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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
SCSC icon
2076
Scansource
SCSC
$1.17B
$2.88M ﹤0.01%
77,938
-3,395
-4% -$115K
HASI icon
2077
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.81B
$2.88M ﹤0.01%
89,387
+3,401
+4% +$101K
KL
2078
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$2.88M ﹤0.01%
65,252
+44,342
+212% +$1.97M
LRN icon
2079
Stride
LRN
$4.16B
$2.87M ﹤0.01%
140,886
-36,834
-21% -$787K
WLH
2080
DELISTED
WILLIAM LYON HOMES
WLH
$2.87M ﹤0.01%
143,480
-9,826
-6% -$201K
PMO
2081
Franklin Municipal Opportunities Trust
PMO
$282M
$2.87M ﹤0.01%
217,915
-128,370
-37% -$1.68M
JRVR icon
2082
James River Group Holdings
JRVR
$219M
$2.86M ﹤0.01%
69,359
-10,379
-13% -$408K
PNTG icon
2083
Pennant Group
PNTG
$1.43B
$2.86M ﹤0.01%
+86,430
New +$1.98M
LPG icon
2084
Dorian LPG
LPG
$1.96B
$2.86M ﹤0.01%
184,542
+89,000
+93% +$1.17M
TPC
2085
Tutor Perini Cor
TPC
$4.03B
$2.85M ﹤0.01%
221,658
+27,605
+14% +$425K
INF
2086
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
$2.85M ﹤0.01%
203,995
-60,516
-23% -$824K
MRC
2087
DELISTED
MRC Global
MRC
$2.85M ﹤0.01%
208,611
-29,544
-12% -$385K
BPFH
2088
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$2.84M ﹤0.01%
236,040
-13,200
-5% -$153K
P
2089
Everpure Inc
P
$23B
$2.83M ﹤0.01%
165,670
-58,864
-26% -$1.04M
VKTX icon
2090
Viking Therapeutics
VKTX
$3.88B
$2.83M ﹤0.01%
353,228
+255,596
+262% +$1.86M
DIA icon
2091
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$2.83M ﹤0.01%
9,935
+329
+3% +$90.6K
JELD icon
2092
JELD-WEN Holding
JELD
$110M
$2.83M ﹤0.01%
120,894
+6,568
+6% +$135K
CVLT icon
2093
Commault Systems
CVLT
$4.98B
$2.82M ﹤0.01%
63,123
-13,512
-18% -$639K
ANIK icon
2094
Anika Therapeutics
ANIK
$215M
$2.82M ﹤0.01%
54,330
+3,240
+6% +$188K
VNDA icon
2095
Vanda Pharmaceuticals
VNDA
$304M
$2.82M ﹤0.01%
171,667
+49,676
+41% +$751K
GOOD
2096
Gladstone Commercial Corp
GOOD
$623M
$2.81M ﹤0.01%
128,445
+5,103
+4% +$116K
REGI
2097
DELISTED
Renewable Energy Group, Inc.
REGI
$2.8M ﹤0.01%
104,024
+15,738
+18% +$285K
ACRE
2098
Ares Commercial Real Estate
ACRE
$247M
$2.8M ﹤0.01%
176,801
-4,195
-2% -$65K
AXSM icon
2099
Axsome Therapeutics
AXSM
$11.7B
$2.8M ﹤0.01%
27,098
-24,730
-48% -$999K
WIFI
2100
DELISTED
Boingo Wireless, Inc.
WIFI
$2.8M ﹤0.01%
255,807
-21,002
-8% -$228K
82 83
84
85 86

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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.