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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
HI
1426
DELISTED
Hillenbrand
HI
$7.76M 0.01%
233,040
+71,087
+44% +$2.25M
HMN icon
1427
Horace Mann Educators
HMN
$2.12B
$7.74M 0.01%
177,365
+5,571
+3% +$246K
VTIP icon
1428
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$7.74M 0.01%
157,101
-1,780
-1% -$87.6K
COHR
1429
DELISTED
Coherent Inc
COHR
$7.74M 0.01%
46,502
-2,481
-5% -$384K
MOMO
1430
Hello Group
MOMO
$869M
$7.73M 0.01%
230,639
+9,779
+4% +$348K
FSD
1431
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$7.71M 0.01%
489,662
+216,599
+79% +$3.33M
KFY icon
1432
Korn Ferry
KFY
$4.26B
$7.71M 0.01%
181,816
-9,360
-5% -$362K
AYR
1433
DELISTED
Aircastle Ltd
AYR
$7.7M 0.01%
240,572
-39,977
-14% -$1.15M
SWN
1434
DELISTED
Southwestern Energy Company
SWN
$7.69M 0.01%
3,176,150
+1,133,485
+55% +$2.34M
ACCO icon
1435
Acco Brands
ACCO
$401M
$7.68M 0.01%
820,511
-99,823
-11% -$945K
KOF icon
1436
Coca-Cola Femsa
KOF
$22.8B
$7.67M 0.01%
126,522
+1,715
+1% +$101K
THO icon
1437
Thor Industries
THO
$4.13B
$7.67M 0.01%
103,210
+8,024
+8% +$518K
TEN
1438
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$7.66M 0.01%
584,924
-24,139
-4% -$317K
UHAL icon
1439
U-Haul Holding Co
UHAL
$14.3B
$7.65M 0.01%
203,570
+51,570
+34% +$1.96M
REXR icon
1440
Rexford Industrial Realty
REXR
$8.64B
$7.65M 0.01%
167,429
+6,930
+4% +$320K
CSOD
1441
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$7.63M 0.01%
130,289
+704
+0.5% +$40.7K
ROKU icon
1442
Roku
ROKU
$21.3B
$7.62M 0.01%
56,925
+1,780
+3% +$245K
SAIC icon
1443
Saic
SAIC
$5.14B
$7.62M 0.01%
87,563
-7,483
-8% -$626K
KMPR icon
1444
Kemper
KMPR
$1.82B
$7.61M 0.01%
98,226
+20,717
+27% +$1.55M
PSO icon
1445
Pearson
PSO
$10.5B
$7.6M 0.01%
901,972
-518,374
-36% -$4.46M
AHRT
1446
AH Realty Trust
AHRT
$540M
$7.58M 0.01%
412,887
+25,126
+6% +$456K
ENS icon
1447
EnerSys
ENS
$6.69B
$7.55M 0.01%
100,955
+8,272
+9% +$573K
CMD
1448
DELISTED
Cantel Medical Corporation
CMD
$7.55M 0.01%
106,502
-9,688
-8% -$703K
DOC
1449
DELISTED
PHYSICIANS REALTY TRUST
DOC
$7.52M 0.01%
397,102
+23,655
+6% +$434K
WWE
1450
DELISTED
World Wrestling Entertainment
WWE
$7.51M 0.01%
115,832
-8,203
-7% -$519K
56 57
58
59 60

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NIPH
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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.