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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
VPG icon
2926
Vishay Precision Group
VPG
$1.17B
$468K ﹤0.01%
13,766
-699
-5% -$23.5K
TCRR
2927
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$468K ﹤0.01%
32,745
+25
+0.1% +$386
SCHM icon
2928
Schwab US Mid-Cap ETF
SCHM
$14.5B
$466K ﹤0.01%
+23,241
New +$450K
RFP
2929
DELISTED
Resolute Forest Products Inc.
RFP
$466K ﹤0.01%
110,989
+6,084
+6% +$25.3K
ASMB icon
2930
Assembly Biosciences
ASMB
$516M
$465K ﹤0.01%
1,895
+435
+30% +$80.1K
ALTR
2931
DELISTED
Altair Engineering Inc
ALTR
$464K ﹤0.01%
12,930
+792
+7% +$26.7K
MBB icon
2932
iShares MBS ETF
MBB
$39.1B
$461K ﹤0.01%
4,263
+5
+0.1% +$540
CONN
2933
DELISTED
Conn's Inc.
CONN
$461K ﹤0.01%
37,231
-174,024
-82% -$3.65M
RIGL icon
2934
Rigel Pharmaceuticals
RIGL
$704M
$459K ﹤0.01%
21,433
+3,974
+23% +$81.8K
FDN icon
2935
First Trust Dow Jones Internet Index Fund ETF
FDN
$5B
$458K ﹤0.01%
3,291
-151
-4% -$20.4K
NVGS icon
2936
Navigator Holdings
NVGS
$1.37B
$457K ﹤0.01%
33,932
-11,132
-25% -$132K
AFI
2937
DELISTED
Armstrong Flooring, Inc.
AFI
$457K ﹤0.01%
106,933
+41,986
+65% +$205K
PI icon
2938
Impinj
PI
$4.51B
$456K ﹤0.01%
17,633
+676
+4% +$21K
TITN icon
2939
Titan Machinery
TITN
$413M
$453K ﹤0.01%
30,658
-10,304
-25% -$161K
FC icon
2940
Franklin Covey
FC
$243M
$452K ﹤0.01%
14,025
+6,510
+87% +$236K
GTYH
2941
DELISTED
GTY Technology Holdings, Inc. Common Stock
GTYH
$449K ﹤0.01%
76,255
+60,481
+383% +$327K
EVT icon
2942
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.09B
$448K ﹤0.01%
17,543
– –
HNRG icon
2943
Hallador Energy
HNRG
$689M
$448K ﹤0.01%
150,846
+122,389
+430% +$376K
VRRM icon
2944
Verra Mobility
VRRM
$781M
$444K ﹤0.01%
31,729
+6,072
+24% +$87.1K
GLO
2945
Clough Global Opportunities Fund
GLO
$249M
$442K ﹤0.01%
46,785
+754
+2% +$6.99K
NETI
2946
DELISTED
Eneti Inc.
NETI
$442K ﹤0.01%
6,942
-2,169
-24% -$132K
ASC icon
2947
Ardmore Shipping
ASC
$703M
$441K ﹤0.01%
48,771
-4,054
-8% -$33.7K
WTBA icon
2948
West Bancorporation
WTBA
$473M
$439K ﹤0.01%
17,133
-1,800
-10% -$42.8K
GSHD icon
2949
Goosehead Insurance
GSHD
$2.27B
$437K ﹤0.01%
10,299
-25,981
-72% -$1.15M
SEI
2950
Solaris Energy Infrastructure
SEI
$3.14B
$436K ﹤0.01%
31,177
-10,726
-26% -$129K
116 117
118
119 120

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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.