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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
CIGI icon
2751
Colliers International
CIGI
$5.08B
$770K ﹤0.01%
9,882
-501
-5% -$36.1K
JFR icon
2752
Nuveen Floating Rate Income Fund
JFR
$1.23B
$770K ﹤0.01%
+75,203
New +$723K
IWP icon
2753
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$768K ﹤0.01%
10,072
+2,850
+39% +$209K
PGTI
2754
DELISTED
PGT, Inc.
PGTI
$768K ﹤0.01%
51,516
+139
+0.3% +$2.21K
TVRD
2755
Tvardi Therapeutics
TVRD
$19.7M
$766K ﹤0.01%
1,320
-1,019
-44% -$715K
QUOT
2756
DELISTED
Quotient Technology Inc
QUOT
$766K ﹤0.01%
77,642
+22,169
+40% +$212K
IWY icon
2757
iShares Russell Top 200 Growth ETF
IWY
$15.7B
$765K ﹤0.01%
7,926
+1,507
+23% +$138K
BRY
2758
DELISTED
Berry Corp
BRY
$764K ﹤0.01%
80,970
+2,353
+3% +$22K
EVH icon
2759
Evolent Health
EVH
$358M
$758K ﹤0.01%
83,747
+6,295
+8% +$51.1K
VLGEA icon
2760
Village Super Market
VLGEA
$651M
$750K ﹤0.01%
32,344
-2,488
-7% -$64.5K
TIGO icon
2761
Millicom
TIGO
$15.9B
$749K ﹤0.01%
15,538
+47
+0.3% +$2.16K
FMN
2762
Federated Hermes Premier Municipal Income Fund
FMN
$87M
$747K ﹤0.01%
52,948
-1,094
-2% -$15.4K
ASUR icon
2763
Asure Software
ASUR
$240M
$744K ﹤0.01%
90,930
-5,903
-6% -$49.3K
VIA
2764
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$744K ﹤0.01%
16,122
-1,422
-8% -$71.2K
ATE
2765
DELISTED
Advantest Corp
ATE
$744K ﹤0.01%
12,939
+5,991
+86% +$344K
BSRR icon
2766
Sierra Bancorp
BSRR
$527M
$743K ﹤0.01%
25,506
+12,109
+90% +$333K
FTR
2767
DELISTED
Frontier Communications Corp.
FTR
$742K ﹤0.01%
834,264
-119,168
-12% -$97.1K
PGNX
2768
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$739K ﹤0.01%
145,230
-26,898
-16% -$142K
BOLD
2769
DELISTED
Audentes Therapeutics, Inc
BOLD
$737K ﹤0.01%
12,324
+3,772
+44% +$142K
BSET icon
2770
Bassett Furniture
BSET
$168M
$733K ﹤0.01%
43,957
-6,126
-12% -$95K
EVOP
2771
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$730K ﹤0.01%
27,630
+8,245
+43% +$227K
MTW icon
2772
Manitowoc
MTW
$497M
$727K ﹤0.01%
41,539
+15,093
+57% +$220K
ALBO
2773
DELISTED
Albireo Pharma Inc
ALBO
$724K ﹤0.01%
28,464
+8,771
+45% +$175K
FDT icon
2774
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.27B
$720K ﹤0.01%
12,937
-1,146
-8% -$62K
VRA icon
2775
Vera Bradley
VRA
$99.2M
$718K ﹤0.01%
60,887
-7,897
-11% -$87.6K
109 110
111
112 113

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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.