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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
TGH
2776
DELISTED
Textainer Group Holdings limited
TGH
$717K ﹤0.01%
66,906
+8,751
+15% +$85.3K
LEN.B icon
2777
Lennar Class B
LEN.B
$19.7B
$715K ﹤0.01%
16,836
+2,330
+16% +$104K
NTLA icon
2778
Intellia Therapeutics
NTLA
$1.55B
$714K ﹤0.01%
48,681
+35,418
+267% +$493K
PKE icon
2779
Park Aerospace
PKE
$730M
$712K ﹤0.01%
43,744
-6,777
-13% -$112K
TK icon
2780
Teekay
TK
$983M
$712K ﹤0.01%
133,923
+2,130
+2% +$10.5K
MR
2781
DELISTED
Montage Resources Corporation Common Stock
MR
$712K ﹤0.01%
89,669
+9,107
+11% +$47.5K
AGX icon
2782
Argan
AGX
$8.13B
$711K ﹤0.01%
17,711
-4,144
-19% -$159K
ARVN icon
2783
Arvinas
ARVN
$536M
$711K ﹤0.01%
17,297
+5,669
+49% +$166K
XLU icon
2784
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$711K ﹤0.01%
22,008
+3,882
+21% +$123K
IWB icon
2785
iShares Russell 1000 ETF
IWB
$47.9B
$708K ﹤0.01%
3,968
-166,964
-98% -$28.5M
ORC
2786
Orchid Island Capital
ORC
$1.32B
$705K ﹤0.01%
24,096
-5,312
-18% -$152K
WTI icon
2787
W&T Offshore
WTI
$515M
$703K ﹤0.01%
126,509
-46,765
-27% -$208K
HYG icon
2788
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$702K ﹤0.01%
+7,978
New +$694K
URGN icon
2789
UroGen Pharma
URGN
$2B
$699K ﹤0.01%
20,957
+1,237
+6% +$33.8K
DFIN icon
2790
Donnelley Financial Solutions
DFIN
$1.17B
$697K ﹤0.01%
66,567
-855
-1% -$8.96K
SCIU
2791
DELISTED
Global X Scientific Beta US ETF
SCIU
$697K ﹤0.01%
19,830
+3,942
+25% +$135K
ACIC icon
2792
American Coastal Insurance
ACIC
$515M
$696K ﹤0.01%
55,229
+6,457
+13% +$82K
SFE
2793
DELISTED
Safeguard Scientifics, Inc.
SFE
$695K ﹤0.01%
63,278
+1,109
+2% +$12.7K
MUS
2794
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$693K ﹤0.01%
55,131
-1,142
-2% -$14.3K
EBF icon
2795
Ennis
EBF
$548M
$690K ﹤0.01%
31,886
-20,706
-39% -$421K
OTE
2796
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$690K ﹤0.01%
85,483
-16,183
-16% -$131K
ROAD icon
2797
Construction Partners
ROAD
$5.75B
$689K ﹤0.01%
40,860
-19,852
-33% -$349K
VRN
2798
DELISTED
Veren
VRN
$687K ﹤0.01%
153,696
-296,380
-66% -$1.16M
SGRY icon
2799
Surgery Partners
SGRY
$2.08B
$685K ﹤0.01%
43,769
+427
+1% +$4.84K
MNP
2800
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$684K ﹤0.01%
44,885
-925
-2% -$14K
110 111
112
113 114

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NIPH
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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
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.