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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
LIVN icon
2001
LivaNova
LIVN
$4.47B
$3.24M ﹤0.01%
42,942
-6,739
-14% -$511K
IJH icon
2002
iShares Core S&P Mid-Cap ETF
IJH
$121B
$3.24M ﹤0.01%
78,645
-3,265
-4% -$129K
TRTN
2003
DELISTED
Triton International Limited
TRTN
$3.23M ﹤0.01%
80,447
+6,094
+8% +$226K
INSM icon
2004
Insmed
INSM
$22.4B
$3.23M ﹤0.01%
135,324
-8,776
-6% -$179K
AVAV icon
2005
AeroVironment
AVAV
$7.19B
$3.23M ﹤0.01%
52,330
+4,210
+9% +$252K
QIWI
2006
DELISTED
QIWI PLC
QIWI
$3.23M ﹤0.01%
166,841
-34,459
-17% -$673K
XLV icon
2007
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$3.22M ﹤0.01%
31,612
-483
-2% -$46.4K
ARGO
2008
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$3.22M ﹤0.01%
48,976
-4,352
-8% -$285K
CVCO icon
2009
Cavco Industries
CVCO
$4.36B
$3.22M ﹤0.01%
16,470
+5,850
+55% +$1.15M
BV icon
2010
BrightView Holdings
BV
$1.24B
$3.2M ﹤0.01%
189,948
-18,399
-9% -$320K
INWK
2011
DELISTED
InnerWorkings, Inc.
INWK
$3.19M ﹤0.01%
579,613
-20,815
-3% -$101K
VSAT icon
2012
Viasat
VSAT
$9.67B
$3.19M ﹤0.01%
43,618
-8,533
-16% -$610K
RBA icon
2013
RB Global
RBA
$21.5B
$3.19M ﹤0.01%
74,256
-4,420
-6% -$184K
STBA icon
2014
S&T Bancorp
STBA
$1.9B
$3.19M ﹤0.01%
79,079
+4,903
+7% +$186K
INFN
2015
DELISTED
Infinera Corporation Common Stock
INFN
$3.18M ﹤0.01%
400,720
+68,777
+21% +$423K
MRTN icon
2016
Marten Transport
MRTN
$1.22B
$3.18M ﹤0.01%
221,931
+4,198
+2% +$59.9K
VCEL icon
2017
Vericel Corp
VCEL
$2.38B
$3.18M ﹤0.01%
182,509
+52,006
+40% +$885K
CRTO icon
2018
Criteo
CRTO
$1.14B
$3.16M ﹤0.01%
182,556
+55,733
+44% +$992K
NXRT
2019
NexPoint Residential Trust
NXRT
$689M
$3.16M ﹤0.01%
70,238
+12,412
+21% +$585K
MFL
2020
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$3.16M ﹤0.01%
237,855
+135,223
+132% +$1.8M
KTF
2021
DWS Municipal Income Trust
KTF
$345M
$3.14M ﹤0.01%
277,379
+70,897
+34% +$812K
MCY icon
2022
Mercury Insurance
MCY
$6B
$3.14M ﹤0.01%
64,369
-9,011
-12% -$453K
WNC icon
2023
Wabash National
WNC
$504M
$3.13M ﹤0.01%
212,752
-43,365
-17% -$645K
NP
2024
DELISTED
Neenah, Inc. Common Stock
NP
$3.12M ﹤0.01%
44,362
-1,207
-3% -$82K
AXIA
2025
AXIA Energia
AXIA
$22.9B
$3.12M ﹤0.01%
423,094
-22,721
-5% -$160K
79 80
81
82 83

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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.