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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
EXEL icon
1476
Exelixis
EXEL
$14.2B
$7.32M 0.01%
415,169
-82,476
-17% -$1.4M
PRAH
1477
DELISTED
PRA Health Sciences, Inc.
PRAH
$7.31M 0.01%
65,749
+922
+1% +$94.8K
MEI icon
1478
Methode Electronics
MEI
$525M
$7.27M 0.01%
184,736
+10,990
+6% +$399K
PRGS icon
1479
Progress Software
PRGS
$1.66B
$7.27M 0.01%
174,951
-7,504
-4% -$305K
CPE
1480
DELISTED
Callon Petroleum Company
CPE
$7.26M 0.01%
150,381
+82,984
+123% +$3.43M
AIT icon
1481
Applied Industrial Technologies
AIT
$12.9B
$7.22M 0.01%
108,312
-3,966
-4% -$243K
DO
1482
DELISTED
Diamond Offshore Drilling
DO
$7.22M 0.01%
1,004,655
+134,067
+15% +$779K
VRNT
1483
DELISTED
Verint Systems
VRNT
$7.2M 0.01%
255,400
-27,669
-10% -$674K
WABC icon
1484
Westamerica Bancorp
WABC
$1.39B
$7.2M 0.01%
106,282
+2,188
+2% +$143K
MDC
1485
DELISTED
M.D.C. Holdings, Inc.
MDC
$7.19M 0.01%
203,480
-42,594
-17% -$1.6M
DEA
1486
Easterly Government Properties
DEA
$1.17B
$7.18M 0.01%
121,042
+10,374
+9% +$585K
SBGI icon
1487
Sinclair Inc
SBGI
$1.02B
$7.17M 0.01%
215,192
-47,100
-18% -$1.75M
CALY
1488
Callaway Golf Company
CALY
$3.28B
$7.14M 0.01%
336,965
+805
+0.2% +$16.5K
FORM icon
1489
FormFactor
FORM
$6.88B
$7.13M 0.01%
274,401
+103,723
+61% +$2.34M
ATH
1490
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$7.12M 0.01%
151,480
+9,804
+7% +$426K
CSGS
1491
DELISTED
CSG Systems International
CSGS
$7.12M 0.01%
137,545
-8,252
-6% -$445K
IOSP icon
1492
Innospec
IOSP
$2.12B
$7.12M 0.01%
68,845
+3,202
+5% +$306K
LSXMA
1493
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$7.12M 0.01%
203,838
+10,594
+5% +$350K
SPSC icon
1494
SPS Commerce
SPSC
$2.51B
$7.12M 0.01%
128,446
-376
-0.3% -$20K
ANF icon
1495
Abercrombie & Fitch
ANF
$4.58B
$7.11M 0.01%
411,425
-173,907
-30% -$2.88M
IJR icon
1496
iShares Core S&P Small-Cap ETF
IJR
$110B
$7.1M 0.01%
84,665
-9,014
-10% -$725K
APOG icon
1497
Apogee Enterprises
APOG
$873M
$7.08M 0.01%
217,870
-62,440
-22% -$2.33M
CATY icon
1498
Cathay General Bancorp
CATY
$4.25B
$7.08M 0.01%
186,101
+16,764
+10% +$613K
ANDE icon
1499
Andersons Inc
ANDE
$2.49B
$7.07M 0.01%
279,557
+54,004
+24% +$1.18M
JGH icon
1500
Nuveen Global High Income Fund
JGH
$351M
$7.07M 0.01%
431,367
+8,632
+2% +$136K
58 59
60
61 62

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NIPH
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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.