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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
PLUS icon
1876
ePlus
PLUS
$2.44B
$4.01M ﹤0.01%
95,136
-2,850
-3% -$116K
BND icon
1877
Vanguard Total Bond Market
BND
$158B
$3.99M ﹤0.01%
47,530
-19,759
-29% -$1.66M
UVSP icon
1878
Univest Financial
UVSP
$1.24B
$3.98M ﹤0.01%
148,430
-151
-0.1% -$3.91K
SAFE
1879
Safehold
SAFE
$1.18B
$3.97M ﹤0.01%
56,231
-952
-2% -$60.2K
HPP
1880
Hudson Pacific Properties
HPP
$790M
$3.96M ﹤0.01%
15,016
+1,708
+13% +$421K
SEDG icon
1881
SolarEdge
SEDG
$2.38B
$3.96M ﹤0.01%
41,621
-13,363
-24% -$1.14M
INVA icon
1882
Innoviva
INVA
$1.6B
$3.96M ﹤0.01%
279,345
+57,501
+26% +$705K
WING icon
1883
Wingstop
WING
$3.88B
$3.95M ﹤0.01%
45,791
-47,884
-51% -$3.97M
NVRO
1884
DELISTED
NEVRO CORP.
NVRO
$3.94M ﹤0.01%
33,492
+13,118
+64% +$1.3M
CIR
1885
DELISTED
CIRCOR International, Inc
CIR
$3.94M ﹤0.01%
85,140
+4,208
+5% +$174K
BPMC
1886
DELISTED
Blueprint Medicines
BPMC
$3.94M ﹤0.01%
49,115
+2,313
+5% +$173K
GIII icon
1887
G-III Apparel Group
GIII
$1.53B
$3.93M ﹤0.01%
117,261
+16,896
+17% +$478K
HGV icon
1888
Hilton Grand Vacations
HGV
$4.08B
$3.93M ﹤0.01%
114,204
-13,419
-11% -$461K
PAM icon
1889
Pampa Energía
PAM
$4.53B
$3.92M ﹤0.01%
238,920
-17,350
-7% -$263K
KEM
1890
DELISTED
KEMET Corporation
KEM
$3.92M ﹤0.01%
144,757
+8,506
+6% +$207K
TMP icon
1891
Tompkins Financial
TMP
$1.44B
$3.91M ﹤0.01%
42,748
-678
-2% -$58.6K
NTNX icon
1892
Nutanix
NTNX
$16.1B
$3.9M ﹤0.01%
124,762
+13,734
+12% +$406K
MDRX
1893
DELISTED
Veradigm Inc. Common Stock
MDRX
$3.9M ﹤0.01%
396,912
-50,261
-11% -$529K
BANR icon
1894
Banner Corp
BANR
$2.38B
$3.89M ﹤0.01%
68,771
-17,779
-21% -$984K
WB icon
1895
Weibo
WB
$1.98B
$3.88M ﹤0.01%
83,740
+3,166
+4% +$148K
CWEN icon
1896
Clearway Energy Class C
CWEN
$4.72B
$3.87M ﹤0.01%
194,061
+20,222
+12% +$391K
PEGI
1897
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$3.87M ﹤0.01%
144,487
-11,080
-7% -$301K
DBI icon
1898
Designer Brands
DBI
$313M
$3.87M ﹤0.01%
245,527
-50,047
-17% -$829K
GES
1899
DELISTED
Guess Inc
GES
$3.86M ﹤0.01%
172,419
-34,897
-17% -$650K
ACWI icon
1900
iShares MSCI ACWI ETF
ACWI
$32.1B
$3.85M ﹤0.01%
48,639
-405
-0.8% -$31K
74 75
76
77 78

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AF
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MCM
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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.