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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
SSTK icon
1901
Shutterstock
SSTK
$209M
$3.85M ﹤0.01%
89,745
+5,284
+6% +$212K
SAVE
1902
DELISTED
Spirit Airlines, Inc.
SAVE
$3.84M ﹤0.01%
95,353
-22,577
-19% -$858K
CMO
1903
DELISTED
Capstead Mortgage Corp.
CMO
$3.84M ﹤0.01%
484,988
-33,350
-6% -$258K
CPS icon
1904
Cooper-Standard Automotive
CPS
$536M
$3.84M ﹤0.01%
115,811
-12,452
-10% -$403K
SM icon
1905
SM Energy
SM
$7.49B
$3.84M ﹤0.01%
341,636
-189,416
-36% -$1.71M
FM
1906
DELISTED
iShares Frontier and Select EM ETF
FM
$3.84M ﹤0.01%
126,401
-199
-0.2% -$5.76K
MAGN
1907
Magnera Corp
MAGN
$492M
$3.83M ﹤0.01%
16,118
-1,270
-7% -$282K
AMCX icon
1908
AMC Global Media
AMCX
$456M
$3.81M ﹤0.01%
96,392
-4,374
-4% -$184K
CNA icon
1909
CNA Financial
CNA
$14.9B
$3.79M ﹤0.01%
84,622
-6,624
-7% -$299K
BECN
1910
DELISTED
Beacon Roofing Supply, Inc.
BECN
$3.79M ﹤0.01%
118,509
-8,665
-7% -$274K
CHCO icon
1911
City Holding Co
CHCO
$2.05B
$3.79M ﹤0.01%
46,207
+462
+1% +$36.6K
ZWS icon
1912
Zurn Elkay Water Solutions
ZWS
$8.6B
$3.79M ﹤0.01%
240,997
-37,602
-13% -$541K
TCMD icon
1913
Tactile Systems Technology
TCMD
$616M
$3.78M ﹤0.01%
56,015
+4,661
+9% +$258K
MDB icon
1914
MongoDB
MDB
$26.3B
$3.78M ﹤0.01%
28,706
+4,260
+17% +$559K
XLI icon
1915
State Street Industrial Select Sector SPDR ETF
XLI
$32.4B
$3.77M ﹤0.01%
46,319
-7,824
-14% -$625K
JBSS icon
1916
John B. Sanfilippo & Son
JBSS
$983M
$3.75M ﹤0.01%
41,081
+3,097
+8% +$301K
TERP
1917
DELISTED
TerraForm Power, Inc
TERP
$3.74M ﹤0.01%
243,065
-48,193
-17% -$777K
PSMT icon
1918
Pricesmart
PSMT
$5.89B
$3.74M ﹤0.01%
52,627
+18,963
+56% +$1.36M
ARCB icon
1919
ArcBest
ARCB
$3.1B
$3.73M ﹤0.01%
135,228
-11,267
-8% -$326K
UA icon
1920
Under Armour Class C
UA
$2.93B
$3.73M ﹤0.01%
194,204
-10,663
-5% -$188K
EIG icon
1921
Employers Holdings
EIG
$903M
$3.72M ﹤0.01%
89,160
-1,903
-2% -$80.8K
EWJ icon
1922
iShares MSCI Japan ETF
EWJ
$21.3B
$3.72M ﹤0.01%
62,720
-1,065
-2% -$62.8K
ENVA icon
1923
Enova International
ENVA
$6.12B
$3.71M ﹤0.01%
154,362
-13,365
-8% -$301K
GPRE icon
1924
Green Plains
GPRE
$1.16B
$3.71M ﹤0.01%
240,607
-8,303
-3% -$113K
MDP
1925
DELISTED
Meredith Corporation
MDP
$3.71M ﹤0.01%
114,119
+32,256
+39% +$1.15M
75 76
77
78 79

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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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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.