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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
VMI icon
1526
Valmont Industries
VMI
$9.33B
$6.74M ﹤0.01%
44,996
-3,183
-7% -$450K
WDR
1527
DELISTED
Waddell & Reed Financial, Inc.
WDR
$6.73M ﹤0.01%
402,605
-93,551
-19% -$1.52M
PCRX icon
1528
Pacira BioSciences
PCRX
$1.05B
$6.72M ﹤0.01%
148,459
+45,290
+44% +$1.92M
UVV icon
1529
Universal Corp
UVV
$1.36B
$6.72M ﹤0.01%
117,858
-29,575
-20% -$1.6M
PENN icon
1530
PENN Entertainment
PENN
$2.82B
$6.72M ﹤0.01%
263,085
+4,108
+2% +$91.3K
TRMK icon
1531
Trustmark
TRMK
$2.74B
$6.72M ﹤0.01%
194,652
-12,435
-6% -$430K
IPHI
1532
DELISTED
INPHI CORPORATION
IPHI
$6.71M ﹤0.01%
90,664
-8
-0% -$549
GMED icon
1533
Globus Medical
GMED
$10.9B
$6.66M ﹤0.01%
113,175
+11,604
+11% +$630K
ABCB icon
1534
Ameris Bancorp
ABCB
$5.9B
$6.66M ﹤0.01%
156,615
+54,743
+54% +$2.34M
MRCY icon
1535
Mercury Systems
MRCY
$5.97B
$6.66M ﹤0.01%
96,386
-36,029
-27% -$2.6M
GTY
1536
Getty Realty Corp
GTY
$2.12B
$6.65M ﹤0.01%
202,375
+8,583
+4% +$282K
VG
1537
DELISTED
Vonage Holdings Corporation
VG
$6.65M ﹤0.01%
897,289
-207,320
-19% -$1.79M
BF.A icon
1538
Brown-Forman Class A
BF.A
$13.4B
$6.64M ﹤0.01%
105,732
+1,032
+1% +$63.4K
PRLB icon
1539
Protolabs
PRLB
$1.78B
$6.6M ﹤0.01%
65,020
-212
-0.3% -$21K
BMI icon
1540
Badger Meter
BMI
$3.9B
$6.6M ﹤0.01%
101,674
+11,617
+13% +$689K
CLR
1541
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$6.6M ﹤0.01%
192,466
+56,027
+41% +$1.74M
CHX
1542
DELISTED
ChampionX
CHX
$6.6M ﹤0.01%
195,340
-9,965
-5% -$271K
PNFP icon
1543
Pinnacle Financial Partners Inc
PNFP
$15.9B
$6.58M ﹤0.01%
102,738
+9,625
+10% +$581K
FND icon
1544
Floor & Decor
FND
$6.14B
$6.56M ﹤0.01%
129,171
-16,665
-11% -$781K
ZNGA
1545
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$6.55M ﹤0.01%
1,070,492
-6,812
-0.6% -$42.1K
RAMP icon
1546
LiveRamp
RAMP
$2.29B
$6.54M ﹤0.01%
136,035
-15,852
-10% -$712K
NJR icon
1547
New Jersey Resources
NJR
$6.04B
$6.54M ﹤0.01%
146,686
+30,013
+26% +$1.3M
SSL icon
1548
Sasol
SSL
$7.03B
$6.53M ﹤0.01%
302,131
+94,500
+46% +$1.81M
SINA
1549
DELISTED
Sina Corp
SINA
$6.52M ﹤0.01%
163,374
-44,786
-22% -$1.72M
HTHT icon
1550
Huazhu Hotels Group
HTHT
$13.2B
$6.51M ﹤0.01%
162,582
+21,425
+15% +$773K
60 61
62
63 64

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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.