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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
TMHC icon
1451
Taylor Morrison
TMHC
$7.51M 0.01%
343,597
+27,327
+9% +$657K
AVNT icon
1452
Avient
AVNT
$3.41B
$7.5M 0.01%
204,003
-46,706
-19% -$1.53M
BSBR icon
1453
Santander
BSBR
$41B
$7.5M 0.01%
645,400
+36,160
+6% +$388K
CADE
1454
DELISTED
Cadence Bank
CADE
$7.49M 0.01%
238,472
+9,867
+4% +$305K
HDS
1455
DELISTED
HD Supply Holdings, Inc.
HDS
$7.49M 0.01%
186,112
-17,802
-9% -$708K
ADAM
1456
Adamas Trust
ADAM
$783M
$7.48M 0.01%
300,220
+3,368
+1% +$83.5K
LFUS icon
1457
Littelfuse
LFUS
$9.91B
$7.48M 0.01%
39,092
+3,853
+11% +$707K
SWCH
1458
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$7.46M 0.01%
503,708
-54,412
-10% -$825K
MSA icon
1459
Mine Safety
MSA
$6.94B
$7.46M 0.01%
59,019
+1,458
+3% +$175K
RCM
1460
DELISTED
R1 RCM Inc. Common Stock
RCM
$7.46M 0.01%
574,559
+88,170
+18% +$1.01M
TECK icon
1461
Teck Resources
TECK
$28.8B
$7.45M 0.01%
428,788
+19,003
+5% +$310K
NUAN
1462
DELISTED
Nuance Communications, Inc.
NUAN
$7.44M 0.01%
417,402
+148,100
+55% +$2.46M
FOXF icon
1463
Fox Factory Holding Corp
FOXF
$801M
$7.44M 0.01%
106,927
-9,602
-8% -$620K
ADC icon
1464
Agree Realty
ADC
$9.74B
$7.41M 0.01%
105,581
+1,315
+1% +$97K
GGB icon
1465
Gerdau
GGB
$9.72B
$7.39M 0.01%
1,901,329
-164,873
-8% -$490K
ASTE icon
1466
Astec Industries
ASTE
$1.26B
$7.39M 0.01%
176,025
-28,348
-14% -$1.03M
UNVR
1467
DELISTED
Univar Solutions Inc.
UNVR
$7.39M 0.01%
304,769
+8,098
+3% +$183K
KOP icon
1468
Koppers
KOP
$965M
$7.37M 0.01%
192,758
+46,322
+32% +$1.63M
UCB
1469
United Community Banks
UCB
$4.27B
$7.36M 0.01%
238,215
+25,212
+12% +$762K
NUS icon
1470
Nu Skin
NUS
$255M
$7.35M 0.01%
179,346
-29,589
-14% -$1.21M
CLGX
1471
DELISTED
Corelogic, Inc.
CLGX
$7.35M 0.01%
168,132
-32,822
-16% -$1.4M
WPM icon
1472
Wheaton Precious Metals
WPM
$49.8B
$7.32M 0.01%
246,154
-102,651
-29% -$2.81M
CNS icon
1473
Cohen & Steers
CNS
$4.24B
$7.32M 0.01%
116,657
+37,784
+48% +$2.39M
MEDP icon
1474
Medpace
MEDP
$15.9B
$7.32M 0.01%
87,060
-15,121
-15% -$1.17M
EVR icon
1475
Evercore
EVR
$13.2B
$7.32M 0.01%
97,852
-4,559
-4% -$347K
57 58
59
60 61

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.