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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
NBTB icon
1626
NBT Bancorp
NBTB
$2.79B
$5.77M ﹤0.01%
142,222
-4,084
-3% -$160K
TPH
1627
DELISTED
Tri Pointe Homes
TPH
$5.76M ﹤0.01%
369,492
+41,341
+13% +$637K
PRKS icon
1628
United Parks & Resorts
PRKS
$2.21B
$5.76M ﹤0.01%
181,531
-31,839
-15% -$918K
NMIH icon
1629
NMI Holdings
NMIH
$3.34B
$5.75M ﹤0.01%
173,403
+4,976
+3% +$155K
SRG
1630
Seritage Growth Properties
SRG
$129M
$5.74M ﹤0.01%
143,265
-16,117
-10% -$682K
BPYU
1631
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
$5.74M ﹤0.01%
310,961
-25,689
-8% -$486K
TU icon
1632
Telus
TU
$16.7B
$5.73M ﹤0.01%
296,090
+50,862
+21% +$943K
LZB icon
1633
La-Z-Boy
LZB
$1.65B
$5.73M ﹤0.01%
182,096
-11,703
-6% -$392K
EPAC icon
1634
Enerpac Tool Group
EPAC
$1.9B
$5.73M ﹤0.01%
220,176
-11,207
-5% -$274K
SNBR
1635
DELISTED
Sleep Number
SNBR
$5.72M ﹤0.01%
116,220
-4,814
-4% -$229K
MMT
1636
Aberdeen Multi-Market Income Fund
MMT
$238M
$5.72M ﹤0.01%
935,031
+12,204
+1% +$73.7K
VRE
1637
DELISTED
Veris Residential
VRE
$5.71M ﹤0.01%
247,034
-40,025
-14% -$868K
FSS icon
1638
Federal Signal
FSS
$7.19B
$5.71M ﹤0.01%
176,957
-23,165
-12% -$755K
RPT
1639
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$5.7M ﹤0.01%
379,217
-13,414
-3% -$192K
QTS
1640
DELISTED
QTS REALTY TRUST, INC.
QTS
$5.7M ﹤0.01%
105,061
-40,734
-28% -$2.14M
SFNC icon
1641
Simmons First National
SFNC
$3.39B
$5.7M ﹤0.01%
212,805
-17,826
-8% -$450K
HMSY
1642
DELISTED
HMS Holdings Corp.
HMSY
$5.69M ﹤0.01%
192,376
-119,547
-38% -$3.67M
NSA
1643
DELISTED
National Storage Affiliates Trust
NSA
$5.69M ﹤0.01%
169,123
+5,906
+4% +$198K
ATI icon
1644
ATI
ATI
$25.5B
$5.68M ﹤0.01%
274,962
-12,521
-4% -$271K
MTSI icon
1645
MACOM Technology Solutions
MTSI
$19B
$5.68M ﹤0.01%
213,413
-40,626
-16% -$970K
FCFS icon
1646
FirstCash
FCFS
$9.06B
$5.68M ﹤0.01%
70,390
-9,570
-12% -$804K
IWD icon
1647
iShares Russell 1000 Value ETF
IWD
$82.2B
$5.66M ﹤0.01%
41,443
-9,201
-18% -$1.21M
RETA
1648
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$5.66M ﹤0.01%
27,665
+9,390
+51% +$1.71M
MFGP
1649
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$5.64M ﹤0.01%
402,258
-10,770
-3% -$149K
UTL icon
1650
Unitil
UTL
$1.01B
$5.64M ﹤0.01%
91,266
+276
+0.3% +$17.1K
64 65
66
67 68

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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.