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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
NG icon
2301
NovaGold Resources
NG
$2.54B
$2.02M ﹤0.01%
225,543
+34,811
+18% +$241K
BAK icon
2302
Braskem
BAK
$901M
$2.02M ﹤0.01%
136,426
-9,980
-7% -$140K
VECO icon
2303
Veeco
VECO
$2.62B
$2.02M ﹤0.01%
137,504
-5,018
-4% -$68.3K
BITA
2304
DELISTED
Bitauto Holdings Limited
BITA
$2.02M ﹤0.01%
135,883
-4,177
-3% -$63.1K
RBCAA icon
2305
Republic Bancorp
RBCAA
$1.96B
$2.01M ﹤0.01%
42,860
+100
+0.2% +$4.52K
ADTN icon
2306
Adtran
ADTN
$675M
$2M ﹤0.01%
202,196
-10,920
-5% -$104K
DGII icon
2307
Digi International
DGII
$2.47B
$2M ﹤0.01%
112,646
+47,330
+72% +$751K
CII icon
2308
BlackRock Enhanced Captial and Income Fund
CII
$964M
$1.99M ﹤0.01%
115,613
-137,139
-54% -$2.27M
MMYT icon
2309
MakeMyTrip
MMYT
$5.38B
$1.99M ﹤0.01%
86,881
-64,382
-43% -$1.56M
CKH
2310
DELISTED
Seacor Holdings Inc.
CKH
$1.99M ﹤0.01%
46,127
-7,316
-14% -$320K
KTOS icon
2311
Kratos Defense & Security Solutions
KTOS
$8.23B
$1.99M ﹤0.01%
110,379
-18,192
-14% -$337K
WMGI
2312
DELISTED
Wright Medical Group Inc
WMGI
$1.98M ﹤0.01%
64,953
+13,584
+26% +$356K
TROX icon
2313
Tronox
TROX
$967M
$1.98M ﹤0.01%
173,056
-22,629
-12% -$226K
BCX icon
2314
BlackRock Resources & Commodities Strategy Trust
BCX
$896M
$1.97M ﹤0.01%
244,119
+55,808
+30% +$426K
APTS
2315
DELISTED
Preferred Apartment Communities, Inc.
APTS
$1.97M ﹤0.01%
147,913
+8,466
+6% +$117K
BMA icon
2316
Banco Macro
BMA
$5.81B
$1.96M ﹤0.01%
54,101
+6,071
+13% +$164K
CPL
2317
DELISTED
CPFL Energia S.A.
CPL
$1.96M ﹤0.01%
113,758
-3,529
-3% -$56K
STC icon
2318
Stewart Information Services
STC
$2.14B
$1.96M ﹤0.01%
47,996
+7,544
+19% +$309K
UPWK icon
2319
Upwork
UPWK
$1.18B
$1.95M ﹤0.01%
182,929
+83,670
+84% +$1.05M
AGD
2320
abrdn Global Dynamic Dividend Fund
AGD
$313M
$1.95M ﹤0.01%
187,122
+4,765
+3% +$47.3K
BHR
2321
Braemar Hotels & Resorts
BHR
$163M
$1.94M ﹤0.01%
217,653
+10,794
+5% +$101K
KPTI icon
2322
Karyopharm Therapeutics
KPTI
$155M
$1.94M ﹤0.01%
6,760
+5,076
+301% +$1.1M
CARG icon
2323
CarGurus
CARG
$3.34B
$1.94M ﹤0.01%
55,165
+3,851
+8% +$136K
PRO
2324
DELISTED
PROS Holdings
PRO
$1.94M ﹤0.01%
32,369
-6,133
-16% -$354K
NEX
2325
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$1.94M ﹤0.01%
289,529
+122,670
+74% +$662K
91 92
93
94 95

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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.