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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
TNAV
3276
DELISTED
Telenav Inc.
TNAV
$144K ﹤0.01%
29,688
-16,785
-36% -$81.7K
HMY icon
3277
Harmony Gold Mining
HMY
$9.84B
$142K ﹤0.01%
38,987
-71,009
-65% -$228K
CTLP
3278
DELISTED
Cantaloupe
CTLP
$139K ﹤0.01%
18,747
-6,829
-27% -$50.6K
AGEN
3279
Agenus
AGEN
$312M
$137K ﹤0.01%
1,716
+455
+36% +$30.5K
CRBP icon
3280
Corbus Pharmaceuticals
CRBP
$166M
$137K ﹤0.01%
838
+313
+60% +$46.3K
SGC icon
3281
Superior Group of Companies
SGC
$185M
$137K ﹤0.01%
+10,120
New +$146K
NERV icon
3282
Minerva Neurosciences
NERV
$185M
$136K ﹤0.01%
2,388
+469
+24% +$20.7K
RLGT icon
3283
Radiant Logistics
RLGT
$386M
$136K ﹤0.01%
24,450
-1,137
-4% -$6.15K
NIHD
3284
DELISTED
NII Holdings, Inc. Common Stock
NIHD
$136K ﹤0.01%
62,769
-422,732
-87% -$818K
VWTR
3285
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$133K ﹤0.01%
+11,930
New +$127K
XOG
3286
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$132K ﹤0.01%
62,068
-71,707
-54% -$147K
STML
3287
DELISTED
Stemline Therapeutics, Inc.
STML
$131K ﹤0.01%
12,328
-243
-2% -$2.41K
TCS
3288
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$130K ﹤0.01%
2,047
-1,731
-46% -$110K
NBEV
3289
DELISTED
NewAge, Inc. Common Stock (Delaware)
NBEV
$130K ﹤0.01%
71,478
+56,931
+391% +$135K
LTS
3290
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
$130K ﹤0.01%
37,389
+345
+0.9% +$1K
SNDA icon
3291
Sonida Senior Living
SNDA
$1.91B
$129K ﹤0.01%
2,774
-2,503
-47% -$146K
LJPC
3292
DELISTED
La Jolla Pharmaceutical Company
LJPC
$129K ﹤0.01%
32,699
+17,112
+110% +$101K
PTGX icon
3293
Protagonist Therapeutics
PTGX
$8.79B
$128K ﹤0.01%
18,199
+644
+4% +$6.39K
EVC icon
3294
Entravision Communication
EVC
$1.03B
$125K ﹤0.01%
47,567
-38,289
-45% -$105K
SNCR
3295
DELISTED
Synchronoss Technologies
SNCR
$125K ﹤0.01%
2,930
-760
-21% -$33.7K
DLTH icon
3296
Duluth Holdings
DLTH
$155M
$124K ﹤0.01%
+11,795
New +$110K
MCHX icon
3297
Marchex
MCHX
$76.2M
$124K ﹤0.01%
32,836
-66,577
-67% -$239K
ZIXI
3298
DELISTED
Zix Corporation
ZIXI
$122K ﹤0.01%
17,923
-22,430
-56% -$155K
PYX
3299
DELISTED
Pyxus International, Inc.
PYX
$122K ﹤0.01%
13,666
-12,749
-48% -$123K
TH icon
3300
Target Hospitality
TH
$1.51B
$120K ﹤0.01%
23,957
-9,869
-29% -$51.9K
130 131
132
133 134

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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.