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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
FNKO icon
3026
Funko
FNKO
$332M
$358K ﹤0.01%
20,883
-58,758
-74% -$959K
GWRS icon
3027
Global Water Resources
GWRS
$206M
$357K ﹤0.01%
27,127
-3,211
-11% -$40.3K
VFH icon
3028
Vanguard Financials ETF
VFH
$13.5B
$357K ﹤0.01%
4,678
+1
+0% +$73
ATRO icon
3029
Astronics
ATRO
$3.4B
$354K ﹤0.01%
15,212
+3,645
+32% +$89.5K
MOBL
3030
DELISTED
MobileIron, Inc.
MOBL
$354K ﹤0.01%
72,762
-127,850
-64% -$681K
CDZI icon
3031
Cadiz
CDZI
$257M
$352K ﹤0.01%
31,981
+4,443
+16% +$51.2K
OPBK icon
3032
OP Bancorp
OPBK
$233M
$352K ﹤0.01%
33,978
+922
+3% +$9.07K
LBRT icon
3033
Liberty Energy
LBRT
$3.02B
$351K ﹤0.01%
31,529
-23,078
-42% -$219K
TNK icon
3034
Teekay Tankers
TNK
$2.78B
$351K ﹤0.01%
14,652
+1,102
+8% +$20.1K
OPCH icon
3035
Option Care Health
OPCH
$3.42B
$350K ﹤0.01%
23,471
+579
+3% +$7.83K
BFIN
3036
DELISTED
BankFinancial
BFIN
$348K ﹤0.01%
26,573
+15,773
+146% +$205K
BXRX
3037
DELISTED
Baudax Bio, Inc. Common Stock
BXRX
$346K ﹤0.01%
+36
New +$307K
AKH
3038
DELISTED
AIR France-KLM
AKH
$346K ﹤0.01%
31,432
-524
-2% -$5.77K
MGI
3039
DELISTED
MoneyGram International, Inc. New
MGI
$342K ﹤0.01%
162,874
-31,479
-16% -$101K
IMOS
3040
ChipMOS TECHNOLOGIES
IMOS
$1.67B
$340K ﹤0.01%
15,055
-2,674
-15% -$58.9K
TCDA
3041
DELISTED
Tricida, Inc. Common Stock
TCDA
$340K ﹤0.01%
8,997
+81
+0.9% +$3.02K
EPOL icon
3042
iShares MSCI Poland ETF
EPOL
$697M
$339K ﹤0.01%
16,089
-335
-2% -$7.13K
KVHI icon
3043
KVH Industries
KVHI
$181M
$339K ﹤0.01%
30,416
+3,146
+12% +$33.4K
LORL
3044
DELISTED
Loral Space and Communications, Inc.
LORL
$339K ﹤0.01%
10,503
-10,217
-49% -$375K
CLVS
3045
DELISTED
Clovis Oncology, Inc.
CLVS
$338K ﹤0.01%
+32,400
New +$236K
TENB icon
3046
Tenable Holdings
TENB
$3.64B
$336K ﹤0.01%
+14,029
New +$342K
EXTN
3047
DELISTED
Exterran Corporation
EXTN
$336K ﹤0.01%
42,913
-62,877
-59% -$584K
DOO
3048
Bombardier Recreational Products
DOO
$4.54B
$335K ﹤0.01%
7,358
-1,596
-18% -$71.2K
SCID
3049
DELISTED
Global X Scientific Beta Europe ETF
SCID
$335K ﹤0.01%
12,868
-5,453
-30% -$136K
FNHC
3050
DELISTED
FedNat Holding Company Common Stock
FNHC
$333K ﹤0.01%
20,010
+1,522
+8% +$22.7K
120 121
122
123 124

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MCM
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PSUF
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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.