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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
ARCC icon
2151
Ares Capital
ARCC
$13.4B
$2.6M ﹤0.01%
139,347
+9,969
+8% +$185K
HVT icon
2152
Haverty Furniture Companies
HVT
$418M
$2.6M ﹤0.01%
128,802
+4,257
+3% +$86K
CARS icon
2153
Cars.com
CARS
$722M
$2.59M ﹤0.01%
211,589
+1,991
+0.9% +$23.2K
FFIC
2154
DELISTED
Flushing Financial
FFIC
$2.59M ﹤0.01%
119,689
-4,691
-4% -$99.8K
SCTL
2155
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$2.58M ﹤0.01%
141,045
+21,841
+18% +$314K
FOE
2156
DELISTED
Ferro Corporation
FOE
$2.58M ﹤0.01%
174,215
+78,209
+81% +$1.01M
FG
2157
DELISTED
FGL Holdings Ordinary Shares
FG
$2.58M ﹤0.01%
242,534
+87,099
+56% +$792K
RNP icon
2158
Cohen & Steers REIT and Preferred and Income Fund
RNP
$989M
$2.58M ﹤0.01%
108,372
-109,323
-50% -$2.63M
CTT
2159
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$2.58M ﹤0.01%
224,733
+37,794
+20% +$431K
MTSC
2160
DELISTED
MTS Systems Corp
MTSC
$2.58M ﹤0.01%
53,679
-19,949
-27% -$1.06M
VRTS icon
2161
Virtus Investment Partners
VRTS
$1.12B
$2.57M ﹤0.01%
21,145
-6,233
-23% -$695K
ECHO
2162
DELISTED
Echo Global Logistics, Inc.
ECHO
$2.57M ﹤0.01%
124,289
-56,753
-31% -$1.19M
TRTX
2163
TPG RE Finance Trust
TRTX
$635M
$2.57M ﹤0.01%
126,871
+56
+0% +$1.13K
FIBK icon
2164
First Interstate BancSystem
FIBK
$3.67B
$2.57M ﹤0.01%
61,310
+3,609
+6% +$151K
HFWA icon
2165
Heritage Financial
HFWA
$1.22B
$2.56M ﹤0.01%
90,357
+15,443
+21% +$426K
ZS icon
2166
Zscaler
ZS
$24.9B
$2.55M ﹤0.01%
54,898
+12,728
+30% +$591K
AQN icon
2167
Algonquin Power & Utilities
AQN
$4.59B
$2.55M ﹤0.01%
180,358
+5,544
+3% +$76.9K
CHRD icon
2168
Chord Energy
CHRD
$7.68B
$2.55M ﹤0.01%
782,932
-231,182
-23% -$662K
EVBG
2169
DELISTED
Everbridge, Inc. Common Stock
EVBG
$2.55M ﹤0.01%
32,680
-22,722
-41% -$1.75M
XLK icon
2170
State Street Technology Select Sector SPDR ETF
XLK
$109B
$2.55M ﹤0.01%
55,554
+90
+0.2% +$3.85K
SSP icon
2171
E.W. Scripps
SSP
$270M
$2.54M ﹤0.01%
161,457
+11,059
+7% +$158K
AUD
2172
DELISTED
Audacy, Inc.
AUD
$2.53M ﹤0.01%
544,353
-45,493
-8% -$190K
AQUA
2173
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$2.52M ﹤0.01%
132,771
+5,140
+4% +$92.2K
CDR
2174
DELISTED
Cedar Realty Trust, Inc
CDR
$2.5M ﹤0.01%
128,605
-5,033
-4% -$97.8K
ANH
2175
DELISTED
Anworth Mortgage Asset Corporation
ANH
$2.5M ﹤0.01%
709,863
+214,307
+43% +$741K
85 86
87
88 89

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MCM
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PSUF
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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.