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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
IWO icon
2401
iShares Russell 2000 Growth ETF
IWO
$14.1B
$1.68M ﹤0.01%
7,849
+401
+5% +$81.4K
LMAT icon
2402
LeMaitre Vascular
LMAT
$2.37B
$1.68M ﹤0.01%
46,665
+8,379
+22% +$289K
EGO icon
2403
Eldorado Gold
EGO
$8.33B
$1.68M ﹤0.01%
208,900
-62,449
-23% -$484K
NEWR
2404
DELISTED
New Relic, Inc.
NEWR
$1.68M ﹤0.01%
25,521
-2,699
-10% -$175K
RGNX icon
2405
Regenxbio
RGNX
$616M
$1.68M ﹤0.01%
40,912
+20,704
+102% +$818K
TGS icon
2406
Transportadora de Gas del Sur
TGS
$4.48B
$1.67M ﹤0.01%
233,257
+52
+0% +$361
FWONA icon
2407
Liberty Media Series A
FWONA
$23.4B
$1.67M ﹤0.01%
39,751
-9,508
-19% -$373K
PBYI icon
2408
Puma Biotechnology
PBYI
$398M
$1.66M ﹤0.01%
190,145
+101,334
+114% +$839K
VVX icon
2409
V2X
VVX
$2.7B
$1.66M ﹤0.01%
32,352
+789
+2% +$38K
DXPE icon
2410
DXP Enterprises
DXPE
$2.3B
$1.66M ﹤0.01%
41,572
-4,944
-11% -$184K
BATRK icon
2411
Atlanta Braves Holdings Series B
BATRK
$3.28B
$1.65M ﹤0.01%
55,978
+10,131
+22% +$288K
GLRE icon
2412
Greenlight Captial
GLRE
$579M
$1.65M ﹤0.01%
163,426
-3,557
-2% -$36.8K
SNEX icon
2413
StoneX
SNEX
$8.72B
$1.65M ﹤0.01%
170,677
-8,206
-5% -$67.9K
VRS
2414
DELISTED
Verso Corporation
VRS
$1.65M ﹤0.01%
91,317
+10,768
+13% +$173K
SAIL
2415
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$1.64M ﹤0.01%
69,503
-18,572
-21% -$406K
VIRT icon
2416
Virtu Financial
VIRT
$5.04B
$1.64M ﹤0.01%
102,475
-51,924
-34% -$856K
ARNA
2417
DELISTED
Arena Pharmaceuticals Inc
ARNA
$1.64M ﹤0.01%
36,089
+12,767
+55% +$604K
ENTA icon
2418
Enanta Pharmaceuticals
ENTA
$362M
$1.64M ﹤0.01%
26,508
-3,543
-12% -$220K
HSTM icon
2419
HealthStream
HSTM
$863M
$1.64M ﹤0.01%
60,179
+3,952
+7% +$109K
NTGR icon
2420
NETGEAR
NTGR
$612M
$1.64M ﹤0.01%
66,784
-32,673
-33% -$893K
BSTC
2421
DELISTED
BioSpecifics Technologies Corp.
BSTC
$1.64M ﹤0.01%
28,749
+9,484
+49% +$503K
MNRL
2422
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$1.63M ﹤0.01%
76,216
-27,825
-27% -$542K
CCS icon
2423
Century Communities
CCS
$1.98B
$1.63M ﹤0.01%
59,714
+8,627
+17% +$252K
VCRA
2424
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$1.63M ﹤0.01%
78,645
+9,741
+14% +$214K
ICHR icon
2425
Ichor Holdings
ICHR
$2.17B
$1.63M ﹤0.01%
48,992
-10,453
-18% -$312K
95 96
97
98 99

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.