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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
CCJ icon
2126
Cameco
CCJ
$36.8B
$2.68M ﹤0.01%
301,261
+61,193
+25% +$566K
HRTX icon
2127
Heron Therapeutics
HRTX
$93.4M
$2.68M ﹤0.01%
113,960
+16,863
+17% +$373K
DENN
2128
DELISTED
Denny's
DENN
$2.67M ﹤0.01%
134,509
-53,690
-29% -$1.11M
GPMT
2129
Granite Point Mortgage Trust
GPMT
$63.7M
$2.66M ﹤0.01%
144,543
+18,344
+15% +$336K
CAMP
2130
DELISTED
CalAmp Corp.
CAMP
$2.65M ﹤0.01%
12,049
-659
-5% -$161K
SNDR icon
2131
Schneider National
SNDR
$6.17B
$2.65M ﹤0.01%
121,435
-14,068
-10% -$317K
GCP
2132
DELISTED
GCP Applied Technologies Inc.
GCP
$2.65M ﹤0.01%
116,639
+25,487
+28% +$549K
TI.A
2133
DELISTED
Telecom Italia 10 Svg
TI.A
$2.65M ﹤0.01%
436,625
+7,574
+2% +$45.9K
KRA
2134
DELISTED
Kraton Corporation
KRA
$2.64M ﹤0.01%
104,387
-59,560
-36% -$1.44M
CVNA icon
2135
Carvana
CVNA
$47.5B
$2.64M ﹤0.01%
143,455
+19,755
+16% +$331K
EGHT icon
2136
8x8 Inc
EGHT
$279M
$2.64M ﹤0.01%
144,254
+3,468
+2% +$66.9K
PATK icon
2137
Patrick Industries
PATK
$2.87B
$2.64M ﹤0.01%
75,441
+9,015
+14% +$293K
NSLR
2138
Neostellar Capital Corp
NSLR
$258M
$2.64M ﹤0.01%
479,568
+13,563
+3% +$74.6K
NOMD icon
2139
Nomad Foods
NOMD
$1.77B
$2.63M ﹤0.01%
117,811
-1,905
-2% -$38.8K
WRLD icon
2140
World Acceptance Corp
WRLD
$861M
$2.63M ﹤0.01%
30,473
-8,265
-21% -$851K
NWLI
2141
DELISTED
National Western Life Group, Inc. Class A
NWLI
$2.63M ﹤0.01%
9,043
+221
+3% +$59.2K
HNGR
2142
DELISTED
Hanger Inc.
HNGR
$2.63M ﹤0.01%
95,184
+7,750
+9% +$184K
CHK
2143
DELISTED
Chesapeake Energy Corporation
CHK
$2.63M ﹤0.01%
15,911
-5,003
-24% -$1.01M
IRWD icon
2144
Ironwood Pharmaceuticals
IRWD
$586M
$2.63M ﹤0.01%
197,198
+116,112
+143% +$1.28M
UIS icon
2145
Unisys
UIS
$252M
$2.63M ﹤0.01%
221,317
-7,961
-3% -$79.8K
ARR
2146
Armour Residential REIT
ARR
$2.32B
$2.62M ﹤0.01%
29,294
+10,054
+52% +$859K
HLIT icon
2147
Harmonic Inc
HLIT
$1.15B
$2.62M ﹤0.01%
335,334
-29,763
-8% -$222K
CDLX icon
2148
Cardlytics
CDLX
$22.2M
$2.61M ﹤0.01%
4,157
-1,107
-21% -$541K
ALRM icon
2149
Alarm.com
ALRM
$2.75B
$2.6M ﹤0.01%
60,546
-4,070
-6% -$184K
DBX icon
2150
Dropbox
DBX
$7.78B
$2.6M ﹤0.01%
145,148
+33,383
+30% +$629K
84 85
86
87 88

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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.