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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
GTN icon
2201
Gray Television
GTN
$437M
$2.4M ﹤0.01%
112,015
-4,281
-4% -$79.5K
ENDP
2202
DELISTED
Endo International plc
ENDP
$2.4M ﹤0.01%
511,140
+92,985
+22% +$415K
TOWN icon
2203
Towne Bank
TOWN
$3.54B
$2.39M ﹤0.01%
86,019
+3,623
+4% +$102K
SBSI icon
2204
Southside Bancshares
SBSI
$963M
$2.39M ﹤0.01%
64,338
+1,870
+3% +$66.1K
DCPH
2205
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$2.39M ﹤0.01%
38,401
+11,928
+45% +$567K
ZNH
2206
DELISTED
China Southern Airlines Company Limited
ZNH
$2.39M ﹤0.01%
71,102
-7,647
-10% -$243K
PRSU
2207
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
$2.39M ﹤0.01%
35,343
-1,122
-3% -$72.8K
MGY icon
2208
Magnolia Oil & Gas
MGY
$5.93B
$2.38M ﹤0.01%
189,438
+63,744
+51% +$714K
AVNS icon
2209
Avanos Medical
AVNS
$2.38M ﹤0.01%
70,482
-13,425
-16% -$486K
LKFN icon
2210
Lakeland Financial Corp
LKFN
$1.57B
$2.38M ﹤0.01%
48,532
+7,084
+17% +$330K
VRNS icon
2211
Varonis Systems
VRNS
$4.67B
$2.37M ﹤0.01%
91,629
+3,423
+4% +$81.3K
CRMT icon
2212
America's Car Mart
CRMT
$25.9M
$2.37M ﹤0.01%
21,596
-408
-2% -$39.5K
TG icon
2213
Tredegar Corp
TG
$260M
$2.37M ﹤0.01%
105,871
+8,801
+9% +$185K
HRI icon
2214
Herc Holdings
HRI
$4.78B
$2.35M ﹤0.01%
47,914
-3,419
-7% -$160K
PUMP icon
2215
ProPetro Holding
PUMP
$1.25B
$2.34M ﹤0.01%
208,089
+126,319
+154% +$1.13M
MGNI icon
2216
Magnite
MGNI
$2.83B
$2.34M ﹤0.01%
286,380
-144,539
-34% -$1.19M
GLDD
2217
DELISTED
Great Lakes Dredge & Dock
GLDD
$2.34M ﹤0.01%
206,162
-25,434
-11% -$272K
UVE icon
2218
Universal Insurance Holdings
UVE
$1.26B
$2.33M ﹤0.01%
83,316
-1,767
-2% -$51.1K
HAFC icon
2219
Hanmi Financial
HAFC
$935M
$2.33M ﹤0.01%
116,443
+20,354
+21% +$393K
PEBO icon
2220
Peoples Bancorp
PEBO
$1.51B
$2.31M ﹤0.01%
66,715
-3,275
-5% -$107K
AMPH icon
2221
Amphastar Pharmaceuticals
AMPH
$907M
$2.31M ﹤0.01%
119,606
-37,042
-24% -$711K
EMLP icon
2222
First Trust North American Energy Infrastructure Fund
EMLP
$4.1B
$2.31M ﹤0.01%
90,438
-4,310
-5% -$107K
SPNE
2223
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
$2.31M ﹤0.01%
191,961
+9,761
+5% +$119K
EAF icon
2224
GrafTech
EAF
$184M
$2.3M ﹤0.01%
19,791
-1,373
-6% -$173K
LNN icon
2225
Lindsay Corp
LNN
$1.14B
$2.29M ﹤0.01%
23,874
-1,447
-6% -$132K
87 88
89
90 91

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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.