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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
LQDT icon
2826
Liquidity Services
LQDT
$1.19B
$639K ﹤0.01%
107,266
-33,685
-24% -$217K
QUAD icon
2827
Quad
QUAD
$509M
$636K ﹤0.01%
136,191
-45,471
-25% -$284K
STRL icon
2828
Sterling Infrastructure
STRL
$17.8B
$635K ﹤0.01%
45,109
+10,593
+31% +$160K
TME icon
2829
Tencent Music
TME
$15.5B
$635K ﹤0.01%
54,097
-6,221
-10% -$79.9K
GHM icon
2830
Graham Corp
GHM
$1.1B
$634K ﹤0.01%
28,999
+737
+3% +$15.9K
WHG icon
2831
Westwood Holdings Group
WHG
$182M
$633K ﹤0.01%
21,363
+653
+3% +$19.4K
EVF
2832
Eaton Vance Senior Income Trust
EVF
$90.1M
$632K ﹤0.01%
98,613
+1,126
+1% +$7.01K
SWTX
2833
DELISTED
SpringWorks Therapeutics
SWTX
$624K ﹤0.01%
16,203
-24,311
-60% -$569K
IIIV icon
2834
i3 Verticals
IIIV
$411M
$622K ﹤0.01%
22,002
+564
+3% +$13.3K
XLB icon
2835
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$622K ﹤0.01%
20,256
-2,098
-9% -$62K
FVD icon
2836
First Trust Value Line Dividend Fund
FVD
$8.33B
$621K ﹤0.01%
17,246
+3,473
+25% +$122K
TBNK
2837
DELISTED
Territorial Bancorp Inc.
TBNK
$620K ﹤0.01%
20,048
+484
+2% +$14.6K
IMGN
2838
DELISTED
Immunogen Inc
IMGN
$619K ﹤0.01%
121,337
+9,847
+9% +$33.4K
GASS icon
2839
StealthGas
GASS
$329M
$618K ﹤0.01%
180,184
-9,200
-5% -$31.3K
PKOH icon
2840
Park-Ohio Holdings
PKOH
$568M
$614K ﹤0.01%
18,244
+496
+3% +$15.6K
FLIC
2841
DELISTED
First of Long Island Corp
FLIC
$613K ﹤0.01%
24,424
+2,440
+11% +$58.2K
LBC
2842
DELISTED
Luther Burbank Corporation Common Stock
LBC
$612K ﹤0.01%
53,065
+1,577
+3% +$17.9K
IHC
2843
DELISTED
Independence Holding Company
IHC
$609K ﹤0.01%
14,465
+36
+0.2% +$1.45K
ARLO icon
2844
Arlo Technologies
ARLO
$1.57B
$606K ﹤0.01%
143,918
-35,535
-20% -$122K
PCYO icon
2845
Pure Cycle
PCYO
$258M
$604K ﹤0.01%
48,013
-8,735
-15% -$102K
CBL
2846
DELISTED
CBL& Associates Properties, Inc.
CBL
$603K ﹤0.01%
574,206
-336,582
-37% -$440K
ELF icon
2847
e.l.f. Beauty
ELF
$4.85B
$600K ﹤0.01%
37,209
+2,366
+7% +$39.4K
USMV icon
2848
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$600K ﹤0.01%
9,145
+512
+6% +$32.9K
RST
2849
DELISTED
ROSETTA STONE INC
RST
$600K ﹤0.01%
33,080
-10,762
-25% -$183K
ANAB icon
2850
AnaptysBio
ANAB
$1.63B
$599K ﹤0.01%
36,889
+28,063
+318% +$664K
112 113
114
115 116

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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
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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.