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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
AEO icon
1676
American Eagle Outfitters
AEO
$3.04B
$5.48M ﹤0.01%
372,688
-114,529
-24% -$1.75M
VMO icon
1677
Invesco Municipal Opportunity Trust
VMO
$653M
$5.48M ﹤0.01%
443,310
+55,667
+14% +$691K
ETSY icon
1678
Etsy
ETSY
$8.21B
$5.47M ﹤0.01%
123,584
-17,477
-12% -$833K
PRAA icon
1679
PRA Group
PRAA
$688M
$5.47M ﹤0.01%
150,717
-9,123
-6% -$323K
IPAR icon
1680
Interparfums
IPAR
$4.09B
$5.47M ﹤0.01%
75,184
+10,568
+16% +$769K
RVNC
1681
DELISTED
Revance Therapeutics, Inc.
RVNC
$5.46M ﹤0.01%
336,729
+81,921
+32% +$1.27M
LTC
1682
LTC Properties
LTC
$2.14B
$5.46M ﹤0.01%
121,926
-2,122
-2% -$102K
CNH
1683
CNH Industrial
CNH
$14.2B
$5.44M ﹤0.01%
567,939
-61,998
-10% -$583K
PLAN
1684
DELISTED
Anaplan, Inc.
PLAN
$5.43M ﹤0.01%
103,653
+14,334
+16% +$711K
UNIT
1685
Uniti Group
UNIT
$2.53B
$5.42M ﹤0.01%
660,320
+145,285
+28% +$1.05M
GRUB
1686
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$5.42M ﹤0.01%
55,688
-7,096
-11% -$650K
VAL
1687
DELISTED
Valaris plc Class A Ordinary Share
VAL
$5.4M ﹤0.01%
822,494
+252,053
+44% +$1.23M
FN icon
1688
Fabrinet
FN
$16.1B
$5.39M ﹤0.01%
83,198
-39,615
-32% -$2.29M
CMRE icon
1689
Costamare
CMRE
$1.86B
$5.39M ﹤0.01%
565,734
+14,154
+3% +$113K
Z icon
1690
Zillow
Z
$7.7B
$5.35M ﹤0.01%
116,551
-26,840
-19% -$1,000K
TSE
1691
DELISTED
Trinseo
TSE
$5.35M ﹤0.01%
143,769
-42,537
-23% -$1.73M
WOLF icon
1692
Wolfspeed
WOLF
$1.14B
$5.35M ﹤0.01%
115,891
-15,876
-12% -$741K
ICPT
1693
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$5.35M ﹤0.01%
43,155
+11,388
+36% +$1.02M
OSIS icon
1694
OSI Systems
OSIS
$3.64B
$5.32M ﹤0.01%
52,814
-5,696
-10% -$563K
PEN icon
1695
Penumbra
PEN
$12.6B
$5.32M ﹤0.01%
32,361
+3,429
+12% +$545K
DPG
1696
Duff & Phelps Utility and Infrastructure Fund
DPG
$532M
$5.31M ﹤0.01%
349,292
-89,884
-20% -$1.37M
CVE icon
1697
Cenovus Energy
CVE
$51.6B
$5.3M ﹤0.01%
522,650
-40,928
-7% -$371K
FFBC icon
1698
First Financial Bancorp
FFBC
$3.55B
$5.29M ﹤0.01%
208,040
+116
+0.1% +$2.83K
WLK icon
1699
Westlake Corp
WLK
$9.25B
$5.29M ﹤0.01%
75,359
+2,626
+4% +$176K
CVBF icon
1700
CVB Financial
CVBF
$4.02B
$5.27M ﹤0.01%
244,078
+18,308
+8% +$388K
66 67
68
69 70

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.