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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
ENV
1926
DELISTED
ENVESTNET, INC.
ENV
$3.7M ﹤0.01%
53,198
-17,165
-24% -$1.12M
HIBB
1927
DELISTED
Hibbett, Inc. Common Stock
HIBB
$3.69M ﹤0.01%
131,457
-40,399
-24% -$1.02M
VREX icon
1928
Varex Imaging
VREX
$467M
$3.68M ﹤0.01%
123,518
-706
-0.6% -$21.1K
CSR
1929
Centerspace
CSR
$951M
$3.68M ﹤0.01%
50,774
-8
-0% -$597
ACIA
1930
DELISTED
Acacia Communications Inc
ACIA
$3.68M ﹤0.01%
54,284
-838
-2% -$55.5K
ACH
1931
Accendra Health
ACH
$254M
$3.66M ﹤0.01%
707,914
-129,908
-16% -$834K
AROC icon
1932
Archrock
AROC
$6.22B
$3.64M ﹤0.01%
362,226
-140,114
-28% -$1.31M
MLNX
1933
DELISTED
Mellanox Technologies, Ltd.
MLNX
$3.64M ﹤0.01%
31,027
+13,646
+79% +$1.55M
BERY
1934
DELISTED
Berry Global Group, Inc.
BERY
$3.63M ﹤0.01%
83,278
+3,045
+4% +$121K
ORA icon
1935
Ormat Technologies
ORA
$5.82B
$3.63M ﹤0.01%
48,677
-621
-1% -$47K
JAG
1936
DELISTED
Jagged Peak Energy Inc.
JAG
$3.63M ﹤0.01%
427,049
+254,503
+147% +$1.86M
BTT icon
1937
BlackRock Municipal 2030 Target Term Trust
BTT
$1.44B
$3.62M ﹤0.01%
149,524
+31,181
+26% +$746K
RSX
1938
DELISTED
VanEck Russia ETF
RSX
$3.61M ﹤0.01%
144,725
– –
LMNX
1939
DELISTED
Luminex Corp
LMNX
$3.61M ﹤0.01%
156,017
-53,932
-26% -$1.11M
NOVT icon
1940
Novanta
NOVT
$4.98B
$3.6M ﹤0.01%
40,695
-4,319
-10% -$373K
NAV
1941
DELISTED
Navistar International
NAV
$3.59M ﹤0.01%
124,065
+10,750
+9% +$331K
DMB
1942
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$196M
$3.59M ﹤0.01%
245,976
-87,819
-26% -$1.25M
PIPR icon
1943
Piper Sandler
PIPR
$5.09B
$3.59M ﹤0.01%
179,528
+16,488
+10% +$319K
IBKR icon
1944
Interactive Brokers
IBKR
$39B
$3.58M ﹤0.01%
307,296
+6,240
+2% +$73.2K
AWF
1945
AllianceBernstein Global High Income Fund
AWF
$870M
$3.58M ﹤0.01%
294,874
+172,090
+140% +$2.07M
DHT icon
1946
DHT Holdings
DHT
$3.03B
$3.57M ﹤0.01%
431,305
+123,403
+40% +$915K
UNFI icon
1947
United Natural Foods
UNFI
$3.07B
$3.57M ﹤0.01%
407,549
-23,993
-6% -$193K
WERN icon
1948
Werner Enterprises
WERN
$2.21B
$3.56M ﹤0.01%
97,830
-11,534
-11% -$422K
BOOT icon
1949
Boot Barn
BOOT
$4.57B
$3.55M ﹤0.01%
79,811
+20,689
+35% +$817K
AMBA icon
1950
Ambarella
AMBA
$3.29B
$3.54M ﹤0.01%
58,491
-61,550
-51% -$3.41M
76 77
78
79 80

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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.