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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
KNSL icon
1701
Kinsale Capital Group
KNSL
$8.43B
$5.27M ﹤0.01%
51,810
-3,094
-6% -$308K
MTRN icon
1702
Materion
MTRN
$4.36B
$5.25M ﹤0.01%
88,385
-23,718
-21% -$1.4M
CORE
1703
DELISTED
Core Mark Holding Co., Inc.
CORE
$5.25M ﹤0.01%
193,019
-27,434
-12% -$759K
CYBR
1704
DELISTED
CyberArk
CYBR
$5.25M ﹤0.01%
44,997
+12,931
+40% +$1.45M
KELYA icon
1705
Kelly Services Class A
KELYA
$560M
$5.23M ﹤0.01%
231,811
-2,322
-1% -$52.4K
MQY icon
1706
BlackRock MuniYield Quality Fund
MQY
$811M
$5.22M ﹤0.01%
347,193
+15,864
+5% +$238K
WPG
1707
DELISTED
Washington Prime Group Inc.
WPG
$5.22M ﹤0.01%
159,308
-29,446
-16% -$1.07M
AYX
1708
DELISTED
Alteryx Inc
AYX
$5.21M ﹤0.01%
52,076
-18,097
-26% -$1.84M
AIR icon
1709
AAR Corp
AIR
$5.62B
$5.2M ﹤0.01%
115,301
+1,131
+1% +$49.1K
NPO icon
1710
Enpro
NPO
$6.63B
$5.2M ﹤0.01%
77,747
-3,039
-4% -$202K
DCH
1711
Dauch Corp
DCH
$1.33B
$5.19M ﹤0.01%
482,679
+125,208
+35% +$1.19M
EPC icon
1712
Edgewell Personal Care
EPC
$1.3B
$5.19M ﹤0.01%
167,634
-12,194
-7% -$394K
PLAB icon
1713
Photronics
PLAB
$1.72B
$5.19M ﹤0.01%
329,136
+41,227
+14% +$519K
TDOC icon
1714
Teladoc Health
TDOC
$1.69B
$5.18M ﹤0.01%
61,925
-282
-0.5% -$21.5K
AJRD
1715
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$5.18M ﹤0.01%
113,379
-45,077
-28% -$2.04M
CPF icon
1716
Central Pacific Financial
CPF
$1.02B
$5.17M ﹤0.01%
174,878
-541
-0.3% -$15.8K
EQT icon
1717
EQT Corp
EQT
$32.3B
$5.15M ﹤0.01%
472,247
+171,419
+57% +$1.68M
UHT
1718
Universal Health Realty Income Trust
UHT
$628M
$5.1M ﹤0.01%
43,483
+1,125
+3% +$128K
ANAT
1719
DELISTED
American National Group, Inc. Common Stock
ANAT
$5.1M ﹤0.01%
43,352
+536
+1% +$63.4K
MINI
1720
DELISTED
Mobile Mini Inc
MINI
$5.1M ﹤0.01%
134,567
+979
+0.7% +$36.9K
NHI icon
1721
National Health Investors
NHI
$3.81B
$5.1M ﹤0.01%
62,598
-1,129
-2% -$92.4K
PZZA icon
1722
Papa John's
PZZA
$1.02B
$5.08M ﹤0.01%
80,525
+23,369
+41% +$1.38M
DBD
1723
DELISTED
Diebold Nixdorf Incorporated
DBD
$5.08M ﹤0.01%
481,569
-69,754
-13% -$619K
HTH icon
1724
Hilltop Holdings
HTH
$2.28B
$5.08M ﹤0.01%
203,900
-1,510
-0.7% -$36.9K
QQQ icon
1725
Invesco QQQ Trust
QQQ
$445B
$5.08M ﹤0.01%
23,909
-419
-2% -$83.9K
67 68
69
70 71

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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.