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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
BTU icon
2551
Peabody Energy
BTU
$2.54B
$1.21M ﹤0.01%
133,043
+3,894
+3% +$44.8K
SRDX
2552
DELISTED
Surmodics
SRDX
$1.21M ﹤0.01%
29,255
-2,981
-9% -$126K
JCP
2553
DELISTED
J.C. Penney Company, Inc.
JCP
$1.21M ﹤0.01%
1,082,497
-811,051
-43% -$862K
RARE icon
2554
Ultragenyx Pharmaceutical
RARE
$2.46B
$1.21M ﹤0.01%
28,333
+5,208
+23% +$215K
IJS icon
2555
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
$1.2M ﹤0.01%
14,944
-1,888
-11% -$146K
KRYS icon
2556
Krystal Biotech
KRYS
$10.7B
$1.2M ﹤0.01%
21,672
-4,041
-16% -$198K
ETD icon
2557
Ethan Allen Interiors
ETD
$600M
$1.2M ﹤0.01%
62,838
-2,929
-4% -$54.6K
DBEU icon
2558
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$762M
$1.2M ﹤0.01%
+38,457
New +$1.17M
AMAG
2559
DELISTED
AMAG Pharmaceuticals
AMAG
$1.2M ﹤0.01%
98,246
-32,129
-25% -$351K
ALX
2560
Alexander's
ALX
$1.36B
$1.2M ﹤0.01%
3,617
-645
-15% -$215K
IBCP icon
2561
Independent Bank Corp
IBCP
$796M
$1.19M ﹤0.01%
52,573
+3,006
+6% +$66.5K
VTV icon
2562
Vanguard Morningstar Value ETF
VTV
$188B
$1.19M ﹤0.01%
9,883
+225
+2% +$26K
PCSB
2563
DELISTED
PCSB Financial Corporation
PCSB
$1.18M ﹤0.01%
58,447
+3,082
+6% +$62.3K
PRNB
2564
DELISTED
Principia Biopharma Inc. Common Stock
PRNB
$1.18M ﹤0.01%
+21,568
New +$805K
RES icon
2565
RPC Inc
RES
$1.13B
$1.18M ﹤0.01%
224,760
-164,202
-42% -$736K
MAXR
2566
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$1.18M ﹤0.01%
74,964
+6,970
+10% +$72.4K
OPP
2567
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$189M
$1.17M ﹤0.01%
72,278
-19,725
-21% -$329K
DDD icon
2568
3D Systems Corp
DDD
$405M
$1.17M ﹤0.01%
133,189
-40,632
-23% -$353K
PNNT
2569
Pennant Park Investment Corp
PNNT
$220M
$1.16M ﹤0.01%
178,181
-368
-0.2% -$2.29K
TLRD
2570
DELISTED
Tailored Brands, Inc.
TLRD
$1.16M ﹤0.01%
280,652
+13,870
+5% +$65.3K
AXGN icon
2571
Axogen
AXGN
$2.2B
$1.16M ﹤0.01%
64,890
+7,780
+14% +$115K
DSGX icon
2572
Descartes Systems
DSGX
$6.68B
$1.16M ﹤0.01%
27,178
+503
+2% +$20.5K
XLP icon
2573
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$1.16M ﹤0.01%
18,415
+2,610
+17% +$161K
AKO.B icon
2574
Embotelladora Andina Series B
AKO.B
$4.62B
$1.16M ﹤0.01%
66,245
-245
-0.4% -$4.22K
RDNT icon
2575
RadNet
RDNT
$4.98B
$1.16M ﹤0.01%
56,992
+16,855
+42% +$289K
101 102
103
104 105

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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.