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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
VUG icon
2176
Vanguard Growth ETF
VUG
$212B
$2.49M ﹤0.01%
82,158
+384
+0.5% +$11.1K
LYFT icon
2177
Lyft
LYFT
$5.86B
$2.49M ﹤0.01%
57,946
+49,442
+581% +$2.17M
CORR
2178
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$2.49M ﹤0.01%
55,705
-1,558
-3% -$70.8K
CSFL
2179
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$2.49M ﹤0.01%
99,729
+14,273
+17% +$357K
HEES
2180
DELISTED
H&E Equipment Services
HEES
$2.49M ﹤0.01%
74,416
-648
-0.9% -$21K
COLL icon
2181
Collegium Pharmaceutical
COLL
$1.18B
$2.49M ﹤0.01%
120,806
-15,426
-11% -$257K
ALG icon
2182
Alamo Group
ALG
$1.91B
$2.48M ﹤0.01%
19,766
-1,232
-6% -$144K
AY
2183
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.48M ﹤0.01%
93,843
-41,059
-30% -$1.03M
MTUS icon
2184
Metallus
MTUS
$833M
$2.48M ﹤0.01%
315,055
+31,720
+11% +$199K
CHA
2185
DELISTED
China Telecom Corporation, LTD
CHA
$2.47M ﹤0.01%
59,875
-8,631
-13% -$362K
GTES icon
2186
Gates Industrial Corporation Ltd.
GTES
$6.31B
$2.46M ﹤0.01%
178,675
-327
-0.2% -$3.72K
ECOL
2187
DELISTED
US Ecology, Inc.
ECOL
$2.45M ﹤0.01%
42,373
-258
-0.6% -$15.3K
LCI
2188
DELISTED
Lannett Company, Inc.
LCI
$2.45M ﹤0.01%
69,319
-1,904
-3% -$77.4K
RAVN
2189
DELISTED
Raven Industries Inc
RAVN
$2.44M ﹤0.01%
70,895
+5,278
+8% +$180K
FARO
2190
DELISTED
Faro Technologies
FARO
$2.44M ﹤0.01%
48,451
+3,409
+8% +$167K
GRPN icon
2191
Groupon
GRPN
$1.03B
$2.44M ﹤0.01%
51,034
-15,720
-24% -$872K
MXL icon
2192
MaxLinear
MXL
$5.19B
$2.43M ﹤0.01%
114,706
+1,561
+1% +$32.4K
LOCO icon
2193
El Pollo Loco
LOCO
$503M
$2.43M ﹤0.01%
160,375
+6,201
+4% +$86.6K
RRD
2194
DELISTED
RR Donnelley & Sons Co.
RRD
$2.43M ﹤0.01%
614,435
-102,147
-14% -$404K
IOVA icon
2195
Iovance Biotherapeutics
IOVA
$2.04B
$2.42M ﹤0.01%
87,417
+860
+1% +$19.6K
TCBK icon
2196
TriCo Bancshares
TCBK
$1.85B
$2.42M ﹤0.01%
59,220
+3,888
+7% +$148K
WSR
2197
DELISTED
Whitestone REIT
WSR
$2.41M ﹤0.01%
177,095
-694
-0.4% -$9.53K
CATO icon
2198
Cato Corp
CATO
$65.7M
$2.41M ﹤0.01%
138,480
-23,724
-15% -$424K
KYNB
2199
Kyntra Bio
KYNB
$27.4M
$2.4M ﹤0.01%
2,242
-750
-25% -$766K
EXPR
2200
DELISTED
Express, Inc.
EXPR
$2.4M ﹤0.01%
24,686
-1,349
-5% -$106K
86 87
88
89 90

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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.