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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
AXTI icon
3176
AXT Inc
AXTI
$3.95B
$225K ﹤0.01%
51,669
+40,766
+374% +$131K
PARAA
3177
DELISTED
Paramount Global Class A
PARAA
$225K ﹤0.01%
+5,025
New +$213K
PAYS icon
3178
Paysign
PAYS
$501M
$225K ﹤0.01%
+22,162
New +$233K
CBAY
3179
DELISTED
Cymabay Therapeutics
CBAY
$225K ﹤0.01%
114,977
-66,543
-37% -$250K
BHB icon
3180
Bar Harbor Bankshares
BHB
$665M
$224K ﹤0.01%
8,831
-1,269
-13% -$32.3K
LAZ icon
3181
Lazard
LAZ
$4.13B
$224K ﹤0.01%
+5,611
New +$212K
MNKD icon
3182
MannKind Corp
MNKD
$1.21B
$223K ﹤0.01%
172,730
-2,746
-2% -$3.51K
FET icon
3183
Forum Energy Technologies
FET
$708M
$222K ﹤0.01%
6,621
-2,382
-26% -$64.5K
GAIA icon
3184
Gaia
GAIA
$46.8M
$222K ﹤0.01%
27,802
+1,500
+6% +$11.6K
MVBF icon
3185
MVB Financial
MVBF
$397M
$222K ﹤0.01%
+8,918
New +$189K
REET icon
3186
iShares Global REIT ETF
REET
$5.09B
$220K ﹤0.01%
7,981
-1,210
-13% -$34K
ONIT
3187
Onity Group
ONIT
$309M
$220K ﹤0.01%
10,693
-30,605
-74% -$741K
FBIZ icon
3188
First Business Financial Services
FBIZ
$587M
$219K ﹤0.01%
8,312
-157
-2% -$3.89K
MPX
3189
DELISTED
Marine Products Corp
MPX
$219K ﹤0.01%
15,206
+1,645
+12% +$23.8K
TAC icon
3190
TransAlta
TAC
$3.95B
$219K ﹤0.01%
30,650
-225
-0.7% -$1.46K
PZN
3191
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$218K ﹤0.01%
25,258
+837
+3% +$7.21K
HMTV
3192
DELISTED
Hemisphere Media Group, Inc.
HMTV
$217K ﹤0.01%
+14,625
New +$191K
SB icon
3193
Safe Bulkers
SB
$795M
$216K ﹤0.01%
126,901
-10,202
-7% -$17.7K
TLRA
3194
DELISTED
Telaria, Inc.
TLRA
$216K ﹤0.01%
24,558
-86,252
-78% -$674K
FMBH icon
3195
First Mid Bancshares
FMBH
$1.39B
$215K ﹤0.01%
+6,105
New +$213K
FTS icon
3196
Fortis
FTS
$29B
$214K ﹤0.01%
5,143
+67
+1% +$2.74K
RILY icon
3197
BRC Group Holdings
RILY
$288M
$214K ﹤0.01%
+8,482
New +$223K
ABEO icon
3198
Abeona Therapeutics
ABEO
$366M
$213K ﹤0.01%
2,599
+946
+57% +$66.8K
TCRT icon
3199
Alaunos Therapeutics
TCRT
$4.59M
$213K ﹤0.01%
301
+52
+21% +$35.8K
ZAGG
3200
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$213K ﹤0.01%
26,302
-4,487
-15% -$33.3K
126 127
128
129 130

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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.