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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
ALKS icon
2051
Alkermes
ALKS
$8.11B
$3M ﹤0.01%
146,841
+16,156
+12% +$321K
MIK
2052
DELISTED
Michaels Stores, Inc
MIK
$2.99M ﹤0.01%
370,034
-98,204
-21% -$825K
LBRDA icon
2053
Liberty Broadband Class A
LBRDA
$4.89B
$2.99M ﹤0.01%
24,031
+288
+1% +$33.3K
LADR
2054
Ladder Capital
LADR
$1.24B
$2.97M ﹤0.01%
164,869
-14,336
-8% -$247K
DAY
2055
DELISTED
Dayforce
DAY
$2.97M ﹤0.01%
43,771
+20,467
+88% +$1.13M
MYOK
2056
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$2.97M ﹤0.01%
40,741
+15,303
+60% +$928K
CHGG icon
2057
Chegg
CHGG
$116M
$2.97M ﹤0.01%
78,269
-6,480
-8% -$227K
PLOW icon
2058
Douglas Dynamics
PLOW
$992M
$2.96M ﹤0.01%
53,841
+16,090
+43% +$812K
KAI icon
2059
Kadant
KAI
$3.58B
$2.96M ﹤0.01%
28,100
+2,295
+9% +$218K
ACR
2060
ACRES Commercial Realty
ACR
$130M
$2.96M ﹤0.01%
83,512
-21,673
-21% -$760K
WOR icon
2061
Worthington Enterprises
WOR
$2.74B
$2.96M ﹤0.01%
113,663
-9,632
-8% -$227K
CTS icon
2062
CTS Corp
CTS
$1.76B
$2.96M ﹤0.01%
98,453
-733
-0.7% -$21.2K
MSTR icon
2063
Strategy Inc
MSTR
$34.1B
$2.95M ﹤0.01%
207,020
-9,330
-4% -$139K
WIRE
2064
DELISTED
Encore Wire Corp
WIRE
$2.95M ﹤0.01%
51,354
-4,405
-8% -$253K
TISI icon
2065
Team
TISI
$80.6M
$2.94M ﹤0.01%
18,443
-1,146
-6% -$194K
BFS
2066
Saul Centers
BFS
$858M
$2.94M ﹤0.01%
55,708
-957
-2% -$50.6K
EFR
2067
Eaton Vance Senior Floating-Rate Fund
EFR
$314M
$2.93M ﹤0.01%
216,166
+9,444
+5% +$123K
AUB icon
2068
Atlantic Union Bankshares
AUB
$6.05B
$2.93M ﹤0.01%
77,976
-6,038
-7% -$227K
FOSL icon
2069
Fossil Group
FOSL
$260M
$2.93M ﹤0.01%
371,622
-129,914
-26% -$1.2M
IRBT
2070
DELISTED
iRobot
IRBT
$2.93M ﹤0.01%
57,816
+11,314
+24% +$568K
RNST icon
2071
Renasant Corp
RNST
$4.04B
$2.91M ﹤0.01%
82,233
-2,129
-3% -$75.1K
GAM
2072
General American Investors Company
GAM
$1.54B
$2.91M ﹤0.01%
77,068
+61,076
+382% +$2.25M
KFRC icon
2073
Kforce
KFRC
$1.05B
$2.91M ﹤0.01%
73,235
+584
+0.8% +$23.1K
TUP
2074
DELISTED
Tupperware Brands Corporation
TUP
$2.9M ﹤0.01%
338,008
-74,071
-18% -$808K
GLOG
2075
DELISTED
GASLOG LTD
GLOG
$2.88M ﹤0.01%
294,579
-11,191
-4% -$127K
81 82
83
84 85

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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.