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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
AMKR icon
1501
Amkor Technology
AMKR
$11.3B
$7.06M 0.01%
542,948
+44,015
+9% +$525K
CZR
1502
DELISTED
Caesars Entertainment Corporation
CZR
$7.05M 0.01%
518,516
+25,009
+5% +$317K
DCP
1503
DELISTED
DCP Midstream, LP
DCP
$7.04M 0.01%
287,591
-12,481
-4% -$293K
EGBN icon
1504
Eagle Bancorp
EGBN
$866M
$7M 0.01%
143,999
-17,996
-11% -$814K
MGEE icon
1505
MGE Energy Inc
MGEE
$3.09B
$6.99M 0.01%
88,657
-3,776
-4% -$291K
TRNO icon
1506
Terreno Realty
TRNO
$7.72B
$6.98M 0.01%
128,985
-9,654
-7% -$528K
COKE icon
1507
Coca-Cola Consolidated
COKE
$13B
$6.97M 0.01%
245,400
-19,160
-7% -$536K
ESE icon
1508
ESCO Technologies
ESE
$8.18B
$6.97M 0.01%
75,318
-6,830
-8% -$582K
NUVA
1509
DELISTED
NuVasive, Inc.
NUVA
$6.96M 0.01%
90,051
+8,209
+10% +$580K
HA
1510
DELISTED
Hawaiian Holdings, Inc.
HA
$6.94M 0.01%
236,908
+1,567
+0.7% +$45.8K
UI icon
1511
Ubiquiti
UI
$32.4B
$6.94M 0.01%
36,714
-6,229
-15% -$1M
AZTA icon
1512
Azenta
AZTA
$1.33B
$6.93M 0.01%
165,054
+7,104
+4% +$298K
SUM
1513
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$6.92M 0.01%
294,483
-36,107
-11% -$819K
KN icon
1514
Knowles
KN
$3.07B
$6.91M 0.01%
326,827
+967
+0.3% +$20.8K
MTCH icon
1515
Match Group
MTCH
$9.16B
$6.9M 0.01%
84,033
+10,582
+14% +$770K
PINS icon
1516
Pinterest
PINS
$13.6B
$6.88M 0.01%
369,128
+126,057
+52% +$2.72M
IART icon
1517
Integra LifeSciences
IART
$1.54B
$6.87M 0.01%
117,926
+3,122
+3% +$186K
SCS
1518
DELISTED
Steelcase
SCS
$6.85M 0.01%
334,988
-43,523
-11% -$807K
FCPT icon
1519
Four Corners Property Trust
FCPT
$2.85B
$6.84M 0.01%
242,670
+33,471
+16% +$936K
CMP icon
1520
Compass Minerals
CMP
$1.25B
$6.81M 0.01%
111,765
+1,225
+1% +$69.5K
BC icon
1521
Brunswick
BC
$5.33B
$6.81M 0.01%
113,546
+7,618
+7% +$441K
VGR
1522
DELISTED
Vector Group Ltd.
VGR
$6.78M 0.01%
714,176
-47,727
-6% -$417K
RITM icon
1523
Rithm Capital
RITM
$5.46B
$6.78M 0.01%
420,864
+29,347
+7% +$461K
WD icon
1524
Walker & Dunlop
WD
$1.75B
$6.77M ﹤0.01%
104,649
-2,434
-2% -$154K
SNP
1525
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$6.75M ﹤0.01%
112,286
-9,582
-8% -$556K
59 60
61
62 63

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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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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.