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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
AROW icon
2576
Arrow Financial
AROW
$662M
$1.16M ﹤0.01%
34,388
+4,974
+17% +$156K
URTH icon
2577
iShares MSCI World ETF
URTH
$7.83B
$1.16M ﹤0.01%
+11,689
New +$1.11M
ADPT icon
2578
Adaptive Biotechnologies
ADPT
$3.61B
$1.15M ﹤0.01%
38,575
+14,300
+59% +$411K
IMAX icon
2579
IMAX
IMAX
$2.67B
$1.15M ﹤0.01%
56,474
+3,544
+7% +$75.6K
PRIM icon
2580
Primoris Services
PRIM
$4.06B
$1.15M ﹤0.01%
51,863
-1,460
-3% -$31.3K
SDY icon
2581
State Street SPDR S&P Dividend ETF
SDY
$22.1B
$1.15M ﹤0.01%
10,699
-1,785
-14% -$187K
ORTX
2582
DELISTED
Orchard Therapeutics plc American Depositary Shares
ORTX
$1.15M ﹤0.01%
8,372
+1,801
+27% +$219K
PEI
2583
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$1.15M ﹤0.01%
14,372
+93
+0.7% +$7.75K
FF icon
2584
Future Fuel
FF
$205M
$1.15M ﹤0.01%
92,635
-2,366
-2% -$28.2K
AAIC
2585
DELISTED
Arlington Asset Investment Corp.
AAIC
$1.15M ﹤0.01%
206,063
+77,522
+60% +$442K
HLI icon
2586
Houlihan Lokey
HLI
$9.72B
$1.15M ﹤0.01%
23,457
-8,265
-26% -$390K
VCTR icon
2587
Victory Capital Holdings
VCTR
$6.09B
$1.15M ﹤0.01%
+54,592
New +$991K
HTB
2588
HomeTrust Bancshares
HTB
$866M
$1.15M ﹤0.01%
42,680
-2,581
-6% -$67.9K
SLCA
2589
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$1.14M ﹤0.01%
185,164
-60,434
-25% -$365K
QCRH icon
2590
QCR Holdings
QCRH
$1.68B
$1.14M ﹤0.01%
25,953
+1,134
+5% +$46.3K
PRTA icon
2591
Prothena Corp
PRTA
$448M
$1.14M ﹤0.01%
71,693
+32,104
+81% +$344K
KRTX
2592
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
$1.14M ﹤0.01%
+15,071
New +$660K
CMCO icon
2593
Columbus McKinnon
CMCO
$422M
$1.13M ﹤0.01%
28,312
-1,206
-4% -$46.6K
PFC
2594
DELISTED
Premier Financial Corp. Common Stock
PFC
$1.13M ﹤0.01%
35,828
+3,406
+11% +$103K
PLYA
2595
DELISTED
Playa Hotels & Resorts
PLYA
$1.13M ﹤0.01%
134,094
-14,183
-10% -$110K
STR
2596
DELISTED
Sitio Royalties
STR
$1.12M ﹤0.01%
39,787
+24,051
+153% +$613K
BBAR icon
2597
BBVA Argentina
BBAR
$3.85B
$1.12M ﹤0.01%
200,286
-245,292
-55% -$1.01M
VNOM icon
2598
Viper Energy
VNOM
$8.43B
$1.11M ﹤0.01%
45,197
+7,972
+21% +$200K
SIEN
2599
DELISTED
Sientra, Inc.
SIEN
$1.11M ﹤0.01%
12,476
+10,475
+523% +$789K
MX
2600
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$1.11M ﹤0.01%
114,000
-800
-0.7% -$7.83K
102 103
104
105 106

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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.