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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
TIP icon
2426
iShares TIPS Bond ETF
TIP
$14.5B
$1.63M ﹤0.01%
13,940
-511
-4% -$59.4K
BZUN
2427
Baozun
BZUN
$179M
$1.62M ﹤0.01%
48,945
-6,477
-12% -$257K
UFI icon
2428
UNIFI
UFI
$114M
$1.61M ﹤0.01%
63,796
+4,918
+8% +$119K
ANIP icon
2429
ANI Pharmaceuticals
ANIP
$1.86B
$1.61M ﹤0.01%
26,079
-4,185
-14% -$277K
HCM icon
2430
HUTCHMED
HCM
$1.96B
$1.6M ﹤0.01%
63,751
-11,289
-15% -$247K
APPS icon
2431
Digital Turbine
APPS
$982M
$1.59M ﹤0.01%
223,379
-57,844
-21% -$430K
FOLD
2432
DELISTED
Amicus Therapeutics
FOLD
$1.59M ﹤0.01%
162,919
+67,204
+70% +$615K
RRR icon
2433
Red Rock Resorts
RRR
$3.84B
$1.59M ﹤0.01%
66,224
-22,397
-25% -$498K
NOAH
2434
Noah Holdings
NOAH
$590M
$1.58M ﹤0.01%
44,702
+1,311
+3% +$40K
RYAM icon
2435
Rayonier Advanced Materials
RYAM
$562M
$1.58M ﹤0.01%
411,085
-55,057
-12% -$225K
RMR icon
2436
The RMR Group
RMR
$335M
$1.58M ﹤0.01%
34,559
-1,917
-5% -$88.9K
MYRG icon
2437
MYR Group
MYRG
$5.01B
$1.57M ﹤0.01%
48,247
-3,988
-8% -$132K
SCHG icon
2438
Schwab US Large-Cap Growth ETF
SCHG
$58.2B
$1.56M ﹤0.01%
+134,712
New +$1.48M
CASH icon
2439
Pathward Financial
CASH
$1.88B
$1.56M ﹤0.01%
42,714
+2,337
+6% +$79.5K
HBNC icon
2440
Horizon Bancorp
HBNC
$1.06B
$1.55M ﹤0.01%
81,833
+9,499
+13% +$174K
MCRI icon
2441
Monarch Casino & Resort
MCRI
$2.2B
$1.55M ﹤0.01%
32,025
+165
+0.5% +$7.33K
CNSL
2442
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$1.55M ﹤0.01%
400,817
-86,454
-18% -$332K
CCXI
2443
DELISTED
ChemoCentryx, Inc.
CCXI
$1.55M ﹤0.01%
+39,297
New +$690K
CSW
2444
CSW Industrials
CSW
$4.44B
$1.55M ﹤0.01%
20,164
+733
+4% +$52.7K
FSLY icon
2445
Fastly Inc
FSLY
$3.24B
$1.55M ﹤0.01%
+77,096
New +$1.63M
VIVO
2446
DELISTED
Meridian Bioscience Inc
VIVO
$1.55M ﹤0.01%
158,318
+35,910
+29% +$337K
WAIR
2447
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$1.55M ﹤0.01%
140,258
-8,863
-6% -$97.5K
HWKN icon
2448
Hawkins
HWKN
$2.9B
$1.54M ﹤0.01%
67,296
-8,644
-11% -$183K
MAV
2449
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$1.53M ﹤0.01%
141,597
+100,929
+248% +$1.09M
REVG
2450
DELISTED
REV Group
REVG
$1.53M ﹤0.01%
125,098
-331,591
-73% -$4.19M
96 97
98
99 100

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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.