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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
XRN
2251
Chiron Real Estate Inc
XRN
$535M
$2.2M ﹤0.01%
33,278
+10,159
+44% +$638K
NWS icon
2252
News Corp Class B
NWS
$17.7B
$2.2M ﹤0.01%
151,589
-9,856
-6% -$136K
GLNG icon
2253
Golar LNG
GLNG
$4.82B
$2.2M ﹤0.01%
154,652
-23,607
-13% -$320K
SBCF icon
2254
Seacoast Banking Corp of Florida
SBCF
$3.3B
$2.19M ﹤0.01%
71,815
+10,095
+16% +$287K
GOLF icon
2255
Acushnet Holdings
GOLF
$6B
$2.19M ﹤0.01%
67,347
-6,510
-9% -$193K
PTLA
2256
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$2.18M ﹤0.01%
91,458
+21,939
+32% +$605K
EFV icon
2257
iShares MSCI EAFE Value ETF
EFV
$28.3B
$2.18M ﹤0.01%
43,717
-7,971
-15% -$391K
AVTA
2258
DELISTED
Avantax, Inc. Common Stock
AVTA
$2.18M ﹤0.01%
83,381
+19,950
+31% +$447K
WMK icon
2259
Weis Markets
WMK
$1.92B
$2.18M ﹤0.01%
53,756
-4,124
-7% -$159K
ATRI
2260
DELISTED
Atrion Corp
ATRI
$2.18M ﹤0.01%
2,897
+575
+25% +$434K
DCO icon
2261
Ducommun
DCO
$2.56B
$2.18M ﹤0.01%
43,056
+5,340
+14% +$246K
ATNI icon
2262
ATN International
ATNI
$365M
$2.17M ﹤0.01%
39,227
-951
-2% -$54.1K
NAT icon
2263
Nordic American Tanker
NAT
$1.36B
$2.17M ﹤0.01%
441,116
+271,949
+161% +$1.04M
EXTR icon
2264
Extreme Networks
EXTR
$3.8B
$2.16M ﹤0.01%
293,232
-16,624
-5% -$117K
BDSI
2265
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$2.16M ﹤0.01%
341,338
+268,672
+370% +$1.58M
SRCI
2266
DELISTED
SRC Energy Inc
SRCI
$2.16M ﹤0.01%
523,247
-172,779
-25% -$656K
UEIC icon
2267
Universal Electronics
UEIC
$59.2M
$2.15M ﹤0.01%
41,138
+3,740
+10% +$200K
MTRX icon
2268
Matrix Service
MTRX
$312M
$2.14M ﹤0.01%
93,463
-2,676
-3% -$52.8K
EPRT icon
2269
Essential Properties Realty Trust
EPRT
$6.92B
$2.14M ﹤0.01%
86,087
-36,553
-30% -$919K
ARCH
2270
DELISTED
Arch Resources, Inc.
ARCH
$2.13M ﹤0.01%
29,692
-1,271
-4% -$97.4K
AORT icon
2271
Artivion
AORT
$1.34B
$2.13M ﹤0.01%
78,431
+5,973
+8% +$147K
WHD icon
2272
Cactus
WHD
$3.63B
$2.12M ﹤0.01%
61,894
+33,694
+119% +$1.02M
CHUY
2273
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$2.12M ﹤0.01%
81,781
-24
-0% -$622
MCS icon
2274
Marcus Corp
MCS
$767M
$2.11M ﹤0.01%
66,543
-24,513
-27% -$829K
ARES icon
2275
Ares Management
ARES
$28.1B
$2.11M ﹤0.01%
59,137
+32,703
+124% +$1.02M
89 90
91
92 93

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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.