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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
PRDO icon
1801
Perdoceo Education
PRDO
$2.13B
$4.52M ﹤0.01%
245,752
+1,625
+0.7% +$26.4K
ARD
1802
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$4.52M ﹤0.01%
230,771
-4,702
-2% -$86.6K
CATM
1803
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$4.5M ﹤0.01%
100,813
-4,867
-5% -$185K
FRME icon
1804
First Merchants
FRME
$2.7B
$4.49M ﹤0.01%
107,899
+409
+0.4% +$16.3K
SPGM icon
1805
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.69B
$4.49M ﹤0.01%
104,527
+3,487
+3% +$145K
ADEA icon
1806
Adeia
ADEA
$2.69B
$4.49M ﹤0.01%
916,582
-323,507
-26% -$1.72M
UCTT
1807
Ultra Clean Holdings
UCTT
$3.32B
$4.49M ﹤0.01%
191,100
+67,031
+54% +$1.36M
ROCK icon
1808
Gibraltar Industries
ROCK
$1.3B
$4.48M ﹤0.01%
88,748
+20,457
+30% +$1.03M
PDD icon
1809
Pinduoduo
PDD
$124B
$4.47M ﹤0.01%
118,333
+10,868
+10% +$406K
KNL
1810
DELISTED
Knoll, Inc.
KNL
$4.47M ﹤0.01%
177,078
+23,135
+15% +$611K
OTTR icon
1811
Otter Tail
OTTR
$3.94B
$4.46M ﹤0.01%
86,934
-20,144
-19% -$1.05M
XLF icon
1812
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$4.42M ﹤0.01%
143,491
-2,715
-2% -$79.7K
CAL icon
1813
Caleres
CAL
$428M
$4.41M ﹤0.01%
185,556
-6,652
-3% -$150K
PCG icon
1814
PG&E
PCG
$39.2B
$4.39M ﹤0.01%
403,989
+137,067
+51% +$1.17M
AGIO icon
1815
Agios Pharmaceuticals
AGIO
$2.1B
$4.39M ﹤0.01%
91,944
+46,241
+101% +$1.75M
GDS icon
1816
GDS Holdings
GDS
$5.98B
$4.39M ﹤0.01%
85,094
+7,891
+10% +$354K
HUBG icon
1817
HUB Group
HUBG
$2.84B
$4.39M ﹤0.01%
171,156
+21,544
+14% +$533K
MEOH icon
1818
Methanex
MEOH
$4.03B
$4.39M ﹤0.01%
113,547
+30,972
+38% +$1.16M
BEAT
1819
DELISTED
BioTelemetry, Inc.
BEAT
$4.38M ﹤0.01%
94,519
+6,295
+7% +$273K
SSB icon
1820
SouthState Bank Corp
SSB
$10.3B
$4.38M ﹤0.01%
50,435
+198
+0.4% +$16.1K
PUB
1821
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$4.37M ﹤0.01%
386,082
-47,140
-11% -$534K
KOS icon
1822
Kosmos Energy
KOS
$1.44B
$4.37M ﹤0.01%
765,933
-178,286
-19% -$1.08M
MSD
1823
Morgan Stanley Emerging Markets Debt Fund
MSD
$147M
$4.35M ﹤0.01%
449,733
+17,658
+4% +$167K
FBC
1824
DELISTED
Flagstar Bancorp, Inc. New
FBC
$4.34M ﹤0.01%
113,567
-6,792
-6% -$254K
MGRC icon
1825
McGrath RentCorp
MGRC
$2.88B
$4.34M ﹤0.01%
56,717
+4,342
+8% +$315K
71 72
73
74 75

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MCM
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PSUF
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BAM
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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.