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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
BL icon
1751
BlackLine
BL
$1.87B
$4.88M ﹤0.01%
94,635
+32,595
+53% +$1.63M
LGIH icon
1752
LGI Homes
LGIH
$1.43B
$4.86M ﹤0.01%
68,814
-5,212
-7% -$397K
STNE icon
1753
StoneCo
STNE
$2.71B
$4.85M ﹤0.01%
121,632
-2,747
-2% -$100K
VCYT icon
1754
Veracyte
VCYT
$4.44B
$4.85M ﹤0.01%
173,765
-5,935
-3% -$154K
BOX icon
1755
Box
BOX
$4.36B
$4.84M ﹤0.01%
288,214
+103,531
+56% +$1.74M
GWPH
1756
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$4.82M ﹤0.01%
46,095
+8,059
+21% +$904K
OLN icon
1757
Olin
OLN
$2.44B
$4.79M ﹤0.01%
277,383
-37,523
-12% -$672K
YPF icon
1758
YPF
YPF
$19.5B
$4.78M ﹤0.01%
412,999
+11,200
+3% +$109K
NTCT icon
1759
NETSCOUT
NTCT
$2.89B
$4.78M ﹤0.01%
198,510
-13,217
-6% -$312K
SHI
1760
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$4.77M ﹤0.01%
156,111
-7,046
-4% -$200K
AVYA
1761
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$4.77M ﹤0.01%
353,128
-56,077
-14% -$689K
FSP
1762
Franklin Street Properties
FSP
$50.1M
$4.75M ﹤0.01%
555,376
-88,438
-14% -$761K
STEW
1763
SRH Total Return Fund
STEW
$1.79B
$4.75M ﹤0.01%
403,127
+228,296
+131% +$2.6M
TNET icon
1764
TriNet
TNET
$3.14B
$4.72M ﹤0.01%
83,472
+9,329
+13% +$519K
LSCC icon
1765
Lattice Semiconductor
LSCC
$17B
$4.71M ﹤0.01%
246,258
-80,260
-25% -$1.54M
FNDE icon
1766
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.51B
$4.69M ﹤0.01%
157,204
+7,940
+5% +$228K
KW
1767
DELISTED
Kennedy-Wilson Holdings
KW
$4.69M ﹤0.01%
210,301
-8,853
-4% -$198K
BBT
1768
Beacon Financial Corp
BBT
$2.51B
$4.69M ﹤0.01%
142,584
-4,709
-3% -$148K
RLJ icon
1769
RLJ Lodging Trust
RLJ
$1.89B
$4.68M ﹤0.01%
264,377
-20,702
-7% -$352K
CMTL icon
1770
Comtech Telecommunications
CMTL
$51.5M
$4.68M ﹤0.01%
131,923
-9,380
-7% -$322K
TCO
1771
DELISTED
Taubman Centers Inc.
TCO
$4.67M ﹤0.01%
150,226
-14,299
-9% -$490K
CVGW
1772
DELISTED
Calavo Growers
CVGW
$4.67M ﹤0.01%
51,495
+2,512
+5% +$224K
BLUE
1773
DELISTED
bluebird bio
BLUE
$4.66M ﹤0.01%
4,097
+1,000
+32% +$1.09M
SOHU
1774
Sohu.com
SOHU
$346M
$4.65M ﹤0.01%
415,987
+222,485
+115% +$2.33M
ROG icon
1775
Rogers Corp
ROG
$2.13B
$4.65M ﹤0.01%
37,283
-2,965
-7% -$401K
69 70
71
72 73

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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.