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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
ACH
1851
DELISTED
Alum Corp of China Ltd
ACH
$4.18M ﹤0.01%
480,975
+171,616
+55% +$1.36M
GVA icon
1852
Granite Construction
GVA
$5.11B
$4.18M ﹤0.01%
151,044
+25,690
+20% +$731K
MQT
1853
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$4.18M ﹤0.01%
321,326
+24,605
+8% +$318K
SNR
1854
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$4.17M ﹤0.01%
545,538
+76,193
+16% +$565K
TIVO
1855
DELISTED
Tivo Inc
TIVO
$4.17M ﹤0.01%
491,399
-65,139
-12% -$515K
FIX icon
1856
Comfort Systems
FIX
$54.2B
$4.17M ﹤0.01%
83,550
-17
-0% -$827
AERI
1857
DELISTED
Aerie Pharmaceuticals
AERI
$4.14M ﹤0.01%
171,419
+40,986
+31% +$849K
CTRE icon
1858
CareTrust REIT
CTRE
$10B
$4.14M ﹤0.01%
200,703
-99,149
-33% -$2.17M
BRG
1859
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$4.14M ﹤0.01%
343,585
+12,740
+4% +$152K
VRTU
1860
DELISTED
Virtusa Corporation
VRTU
$4.13M ﹤0.01%
91,210
+21,436
+31% +$874K
FTAI icon
1861
FTAI Aviation
FTAI
$20.3B
$4.12M ﹤0.01%
246,592
-2,991
-1% -$43.6K
INGN icon
1862
Inogen
INGN
$174M
$4.11M ﹤0.01%
60,072
+16,603
+38% +$1.04M
AMSF icon
1863
AMERISAFE
AMSF
$573M
$4.1M ﹤0.01%
62,025
+597
+1% +$39.6K
NVRI icon
1864
Enviri
NVRI
$637M
$4.09M ﹤0.01%
177,634
+3,851
+2% +$80.5K
SCHL icon
1865
Scholastic
SCHL
$772M
$4.09M ﹤0.01%
106,295
-12,230
-10% -$461K
EGIO
1866
DELISTED
Edgio, Inc. Common Stock
EGIO
$4.08M ﹤0.01%
25,012
+7,055
+39% +$1.12M
CLDT
1867
Chatham Lodging
CLDT
$630M
$4.08M ﹤0.01%
222,421
+40,546
+22% +$731K
SCD
1868
LMP Capital and Income Fund
SCD
$353M
$4.07M ﹤0.01%
261,798
-3,249
-1% -$46.9K
ONTO icon
1869
Onto Innovation
ONTO
$11B
$4.06M ﹤0.01%
111,121
+60,992
+122% +$2.07M
CVSA
1870
Covista Inc
CVSA
$4.48B
$4.05M ﹤0.01%
115,861
-5,015
-4% -$173K
MBI icon
1871
MBIA
MBI
$279M
$4.05M ﹤0.01%
435,519
-97,996
-18% -$932K
ADUS icon
1872
Addus HomeCare
ADUS
$2.23B
$4.05M ﹤0.01%
41,634
+6,303
+18% +$555K
RMBS icon
1873
Rambus
RMBS
$9.31B
$4.04M ﹤0.01%
292,969
+7,358
+3% +$98.8K
HTGC icon
1874
Hercules Capital
HTGC
$3.02B
$4.02M ﹤0.01%
286,738
-8,542
-3% -$119K
BCH icon
1875
Banco de Chile
BCH
$20.7B
$4.01M ﹤0.01%
191,211
-32,855
-15% -$799K
73 74
75
76 77

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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.