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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
HTBK
2526
DELISTED
Heritage Commerce
HTBK
$1.28M ﹤0.01%
99,858
+21,518
+27% +$262K
VICR icon
2527
Vicor
VICR
$8.33B
$1.28M ﹤0.01%
27,320
-1,062
-4% -$40.4K
RMAX icon
2528
RE/MAX Holdings
RMAX
$198M
$1.27M ﹤0.01%
33,025
+15,667
+90% +$563K
WK icon
2529
Workiva
WK
$3.45B
$1.27M ﹤0.01%
30,184
+838
+3% +$35.3K
CRCM
2530
DELISTED
CARE.COM, INC.
CRCM
$1.27M ﹤0.01%
84,286
+5,206
+7% +$62.5K
CPLG
2531
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$1.27M ﹤0.01%
118,541
+33,956
+40% +$343K
SHOE
2532
Shoe Station Group
SHOE
$424M
$1.26M ﹤0.01%
67,842
-11,824
-15% -$209K
TDW icon
2533
Tidewater
TDW
$3.63B
$1.26M ﹤0.01%
65,448
-17,698
-21% -$283K
NEXA icon
2534
Nexa Resources
NEXA
$1.61B
$1.26M ﹤0.01%
154,614
-32,483
-17% -$296K
PLUG icon
2535
Plug Power
PLUG
$2.65B
$1.25M ﹤0.01%
395,646
+345,590
+690% +$1.05M
CRNC icon
2536
Cerence
CRNC
$359M
$1.25M ﹤0.01%
+55,127
New +$904K
WASH icon
2537
Washington Trust Bancorp
WASH
$748M
$1.25M ﹤0.01%
23,199
-7,189
-24% -$370K
ROCC
2538
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$1.25M ﹤0.01%
41,064
+4,298
+12% +$114K
AHT
2539
Ashford Hospitality Trust
AHT
$20.8M
$1.24M ﹤0.01%
446
+5
+1% +$14K
ATEC icon
2540
Alphatec Holdings
ATEC
$1.48B
$1.24M ﹤0.01%
+175,317
New +$1.13M
OSBC icon
2541
Old Second Bancorp
OSBC
$1.29B
$1.24M ﹤0.01%
91,987
+43,735
+91% +$546K
TALO icon
2542
Talos Energy
TALO
$2.38B
$1.24M ﹤0.01%
41,106
+22,547
+121% +$526K
MERC icon
2543
Mercer International
MERC
$40.5M
$1.24M ﹤0.01%
100,419
+10,001
+11% +$122K
RMT
2544
Royce Micro-Cap Trust
RMT
$718M
$1.23M ﹤0.01%
143,641
+30,125
+27% +$246K
CWI icon
2545
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.7B
$1.22M ﹤0.01%
47,415
-8,280
-15% -$207K
GKOS icon
2546
Glaukos
GKOS
$9.49B
$1.22M ﹤0.01%
22,407
-24,390
-52% -$1.48M
HAYN
2547
DELISTED
Haynes International, Inc.
HAYN
$1.22M ﹤0.01%
34,126
+187
+0.6% +$6.75K
WLL
2548
DELISTED
Whiting Petroleum Corporation
WLL
$1.22M ﹤0.01%
2,218
-1,170
-35% -$566K
MUB icon
2549
iShares National Muni Bond ETF
MUB
$45.2B
$1.22M ﹤0.01%
10,700
+5,226
+95% +$595K
RGP icon
2550
Resources Connection
RGP
$140M
$1.22M ﹤0.01%
74,637
-107,877
-59% -$1.64M
100 101
102
103 104

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.