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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
FMNB icon
2876
Farmers National Banc Corp
FMNB
$941M
$555K ﹤0.01%
34,037
+12,546
+58% +$191K
PAGP icon
2877
Plains GP Holdings
PAGP
$5.26B
$551K ﹤0.01%
29,079
-26,204
-47% -$492K
MPAA icon
2878
Motorcar Parts of America
MPAA
$261M
$550K ﹤0.01%
24,978
+672
+3% +$13K
OMER icon
2879
Omeros
OMER
$863M
$550K ﹤0.01%
39,066
-5,102
-12% -$74.7K
NYRT
2880
DELISTED
New York REIT, Inc.
NYRT
$550K ﹤0.01%
25,978
-2,978
-10% -$63K
MIN
2881
Aberdeen Intermediate Income Fund
MIN
$273M
$549K ﹤0.01%
144,507
+100,685
+230% +$380K
CWCO icon
2882
Consolidated Water Co
CWCO
$474M
$548K ﹤0.01%
33,606
-3,168
-9% -$52.3K
IJK icon
2883
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
$548K ﹤0.01%
9,212
+3,976
+76% +$228K
RCKT icon
2884
Rocket Pharmaceuticals
RCKT
$351M
$548K ﹤0.01%
24,062
+998
+4% +$16.7K
PETQ
2885
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$544K ﹤0.01%
21,711
-7,587
-26% -$188K
CWEN.A
2886
DELISTED
Clearway Energy Class A
CWEN.A
$532K ﹤0.01%
27,835
+2,273
+9% +$41.9K
INST
2887
DELISTED
Instructure, Inc.
INST
$527K ﹤0.01%
10,924
+3,793
+53% +$178K
MOR
2888
DELISTED
MorphoSys AG American Depositary Shares
MOR
$526K ﹤0.01%
14,748
-966
-6% -$28.9K
MG icon
2889
Mistras Group
MG
$483M
$522K ﹤0.01%
36,574
-6,006
-14% -$84.9K
TTI icon
2890
TETRA Technologies
TTI
$1.13B
$522K ﹤0.01%
266,078
-239,759
-47% -$386K
BNED icon
2891
Barnes & Noble Education
BNED
$430M
$520K ﹤0.01%
1,218
-326
-21% -$134K
OPRA
2892
Opera Ltd
OPRA
$1.67B
$520K ﹤0.01%
+56,237
New +$552K
OMN
2893
DELISTED
OMNOVA Solutions Inc.
OMN
$518K ﹤0.01%
51,239
-3,993
-7% -$40.3K
AXIA.PR
2894
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$516K ﹤0.01%
54,473
+7,127
+15% +$65.5K
KALA icon
2895
KALA BIO
KALA
$13.6M
$515K ﹤0.01%
56
+35
+167% +$338K
CNR
2896
DELISTED
Cornerstone Building Brands, Inc.
CNR
$515K ﹤0.01%
60,512
+4,947
+9% +$34.8K
SCHB icon
2897
Schwab US Broad Market ETF
SCHB
$43B
$513K ﹤0.01%
40,008
-35,274
-47% -$433K
BREW
2898
DELISTED
Craft Brew Alliance, Inc.
BREW
$513K ﹤0.01%
31,075
+5,316
+21% +$66.3K
CZNC icon
2899
Citizens & Northern Corp
CZNC
$456M
$511K ﹤0.01%
18,085
-966
-5% -$25.2K
XLC icon
2900
State Street Communication Services Select Sector SPDR ETF
XLC
$21.9B
$508K ﹤0.01%
9,470
+38
+0.4% +$1.96K
114 115
116
117 118

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
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.