8.1M 0.01%
555,736
+68,877
+14% +$995K
FUL icon
1389
H.B. Fuller
FUL
$3.09B
$8.1M 0.01%
157,117
+898
+0.6% +$44.5K
TDC icon
1390
Teradata
TDC
$2.81B
$8.1M 0.01%
302,378
-39,394
-12% -$1.1M
JQC icon
1391
Nuveen Credit Strategies Income Fund
JQC
$704M
$8.09M 0.01%
1,054,737
-254,033
-19% -$1.89M
KMT icon
1392
Kennametal
KMT
$2.7B
$8.08M 0.01%
219,103
-32,979
-13% -$1.1M
CNX icon
1393
CNX Resources
CNX
$4.81B
$8.07M 0.01%
911,866
-72,240
-7% -$564K
FOX icon
1394
Fox Class B
FOX
$21.7B
$8.06M 0.01%
221,532
+146,673
+196% +$4.93M
NOK icon
1395
Nokia
NOK
$49.7B
$8.06M 0.01%
2,172,654
-1,838,673
-46% -$7.23M
CACC icon
1396
Credit Acceptance
CACC
$5.82B
$8.06M 0.01%
18,216
-569
-3% -$251K
CHDN icon
1397
Churchill Downs
CHDN
$6.22B
$8.04M 0.01%
117,142
-12,936
-10% -$843K
FFIN icon
1398
First Financial Bankshares
FFIN
$5.02B
$8.02M 0.01%
228,366
+57,951
+34% +$2M
PHI icon
1399
PLDT
PHI
$4.33B
$8.01M 0.01%
400,664
-23,512
-6% -$492K
IDCC icon
1400
InterDigital
IDCC
$6.75B
$8M 0.01%
146,830
+1,779
+1% +$98.3K
54 55
56
57 58

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MCM
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PSUF
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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.