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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
IVR icon
1401
Invesco Mortgage Capital
IVR
$768M
$8M 0.01%
48,049
-5,558
-10% -$891K
PTEN icon
1402
Patterson-UTI
PTEN
$3.52B
$8M 0.01%
761,655
+164,156
+27% +$1.49M
BLX icon
1403
Bladex Inc
BLX
$2.28B
$7.99M 0.01%
373,677
+26,283
+8% +$554K
MATX icon
1404
Matsons
MATX
$6.12B
$7.97M 0.01%
195,361
-28,310
-13% -$1.08M
FULT icon
1405
Fulton Financial
FULT
$4.72B
$7.96M 0.01%
456,487
-68,885
-13% -$1.17M
CCMP
1406
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$7.95M 0.01%
55,100
-24,504
-31% -$3.48M
PLNT icon
1407
Planet Fitness
PLNT
$4.41B
$7.95M 0.01%
106,457
-10,822
-9% -$729K
DOOR
1408
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$7.95M 0.01%
110,097
-36,853
-25% -$2.42M
AAT
1409
American Assets Trust
AAT
$1.49B
$7.95M 0.01%
173,113
-3,558
-2% -$166K
CWT icon
1410
California Water Service
CWT
$3.14B
$7.94M 0.01%
153,935
-3,563
-2% -$186K
SYKE
1411
DELISTED
SYKES Enterprises Inc
SYKE
$7.92M 0.01%
214,255
-716
-0.3% -$24.2K
BDC icon
1412
Belden
BDC
$4.07B
$7.91M 0.01%
143,734
+3,441
+2% +$184K
CBD
1413
DELISTED
Companhia Brasileira de Distribuicao
CBD
$7.9M 0.01%
361,204
+17,120
+5% +$343K
WUBA
1414
DELISTED
58.com Inc
WUBA
$7.9M 0.01%
121,990
+21,034
+21% +$1.18M
UNF icon
1415
Unifirst Corp
UNF
$5.42B
$7.86M 0.01%
38,908
+660
+2% +$134K
VTI icon
1416
Vanguard Total Stock Market ETF
VTI
$657B
$7.86M 0.01%
48,033
-371
-0.8% -$58.1K
EWY icon
1417
iShares MSCI South Korea ETF
EWY
$21.4B
$7.85M 0.01%
126,242
+8,741
+7% +$519K
SMG icon
1418
ScottsMiracle-Gro
SMG
$4.13B
$7.85M 0.01%
73,942
-11,140
-13% -$1.14M
JHG
1419
DELISTED
Janus Henderson
JHG
$7.83M 0.01%
320,283
+30,621
+11% +$730K
PSB
1420
DELISTED
PS Business Parks, Inc.
PSB
$7.82M 0.01%
47,433
-4,858
-9% -$854K
EVTC icon
1421
Evertec
EVTC
$1.94B
$7.82M 0.01%
229,628
-23,922
-9% -$758K
VISN
1422
Vistance Networks Inc
VISN
$2.63B
$7.81M 0.01%
550,385
+138,867
+34% +$1.8M
WAL icon
1423
Western Alliance Bancorporation
WAL
$9.11B
$7.8M 0.01%
136,788
-20,485
-13% -$1.05M
NMRK icon
1424
Newmark Group
NMRK
$2.89B
$7.78M 0.01%
578,500
+111,781
+24% +$1.3M
FLOW
1425
DELISTED
SPX FLOW, Inc.
FLOW
$7.78M 0.01%
159,241
-2,891
-2% -$128K
55 56
57
58 59

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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.