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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
NVTA
2901
DELISTED
Invitae Corporation
NVTA
$508K ﹤0.01%
31,519
-1,993
-6% -$35.2K
ABTX
2902
DELISTED
Allegiance Bancshares
ABTX
$506K ﹤0.01%
13,456
+6,859
+104% +$242K
PKW icon
2903
Invesco BuyBack Achievers ETF
PKW
$1.72B
$504K ﹤0.01%
7,308
-188
-3% -$12.4K
PRTY
2904
DELISTED
Party City Holdco Inc.
PRTY
$504K ﹤0.01%
215,192
-67,007
-24% -$252K
FSCT
2905
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
$504K ﹤0.01%
15,378
+663
+5% +$21.7K
CTO
2906
CTO Realty Growth
CTO
$820M
$502K ﹤0.01%
30,636
+659
+2% +$11.4K
APRN
2907
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
$502K ﹤0.01%
6,361
-880
-12% -$80K
VHT icon
2908
Vanguard Health Care ETF
VHT
$18.3B
$494K ﹤0.01%
2,576
+175
+7% +$31.4K
FPI
2909
Farmland Partners
FPI
$411M
$490K ﹤0.01%
72,327
-524
-0.7% -$3.45K
CARO
2910
DELISTED
Carolina Financial Corp.
CARO
$488K ﹤0.01%
11,287
+1,770
+19% +$69.7K
DGRO icon
2911
iShares Core Dividend Growth ETF
DGRO
$42.8B
$482K ﹤0.01%
11,465
+2,158
+23% +$87.3K
STEL
2912
DELISTED
Stellar Bancorp
STEL
$480K ﹤0.01%
15,412
+308
+2% +$9.04K
SPAB icon
2913
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
$479K ﹤0.01%
16,306
+966
+6% +$28.5K
HOFT icon
2914
Hooker Furnishings Corp
HOFT
$150M
$478K ﹤0.01%
18,600
+5,247
+39% +$123K
GTS
2915
DELISTED
Triple-S Management Corporation
GTS
$478K ﹤0.01%
25,865
+12,848
+99% +$219K
PD icon
2916
PagerDuty
PD
$800M
$477K ﹤0.01%
+20,391
New +$501K
QUAL icon
2917
iShares MSCI USA Quality Factor ETF
QUAL
$46.3B
$475K ﹤0.01%
+4,700
New +$453K
NPKI
2918
NPK International
NPKI
$1.06B
$475K ﹤0.01%
75,734
-113,148
-60% -$737K
APPN icon
2919
Appian
APPN
$1.94B
$474K ﹤0.01%
12,411
-63,055
-84% -$2.72M
VYGR icon
2920
Voyager Therapeutics
VYGR
$189M
$474K ﹤0.01%
33,996
-62,194
-65% -$904K
SPWR
2921
DELISTED
SunPower Corporation Common Stock
SPWR
$474K ﹤0.01%
92,771
-185,668
-67% -$1.03M
NSSC icon
2922
Napco Security Technologies
NSSC
$1.3B
$473K ﹤0.01%
32,188
-52,168
-62% -$757K
IRS
2923
IRSA Inversiones y Representaciones
IRS
$1.31B
$470K ﹤0.01%
65,783
-3,064
-4% -$17.6K
HZO icon
2924
MarineMax
HZO
$772M
$468K ﹤0.01%
28,052
+1,739
+7% +$28.4K
RDI icon
2925
Reading International Class A
RDI
$32.9M
$468K ﹤0.01%
41,815
+24,947
+148% +$278K
115 116
117
118 119

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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
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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.