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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
ABR icon
2326
Arbor Realty Trust
ABR
$977M
$1.93M ﹤0.01%
134,652
+9,818
+8% +$140K
EVN
2327
Eaton Vance Municipal Income Trust
EVN
$421M
$1.93M ﹤0.01%
151,335
-55,086
-27% -$705K
CNXN icon
2328
PC Connection
CNXN
$2.09B
$1.93M ﹤0.01%
38,838
+4,899
+14% +$227K
BANF icon
2329
BancFirst
BANF
$3.81B
$1.93M ﹤0.01%
30,873
+2,121
+7% +$125K
PS
2330
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$1.92M ﹤0.01%
111,813
+16,124
+17% +$274K
FIT
2331
DELISTED
Fitbit, Inc. Class A common stock
FIT
$1.92M ﹤0.01%
292,890
-76,804
-21% -$451K
ALLK
2332
DELISTED
Allakos
ALLK
$1.92M ﹤0.01%
20,097
-173
-0.9% -$15.2K
RDFN
2333
DELISTED
Redfin
RDFN
$1.91M ﹤0.01%
90,353
+28,909
+47% +$554K
UFCS icon
2334
United Fire Group
UFCS
$1.35B
$1.91M ﹤0.01%
43,670
-5,277
-11% -$236K
OEC icon
2335
Orion
OEC
$403M
$1.91M ﹤0.01%
98,844
+10,320
+12% +$187K
SKY icon
2336
Champion Homes
SKY
$4.41B
$1.9M ﹤0.01%
60,046
+1,828
+3% +$56.9K
RPD icon
2337
Rapid7
RPD
$628M
$1.9M ﹤0.01%
33,950
-1,029
-3% -$53.5K
EGRX
2338
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$1.9M ﹤0.01%
31,623
-4,496
-12% -$268K
OFIX icon
2339
Orthofix Medical
OFIX
$492M
$1.89M ﹤0.01%
40,942
-16,278
-28% -$765K
SPNT icon
2340
SiriusPoint
SPNT
$3.03B
$1.89M ﹤0.01%
179,704
+13,634
+8% +$132K
OLP
2341
One Liberty Properties
OLP
$542M
$1.89M ﹤0.01%
69,477
+13,198
+23% +$363K
IIPR icon
2342
Innovative Industrial Properties
IIPR
$1.77B
$1.89M ﹤0.01%
24,853
-8,606
-26% -$668K
FLWS icon
2343
1-800-Flowers.com
FLWS
$252M
$1.88M ﹤0.01%
129,910
+16,749
+15% +$228K
MRTX
2344
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$1.88M ﹤0.01%
14,607
-1,085
-7% -$105K
SUZ icon
2345
Suzano
SUZ
$10.2B
$1.88M ﹤0.01%
190,827
+55,514
+41% +$493K
LGTY
2346
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$1.88M ﹤0.01%
126,125
+8,916
+8% +$140K
FRA icon
2347
BlackRock Floating Rate Income Strategies Fund
FRA
$380M
$1.87M ﹤0.01%
139,306
+66,594
+92% +$858K
HMHC
2348
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$1.87M ﹤0.01%
299,325
-73,846
-20% -$431K
BJRI icon
2349
BJ's Restaurants
BJRI
$1.47B
$1.87M ﹤0.01%
49,248
-1,601
-3% -$61.4K
TILE icon
2350
Interface
TILE
$1.95B
$1.87M ﹤0.01%
112,527
+25,884
+30% +$417K
92 93
94
95 96

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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.