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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
ENPH icon
2501
Enphase Energy
ENPH
$4.63B
$1.36M ﹤0.01%
52,126
-61,224
-54% -$1.39M
MITT
2502
TPG Mortgage Investment Trust
MITT
$228M
$1.36M ﹤0.01%
29,333
-11,495
-28% -$530K
IDE
2503
Voya Infrastructure, Industrials and Materials Fund
IDE
$195M
$1.35M ﹤0.01%
+117,711
New +$1.33M
SBI
2504
Western Asset Intermediate Muni Fund
SBI
$107M
$1.35M ﹤0.01%
148,940
-1,149
-0.8% -$10.5K
WT icon
2505
WisdomTree
WT
$2.79B
$1.34M ﹤0.01%
277,084
+102,960
+59% +$511K
RESI
2506
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$1.34M ﹤0.01%
108,452
+5,459
+5% +$64.8K
MTL
2507
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$1.33M ﹤0.01%
648,187
-370,442
-36% -$694K
VSTO
2508
DELISTED
Vista Outdoor Inc.
VSTO
$1.33M ﹤0.01%
177,390
-17,899
-9% -$134K
SCHH icon
2509
Schwab US REIT ETF
SCHH
$11.7B
$1.33M ﹤0.01%
57,690
– –
VOOV icon
2510
Vanguard S&P 500 Value ETF
VOOV
$6.61B
$1.32M ﹤0.01%
10,546
-3,271
-24% -$393K
AGYS icon
2511
Agilysys
AGYS
$3.21B
$1.32M ﹤0.01%
52,108
-32,605
-38% -$825K
LNTH icon
2512
Lantheus
LNTH
$6.51B
$1.32M ﹤0.01%
64,468
+6,789
+12% +$137K
DSSI
2513
DELISTED
Diamond S Shipping Inc. Common Shares
DSSI
$1.32M ﹤0.01%
+78,828
New +$1.18M
FFG
2514
DELISTED
FBL Financial Group
FFG
$1.32M ﹤0.01%
22,354
-1,483
-6% -$85.3K
YZC
2515
DELISTED
Yanzhou Coal Mining
YZC
$1.31M ﹤0.01%
146,129
-39
-0% -$351
PHX
2516
DELISTED
PHX Minerals
PHX
$1.31M ﹤0.01%
117,229
-4,862
-4% -$63.8K
BMTC
2517
DELISTED
Bryn Mawr Bank Corp
BMTC
$1.31M ﹤0.01%
31,736
+8,792
+38% +$339K
NGVC icon
2518
Vitamin Cottage Natural Grocers
NGVC
$760M
$1.31M ﹤0.01%
132,503
-13,448
-9% -$123K
COHU icon
2519
Cohu
COHU
$1.86B
$1.3M ﹤0.01%
57,094
+18,735
+49% +$337K
TXG icon
2520
10x Genomics
TXG
$5.88B
$1.3M ﹤0.01%
17,050
-963
-5% -$57.9K
MGPI icon
2521
MGP Ingredients
MGPI
$404M
$1.29M ﹤0.01%
26,692
+13,198
+98% +$618K
STAA icon
2522
STAAR Surgical
STAA
$1.19B
$1.29M ﹤0.01%
36,651
+5,503
+18% +$182K
PACB icon
2523
Pacific Biosciences
PACB
$435M
$1.29M ﹤0.01%
250,299
-15,299
-6% -$77.8K
CHRS icon
2524
Coherus Oncology
CHRS
$217M
$1.28M ﹤0.01%
71,343
-1,828
-2% -$33.7K
QADA
2525
DELISTED
QAD Inc.
QADA
$1.28M ﹤0.01%
25,174
+969
+4% +$46.4K
99 100
101
102 103

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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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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.