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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
ACRS icon
3151
Aclaris Therapeutics
ACRS
$726M
$247K ﹤0.01%
130,565
+105,349
+418% +$175K
LITS
3152
Lite Strategy Inc
LITS
$32.8M
$245K ﹤0.01%
4,945
+2,881
+140% +$107K
EEX
3153
DELISTED
Emerald Holding
EEX
$244K ﹤0.01%
+23,106
New +$230K
TXMD icon
3154
TherapeuticsMD
TXMD
$23.5M
$244K ﹤0.01%
2,015
-66
-3% -$9.49K
CMRX
3155
DELISTED
Chimerix, Inc.
CMRX
$244K ﹤0.01%
119,980
-189,225
-61% -$349K
GDP
3156
DELISTED
Goodrich Petroleum Corporation Common Stock
GDP
$244K ﹤0.01%
24,332
-5,739
-19% -$55.8K
STXB
3157
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
$243K ﹤0.01%
10,585
-269
-2% -$5.92K
REV
3158
DELISTED
Revlon, Inc.
REV
$243K ﹤0.01%
11,337
+751
+7% +$18.1K
GLQ
3159
Clough Global Equity Fund
GLQ
$152M
$241K ﹤0.01%
19,939
+978
+5% +$11.5K
MCRB icon
3160
Seres Therapeutics
MCRB
$46.8M
$239K ﹤0.01%
3,470
+48
+1% +$3.56K
SHBI icon
3161
Shore Bancshares
SHBI
$819M
$238K ﹤0.01%
13,731
+402
+3% +$6.57K
CLCT
3162
DELISTED
Collectors Universe
CLCT
$236K ﹤0.01%
10,253
+3,229
+46% +$86.5K
IOTS
3163
DELISTED
Adesto Technologies Corp
IOTS
$234K ﹤0.01%
27,562
+5,235
+23% +$41.1K
ADVM
3164
DELISTED
Adverum Biotechnologies
ADVM
$233K ﹤0.01%
2,026
+532
+36% +$46.9K
CPRX
3165
DELISTED
Catalyst Pharmaceutical
CPRX
$233K ﹤0.01%
62,008
+49,429
+393% +$231K
IVOO icon
3166
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.71B
$233K ﹤0.01%
3,360
– –
STGW icon
3167
Stagwell
STGW
$2.09B
$233K ﹤0.01%
83,946
-38,907
-32% -$105K
TIPT icon
3168
Tiptree Inc
TIPT
$662M
$233K ﹤0.01%
28,648
+6,675
+30% +$51K
TSLF
3169
DELISTED
THL CREDIT SENIOR LOAN FUND
TSLF
$233K ﹤0.01%
15,385
+647
+4% +$9.48K
BCOV
3170
DELISTED
Brightcove, Inc.
BCOV
$232K ﹤0.01%
26,665
-3,114
-10% -$29.2K
NBN icon
3171
Northeast Bank
NBN
$1.06B
$230K ﹤0.01%
10,453
-18
-0.2% -$397
SBBP
3172
DELISTED
Strongbridge Biopharma plc.
SBBP
$229K ﹤0.01%
109,599
+60,326
+122% +$116K
XBI icon
3173
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$227K ﹤0.01%
+2,384
New +$206K
ROS
3174
DELISTED
ROSTELEKOM
ROS
$227K ﹤0.01%
31,284
– –
NKSH icon
3175
National Bankshares
NKSH
$259M
$226K ﹤0.01%
5,036
+3
+0.1% +$129
125 126
127
128 129

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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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.