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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
MGP
2676
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$917K ﹤0.01%
29,620
+1,144
+4% +$35.2K
ZG icon
2677
Zillow
ZG
$7.79B
$916K ﹤0.01%
20,035
-5,839
-23% -$216K
CNBKA
2678
DELISTED
Century Bancorp Inc/Mass
CNBKA
$915K ﹤0.01%
10,173
-389
-4% -$34K
HSKA
2679
DELISTED
Heska Corp
HSKA
$912K ﹤0.01%
9,503
+2,180
+30% +$189K
WORK
2680
DELISTED
Slack Technologies, Inc.
WORK
$911K ﹤0.01%
40,529
+30,785
+316% +$685K
APPF icon
2681
AppFolio
APPF
$6.23B
$910K ﹤0.01%
8,275
+457
+6% +$46.6K
THR
2682
DELISTED
Thermon Group Holdings
THR
$907K ﹤0.01%
33,850
+487
+1% +$12.3K
FLY
2683
DELISTED
Fly Leasing Limited
FLY
$906K ﹤0.01%
46,206
+5,514
+14% +$110K
SWI
2684
DELISTED
SolarWinds Corporation Common Stock
SWI
$903K ﹤0.01%
46,173
-17,381
-27% -$345K
TVTX icon
2685
Travere Therapeutics
TVTX
$5.33B
$900K ﹤0.01%
63,399
+51,132
+417% +$653K
OPY icon
2686
Oppenheimer Holdings
OPY
$1.19B
$897K ﹤0.01%
32,634
-8,182
-20% -$228K
UCFC
2687
DELISTED
United Community Financial Corp
UCFC
$895K ﹤0.01%
76,787
+9,387
+14% +$105K
AFT
2688
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$891K ﹤0.01%
58,839
+769
+1% +$11.3K
RDWR icon
2689
Radware
RDWR
$1.05B
$888K ﹤0.01%
34,445
+1,814
+6% +$42.9K
HTT
2690
High Templar Tech Ltd
HTT
$379M
$887K ﹤0.01%
188,340
+31,947
+20% +$188K
CRESY
2691
Cresud
CRESY
$823M
$884K ﹤0.01%
130,662
+3
+0% +$15
IVH
2692
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$880K ﹤0.01%
63,295
+38,603
+156% +$523K
BB icon
2693
BlackBerry
BB
$4.95B
$879K ﹤0.01%
136,843
-82,369
-38% -$452K
EWA icon
2694
iShares MSCI Australia ETF
EWA
$1.41B
$879K ﹤0.01%
38,825
+83
+0.2% +$1.87K
GDEN
2695
DELISTED
Golden Entertainment
GDEN
$878K ﹤0.01%
45,676
+22,716
+99% +$372K
GRBK icon
2696
Green Brick Partners
GRBK
$3.03B
$877K ﹤0.01%
76,365
+2,352
+3% +$25.7K
RM icon
2697
Regional Management Corp
RM
$297M
$873K ﹤0.01%
29,075
-2,229
-7% -$67.6K
CAAP icon
2698
Corporacion America
CAAP
$4.26B
$867K ﹤0.01%
144,533
-71,749
-33% -$322K
SSYS icon
2699
Stratasys
SSYS
$697M
$863K ﹤0.01%
42,658
-21,566
-34% -$430K
DSPG
2700
DELISTED
DSP Group Inc
DSPG
$863K ﹤0.01%
54,837
+16,836
+44% +$248K
106 107
108
109 110

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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.