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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
CMBT
3226
CMB.TECH NV
CMBT
$4.69B
$197K ﹤0.01%
15,706
+223
+1% +$2.47K
SPP
3227
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
$197K ﹤0.01%
62,484
-62
-0.1% -$195
DAKT icon
3228
Daktronics
DAKT
$955M
$193K ﹤0.01%
31,730
-16,398
-34% -$110K
RVSB icon
3229
Riverview Bancorp
RVSB
$107M
$192K ﹤0.01%
23,366
+5,467
+31% +$40.9K
AKCA
3230
DELISTED
Akcea Therapeutics Inc
AKCA
$192K ﹤0.01%
+11,322
New +$211K
KDMN
3231
DELISTED
Kadmon Holdings, Inc.
KDMN
$191K ﹤0.01%
42,120
+8,058
+24% +$29.5K
LXFR icon
3232
Luxfer Holdings
LXFR
$456M
$188K ﹤0.01%
+10,165
New +$175K
CIA icon
3233
Citizens
CIA
$239M
$187K ﹤0.01%
27,766
-2,700
-9% -$18.6K
BXC icon
3234
BlueLinx
BXC
$422M
$186K ﹤0.01%
13,080
-5,252
-29% -$108K
BYSI icon
3235
BeyondSpring
BYSI
$47.3M
$185K ﹤0.01%
+11,905
New +$177K
OSW icon
3236
OneSpaWorld
OSW
$2.62B
$185K ﹤0.01%
+10,994
New +$173K
VSLR
3237
DELISTED
VIVINT SOLAR, INC.
VSLR
$184K ﹤0.01%
25,413
+786
+3% +$5.54K
SONO icon
3238
Sonos
SONO
$1.73B
$183K ﹤0.01%
11,725
-74,689
-86% -$1.04M
NGS icon
3239
Natural Gas Services Group
NGS
$472M
$182K ﹤0.01%
+14,839
New +$175K
DVAX
3240
DELISTED
Dynavax Technologies
DVAX
$177K ﹤0.01%
30,912
+12,734
+70% +$68.1K
ATNX
3241
DELISTED
Athenex, Inc. Common Stock
ATNX
$177K ﹤0.01%
581
-46
-7% -$12.2K
BT
3242
DELISTED
BT Group plc (ADR)
BT
$177K ﹤0.01%
+13,902
New +$177K
MITK icon
3243
Mitek Systems
MITK
$754M
$173K ﹤0.01%
22,673
-40,275
-64% -$340K
SNDX icon
3244
Syndax Pharmaceuticals
SNDX
$1.69B
$173K ﹤0.01%
19,727
-99
-0.5% -$727
TACO
3245
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$171K ﹤0.01%
+21,632
New +$175K
ASNA
3246
DELISTED
Ascena Retail Group, Inc.
ASNA
$170K ﹤0.01%
22,176
-285
-1% -$2.34K
FLNT
3247
Fluent
FLNT
$102M
$167K ﹤0.01%
11,135
+6,572
+144% +$88.7K
WATT icon
3248
Energous
WATT
$77.6M
$166K ﹤0.01%
156
+76
+95% +$113K
ASRT
3249
DELISTED
Assertio
ASRT
$165K ﹤0.01%
2,206
-1,609
-42% -$94.3K
NOG icon
3250
Northern Oil and Gas
NOG
$2.3B
$165K ﹤0.01%
7,036
+2,794
+66% +$55.3K
128 129
130
131 132

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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.