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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
NIE
2601
Virtus Equity & Convertible Income Fund
NIE
$712M
$1.11M ﹤0.01%
48,995
-22,906
-32% -$507K
CISN
2602
DELISTED
Cision Ltd. Ordinary Share
CISN
$1.1M ﹤0.01%
110,772
+36,039
+48% +$344K
MLAB icon
2603
Mesa Laboratories
MLAB
$558M
$1.1M ﹤0.01%
4,405
+1,080
+32% +$253K
OPTN
2604
DELISTED
OptiNose
OPTN
$1.1M ﹤0.01%
7,948
+224
+3% +$29.1K
IJJ icon
2605
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.85B
$1.09M ﹤0.01%
12,816
+1,076
+9% +$88.4K
LDL
2606
DELISTED
Lydall, Inc.
LDL
$1.09M ﹤0.01%
53,334
-222,105
-81% -$4.6M
DOMO icon
2607
Domo
DOMO
$174M
$1.09M ﹤0.01%
50,341
+20,123
+67% +$372K
IRTC icon
2608
iRhythm Holdings
IRTC
$3.91B
$1.09M ﹤0.01%
16,048
-11,039
-41% -$749K
MYE icon
2609
Myers Industries
MYE
$1.24B
$1.09M ﹤0.01%
65,502
-538
-0.8% -$8.95K
OCFC icon
2610
OceanFirst Financial
OCFC
$1.71B
$1.09M ﹤0.01%
42,784
+5,120
+14% +$123K
IWS icon
2611
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$1.09M ﹤0.01%
11,509
+844
+8% +$77.1K
LILA icon
2612
Liberty Latin America Class A
LILA
$1.63B
$1.09M ﹤0.01%
88,162
+1,340
+2% +$15.6K
DAI
2613
DELISTED
DAIMLER AG
DAI
$1.09M ﹤0.01%
19,950
-1,372
-6% -$74.8K
DHIL
2614
DELISTED
Diamond Hill
DHIL
$1.07M ﹤0.01%
7,630
+1,690
+28% +$236K
TFIN icon
2615
Triumph Financial Inc
TFIN
$1.76B
$1.07M ﹤0.01%
28,208
+8,165
+41% +$282K
CYTK icon
2616
Cytokinetics
CYTK
$10.9B
$1.07M ﹤0.01%
100,933
-15,420
-13% -$158K
CHNG
2617
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$1.07M ﹤0.01%
65,253
+54,765
+522% +$735K
NRC icon
2618
NRC Health Common Stock
NRC
$419M
$1.07M ﹤0.01%
16,183
-107
-0.7% -$6.54K
EIDX
2619
DELISTED
Eidos Therapeutics, Inc. Common Stock
EIDX
$1.06M ﹤0.01%
+18,479
New +$915K
HUD
2620
DELISTED
Hudson Ltd. Class A Common Shares
HUD
$1.06M ﹤0.01%
69,171
-12,293
-15% -$160K
CRC
2621
DELISTED
California Resources Corporation
CRC
$1.06M ﹤0.01%
117,135
+52,297
+81% +$424K
SUBC
2622
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$1.06M ﹤0.01%
89,076
-18,178
-17% -$216K
FPE icon
2623
First Trust Preferred Securities and Income ETF
FPE
$6.31B
$1.06M ﹤0.01%
52,641
-792
-1% -$15.8K
REI icon
2624
Ring Energy
REI
$315M
$1.05M ﹤0.01%
398,047
+179,951
+83% +$353K
LASR icon
2625
nLIGHT
LASR
$3.71B
$1.05M ﹤0.01%
51,708
+16,420
+47% +$283K
103 104
105
106 107

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.