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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
RYZ
2801
Ryerson Holding Corp
RYZ
$1.39B
$681K ﹤0.01%
57,555
-1,103
-2% -$10.9K
TWI icon
2802
Titan International
TWI
$474M
$680K ﹤0.01%
187,738
+49,292
+36% +$147K
SLP icon
2803
Simulations Plus
SLP
$370M
$678K ﹤0.01%
23,321
-14,862
-39% -$503K
GABC icon
2804
German American Bancorp
GABC
$1.92B
$676K ﹤0.01%
18,986
+2,694
+17% +$90.1K
VVR icon
2805
Invesco Senior Income Trust
VVR
$459M
$676K ﹤0.01%
+157,586
New +$657K
LAND
2806
Gladstone Land Corp
LAND
$357M
$674K ﹤0.01%
51,951
+18,079
+53% +$222K
SD icon
2807
SandRidge Energy
SD
$501M
$672K ﹤0.01%
158,531
+18,542
+13% +$77.5K
CEPU
2808
Central Puerto
CEPU
$2.32B
$671K ﹤0.01%
138,044
+2,497
+2% +$8.99K
BBIO icon
2809
BridgeBio Pharma
BBIO
$16.1B
$670K ﹤0.01%
19,123
+1,194
+7% +$33.1K
IIIN icon
2810
Insteel Industries
IIIN
$593M
$662K ﹤0.01%
30,788
+944
+3% +$19.9K
XERS icon
2811
Xeris Biopharma Holdings
XERS
$1.45B
$662K ﹤0.01%
93,968
+28,849
+44% +$238K
CET
2812
Central Securities Corp
CET
$1.55B
$660K ﹤0.01%
19,929
+11,391
+133% +$367K
PHD
2813
DELISTED
Pioneer Floating Rate Fund
PHD
$659K ﹤0.01%
60,029
+853
+1% +$9.01K
FRBK
2814
DELISTED
Republic First Bancorp Inc
FRBK
$659K ﹤0.01%
157,722
+16,042
+11% +$65K
XENT
2815
DELISTED
Intersect ENT, Inc
XENT
$658K ﹤0.01%
26,438
+1,112
+4% +$22.5K
SRI icon
2816
Stoneridge
SRI
$200M
$657K ﹤0.01%
22,392
-5,648
-20% -$174K
CDNA icon
2817
CareDx
CDNA
$1.97B
$656K ﹤0.01%
30,430
+1,240
+4% +$28.4K
QTTB icon
2818
Q32 Bio
QTTB
$462M
$655K ﹤0.01%
1,757
+236
+16% +$67.6K
KNSA icon
2819
Kiniksa Pharmaceuticals
KNSA
$6.1B
$651K ﹤0.01%
58,857
+7,285
+14% +$63.3K
LTRPA
2820
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$648K ﹤0.01%
88,201
-39,138
-31% -$315K
MEET
2821
DELISTED
The Meet Group, Inc. Common Stock
MEET
$646K ﹤0.01%
128,914
+304
+0.2% +$1.43K
ATEX icon
2822
Anterix
ATEX
$1.82B
$645K ﹤0.01%
14,934
+1,059
+8% +$43.2K
CIVI
2823
DELISTED
Civitas Resources
CIVI
$643K ﹤0.01%
27,555
-31,381
-53% -$621K
GPRO icon
2824
GoPro
GPRO
$124M
$641K ﹤0.01%
147,692
-1,291
-0.9% -$5.36K
CSTE icon
2825
Caesarstone
CSTE
$71.6M
$639K ﹤0.01%
42,400
+8,346
+25% +$134K
111 112
113
114 115

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NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.