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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
PFS icon
1601
Provident Financial Services
PFS
$3.15B
$5.92M ﹤0.01%
240,076
-17,898
-7% -$442K
SCL icon
1602
Stepan Co
SCL
$1.32B
$5.92M ﹤0.01%
57,757
-257
-0.4% -$25K
CNDT icon
1603
Conduent
CNDT
$251M
$5.92M ﹤0.01%
954,139
+63,514
+7% +$397K
HEI.A icon
1604
HEICO Corp Class A
HEI.A
$36.8B
$5.89M ﹤0.01%
65,823
+6,316
+11% +$602K
CNNE icon
1605
Cannae Holdings
CNNE
$665M
$5.89M ﹤0.01%
158,430
-964
-0.6% -$31.7K
LBTYA icon
1606
Liberty Global Class A
LBTYA
$3.49B
$5.89M ﹤0.01%
258,906
-3,926
-1% -$92.5K
FELE icon
1607
Franklin Electric
FELE
$4.85B
$5.88M ﹤0.01%
102,575
+1,278
+1% +$67.5K
HLX icon
1608
Helix Energy Solutions
HLX
$1.35B
$5.88M ﹤0.01%
610,335
+35,489
+6% +$307K
CXW icon
1609
CoreCivic
CXW
$3.03B
$5.86M ﹤0.01%
336,877
-123,761
-27% -$1.96M
AX icon
1610
Axos Financial
AX
$5.64B
$5.84M ﹤0.01%
192,829
+3,001
+2% +$87.7K
INDB icon
1611
Independent Bank
INDB
$4.1B
$5.83M ﹤0.01%
70,079
-3,385
-5% -$277K
MHO icon
1612
M/I Homes
MHO
$3.89B
$5.83M ﹤0.01%
148,153
+9,473
+7% +$396K
REZI icon
1613
Resideo Technologies
REZI
$5.55B
$5.83M ﹤0.01%
488,638
-29,790
-6% -$339K
AAWW
1614
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$5.83M ﹤0.01%
211,425
-167,230
-44% -$4.18M
SABR icon
1615
Sabre
SABR
$743M
$5.82M ﹤0.01%
259,514
+39,703
+18% +$880K
ALV icon
1616
Autoliv
ALV
$9.09B
$5.82M ﹤0.01%
68,933
-2,608
-4% -$213K
BKD icon
1617
Brookdale Senior Living
BKD
$3.67B
$5.82M ﹤0.01%
800,212
-71,810
-8% -$533K
WNS
1618
DELISTED
WNS Holdings
WNS
$5.82M ﹤0.01%
87,920
+8,315
+10% +$518K
TBI
1619
Trueblue
TBI
$235M
$5.81M ﹤0.01%
241,411
+11,818
+5% +$270K
MZTI
1620
The Marzetti Company
MZTI
$3.02B
$5.8M ﹤0.01%
36,244
-9,190
-20% -$1.38M
TY icon
1621
TRI-Continental Corp
TY
$1.86B
$5.8M ﹤0.01%
205,728
+92,482
+82% +$2.57M
AGS
1622
DELISTED
PlayAGS
AGS
$5.79M ﹤0.01%
477,710
+44,624
+10% +$509K
ELME
1623
Elme Communities
ELME
$142M
$5.79M ﹤0.01%
198,356
+7,732
+4% +$230K
TRST
1624
Trustco Bank Corp NY
TRST
$984M
$5.78M ﹤0.01%
133,361
+9,213
+7% +$394K
EPAY
1625
DELISTED
Bottomline Technologies Inc
EPAY
$5.78M ﹤0.01%
107,842
+23,022
+27% +$1.05M
63 64
65
66 67

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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.