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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
AVAL icon
1651
Grupo Aval
AVAL
$5.79B
$5.63M ﹤0.01%
645,936
+44,323
+7% +$357K
CBZ icon
1652
CBIZ
CBZ
$2.51B
$5.63M ﹤0.01%
208,841
+48,335
+30% +$1.26M
AKS
1653
DELISTED
AK Steel Holding Corp
AKS
$5.63M ﹤0.01%
1,709,678
-12,363
-0.7% -$34.3K
GBX icon
1654
The Greenbrier Companies
GBX
$1.6B
$5.62M ﹤0.01%
173,190
+16,772
+11% +$502K
BKE icon
1655
Buckle
BKE
$2.35B
$5.62M ﹤0.01%
207,701
+46,811
+29% +$1.11M
NWBI icon
1656
Northwest Bancshares
NWBI
$2.33B
$5.6M ﹤0.01%
336,956
-1,143
-0.3% -$19.1K
WSC icon
1657
WillScot Mobile Mini Holdings
WSC
$4.66B
$5.6M ﹤0.01%
302,948
-11,406
-4% -$192K
TNC icon
1658
Tennant Co
TNC
$1.5B
$5.59M ﹤0.01%
71,713
+2,046
+3% +$152K
VTA
1659
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$5.59M ﹤0.01%
492,174
+104,889
+27% +$1.16M
TRIP icon
1660
TripAdvisor
TRIP
$1.74B
$5.58M ﹤0.01%
183,794
-84,946
-32% -$2.86M
STMP
1661
DELISTED
Stamps.com, Inc.
STMP
$5.56M ﹤0.01%
66,521
+1,946
+3% +$162K
GEF icon
1662
Greif
GEF
$4.74B
$5.55M ﹤0.01%
125,649
+1,994
+2% +$82.5K
TX icon
1663
Ternium
TX
$9.68B
$5.55M ﹤0.01%
252,407
-2,398
-0.9% -$48.8K
FRPT icon
1664
Freshpet
FRPT
$3.01B
$5.54M ﹤0.01%
93,784
+17,714
+23% +$943K
ROIC
1665
DELISTED
Retail Opportunity Investments Corp.
ROIC
$5.54M ﹤0.01%
313,678
+15,264
+5% +$276K
MYGN icon
1666
Myriad Genetics
MYGN
$502M
$5.53M ﹤0.01%
203,161
-60,949
-23% -$1.68M
AIN icon
1667
Albany International
AIN
$2.16B
$5.53M ﹤0.01%
72,843
-20,272
-22% -$1.68M
CRS icon
1668
Carpenter Technology
CRS
$27.8B
$5.53M ﹤0.01%
111,042
-8,909
-7% -$457K
CDE icon
1669
Coeur Mining
CDE
$15.4B
$5.51M ﹤0.01%
682,201
-34,571
-5% -$213K
AM icon
1670
Antero Midstream
AM
$10.3B
$5.5M ﹤0.01%
725,287
+5,969
+0.8% +$37.8K
PCH
1671
DELISTED
PotlatchDeltic
PCH
$5.5M ﹤0.01%
127,219
-21,979
-15% -$938K
SE icon
1672
Sea Limited
SE
$65.8B
$5.5M ﹤0.01%
136,879
+127,562
+1,369% +$4.29M
EGOV
1673
DELISTED
NIC Inc
EGOV
$5.5M ﹤0.01%
245,961
+8,037
+3% +$176K
IBOC icon
1674
International Bancshares
IBOC
$4.83B
$5.5M ﹤0.01%
127,602
+1,189
+0.9% +$49.3K
GMS
1675
DELISTED
GMS Inc
GMS
$5.5M ﹤0.01%
202,914
+39,268
+24% +$1.15M
65 66
67
68 69

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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.