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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
NVST icon
2026
Envista
NVST
$4.62B
$3.12M ﹤0.01%
+105,363
New +$3M
VIG icon
2027
Vanguard Dividend Appreciation ETF
VIG
$111B
$3.12M ﹤0.01%
25,053
+5,092
+26% +$616K
APAM icon
2028
Artisan Partners
APAM
$2.86B
$3.12M ﹤0.01%
96,578
-41,425
-30% -$1.2M
TGE
2029
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$3.12M ﹤0.01%
140,951
+112
+0.1% +$2.15K
IGIB icon
2030
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$3.11M ﹤0.01%
53,644
– –
PDCE
2031
DELISTED
PDC Energy, Inc.
PDCE
$3.11M ﹤0.01%
118,699
-19,046
-14% -$457K
MNTA
2032
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$3.1M ﹤0.01%
157,208
+11,408
+8% +$182K
TR icon
2033
Tootsie Roll Industries
TR
$2.97B
$3.1M ﹤0.01%
111,627
+1,294
+1% +$36.6K
BANC icon
2034
Banc of California
BANC
$2.87B
$3.1M ﹤0.01%
180,263
-11,184
-6% -$169K
W icon
2035
Wayfair
W
$11.8B
$3.1M ﹤0.01%
34,267
-2,149
-6% -$200K
EVRI
2036
DELISTED
Everi Holdings
EVRI
$3.09M ﹤0.01%
229,877
+171,657
+295% +$1.96M
AIMT
2037
DELISTED
Aimmune Therapeutics
AIMT
$3.09M ﹤0.01%
92,232
+8,454
+10% +$236K
MDLA
2038
DELISTED
Medallia, Inc.
MDLA
$3.08M ﹤0.01%
99,078
+90,989
+1,125% +$2.69M
LAUR icon
2039
Laureate Education
LAUR
$5.38B
$3.06M ﹤0.01%
173,883
-57,917
-25% -$954K
QTWO icon
2040
Q2 Holdings
QTWO
$3.78B
$3.06M ﹤0.01%
37,763
-18,226
-33% -$1.4M
NFBK
2041
DELISTED
Northfield Bancorp
NFBK
$3.05M ﹤0.01%
180,026
-3,930
-2% -$66K
BJ icon
2042
BJs Wholesale Club
BJ
$12.8B
$3.05M ﹤0.01%
134,082
+58,635
+78% +$1.45M
HTLD icon
2043
Heartland Express
HTLD
$1.01B
$3.05M ﹤0.01%
144,699
-4,984
-3% -$107K
LNW
2044
DELISTED
Light & Wonder
LNW
$3.05M ﹤0.01%
113,757
+38,070
+50% +$980K
DX
2045
Dynex Capital
DX
$3.17B
$3.04M ﹤0.01%
179,734
+62,481
+53% +$1.01M
BRW
2046
Saba Capital Income & Opportunities Fund
BRW
$335M
$3.02M ﹤0.01%
301,581
-74,939
-20% -$723K
VGT icon
2047
Vanguard Information Technology ETF
VGT
$133B
$3.02M ﹤0.01%
98,552
-10,912
-10% -$312K
NXGN
2048
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$3.01M ﹤0.01%
187,444
+13,833
+8% +$229K
ALEX
2049
DELISTED
Alexander & Baldwin
ALEX
$3.01M ﹤0.01%
143,416
-15,063
-10% -$341K
HT
2050
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$3M ﹤0.01%
206,270
+26,592
+15% +$377K
80 81
82
83 84

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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.