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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
USNA icon
1826
Usana Health Sciences
USNA
$415M
$4.32M ﹤0.01%
55,015
-8,058
-13% -$594K
MODN
1827
DELISTED
MODEL N, INC.
MODN
$4.32M ﹤0.01%
123,060
-2,778
-2% -$84.5K
RUSHA icon
1828
Rush Enterprises Class A
RUSHA
$6.32B
$4.31M ﹤0.01%
208,577
-31,183
-13% -$607K
RTLR
1829
DELISTED
Rattler Midstream LP Common Units
RTLR
$4.3M ﹤0.01%
241,731
+21,057
+10% +$335K
CENX icon
1830
Century Aluminum
CENX
$4.21B
$4.28M ﹤0.01%
569,649
+56,799
+11% +$394K
VONV icon
1831
Vanguard Russell 1000 Value ETF
VONV
$20.6B
$4.28M ﹤0.01%
71,426
+26
+0% +$1.5K
CUB
1832
DELISTED
Cubic Corporation
CUB
$4.26M ﹤0.01%
67,055
+1,564
+2% +$106K
CBPO
1833
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$4.25M ﹤0.01%
36,556
-5,189
-12% -$601K
SPTN
1834
DELISTED
SpartanNash
SPTN
$4.25M ﹤0.01%
298,564
+15,552
+5% +$205K
FRO icon
1835
Frontline
FRO
$8.58B
$4.25M ﹤0.01%
330,252
-78,329
-19% -$853K
SHO icon
1836
Sunstone Hotel Investors
SHO
$2.2B
$4.24M ﹤0.01%
304,894
-26,454
-8% -$367K
WW
1837
DELISTED
WW International
WW
$4.24M ﹤0.01%
111,029
-2,551
-2% -$96.8K
TARO
1838
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$4.24M ﹤0.01%
48,208
-264
-0.5% -$22.3K
BGS icon
1839
B&G Foods
BGS
$304M
$4.23M ﹤0.01%
235,821
-130,217
-36% -$2.19M
FCNCA icon
1840
First Citizens BancShares
FCNCA
$24.9B
$4.23M ﹤0.01%
7,940
+386
+5% +$195K
QLYS icon
1841
Qualys
QLYS
$4.73B
$4.22M ﹤0.01%
50,662
+5,558
+12% +$461K
IPHS
1842
DELISTED
Innophos Holdings, Inc.
IPHS
$4.22M ﹤0.01%
132,088
-7,722
-6% -$248K
LPSN icon
1843
LivePerson
LPSN
$22.4M
$4.22M ﹤0.01%
7,604
-3,215
-30% -$1.85M
UBA
1844
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$4.22M ﹤0.01%
169,727
+3,197
+2% +$76.8K
SXI icon
1845
Standex International
SXI
$3.42B
$4.21M ﹤0.01%
53,120
+880
+2% +$66.9K
IBP icon
1846
Installed Building Products
IBP
$6.23B
$4.21M ﹤0.01%
61,067
+15,851
+35% +$1.07M
OSG
1847
Octave Specialty Group
OSG
$257M
$4.2M ﹤0.01%
194,844
-71,140
-27% -$1.46M
CALM icon
1848
Cal-Maine
CALM
$4.44B
$4.19M ﹤0.01%
98,000
+5,726
+6% +$239K
MGU
1849
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$4.19M ﹤0.01%
168,769
+41,463
+33% +$1M
EOD
1850
Allspring Global Dividend Opportunity Fund
EOD
$273M
$4.18M ﹤0.01%
739,301
-63,757
-8% -$350K
72 73
74
75 76

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.