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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
CADE
1951
DELISTED
Cadence Bancorporation
CADE
$3.54M ﹤0.01%
195,367
-30,613
-14% -$512K
SID icon
1952
Companhia Siderúrgica Nacional
SID
$1.37B
$3.53M ﹤0.01%
1,024,148
-311,625
-23% -$970K
PFSI icon
1953
PennyMac Financial
PFSI
$4.47B
$3.53M ﹤0.01%
103,765
+274
+0.3% +$8.9K
CTBI icon
1954
Community Trust Bancorp
CTBI
$1.42B
$3.53M ﹤0.01%
75,669
-2,704
-3% -$120K
JOYY
1955
JOYY Inc
JOYY
$3.73B
$3.52M ﹤0.01%
66,734
-8,406
-11% -$495K
BCC icon
1956
Boise Cascade
BCC
$2.73B
$3.52M ﹤0.01%
96,410
+1,222
+1% +$44.4K
MTX icon
1957
Minerals Technologies
MTX
$2.29B
$3.51M ﹤0.01%
60,963
+971
+2% +$52.2K
DMC
1958
Del Monte Corp
DMC
$1.42B
$3.5M ﹤0.01%
100,139
+11,208
+13% +$359K
TGI
1959
DELISTED
Triumph Group
TGI
$3.5M ﹤0.01%
138,607
-32,694
-19% -$812K
OIS icon
1960
Oil States International
OIS
$466M
$3.48M ﹤0.01%
213,404
-30,660
-13% -$466K
EWT icon
1961
iShares MSCI Taiwan ETF
EWT
$9.13B
$3.48M ﹤0.01%
84,596
-476
-0.6% -$18.7K
CHEF icon
1962
Chefs' Warehouse
CHEF
$4.31B
$3.47M ﹤0.01%
90,968
-4,815
-5% -$175K
MATW icon
1963
Matthews International
MATW
$887M
$3.46M ﹤0.01%
90,676
+8,120
+10% +$298K
IMO icon
1964
Imperial Oil
IMO
$62.3B
$3.46M ﹤0.01%
130,725
-98,449
-43% -$2.49M
BUSE icon
1965
First Busey Corp
BUSE
$2.6B
$3.46M ﹤0.01%
125,667
+7,909
+7% +$209K
PAG icon
1966
Penske Automotive Group
PAG
$14.7B
$3.44M ﹤0.01%
68,444
+4,986
+8% +$247K
CENTA icon
1967
Central Garden & Pet Co Class A
CENTA
$2.43B
$3.43M ﹤0.01%
146,131
-23,842
-14% -$536K
MCHB
1968
Mechanics Bancorp
MCHB
$3.65B
$3.42M ﹤0.01%
100,702
+11,546
+13% +$357K
HCC icon
1969
Warrior Met Coal
HCC
$4.17B
$3.42M ﹤0.01%
161,965
+32,305
+25% +$660K
BOKF icon
1970
BOK Financial
BOKF
$8.58B
$3.42M ﹤0.01%
39,107
-13,299
-25% -$1.08M
HCCI
1971
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$3.42M ﹤0.01%
108,867
+5,697
+6% +$163K
TDAY
1972
USA Today Co
TDAY
$1.29B
$3.4M ﹤0.01%
533,316
+284,616
+114% +$2.09M
ECHO
1973
EchoStar
ECHO
$24.3B
$3.4M ﹤0.01%
78,584
+14,387
+22% +$577K
HL icon
1974
Hecla Mining
HL
$9.49B
$3.4M ﹤0.01%
1,001,887
+98,858
+11% +$242K
NNI icon
1975
Nelnet
NNI
$4.96B
$3.38M ﹤0.01%
58,017
-4,166
-7% -$255K
77 78
79
80 81

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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.