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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
CALA
3351
DELISTED
Calithera Biosciences, Inc
CALA
$76K ﹤0.01%
666
+137
+26% +$10.3K
AFMD
3352
DELISTED
Affimed
AFMD
$75K ﹤0.01%
2,745
-663
-19% -$17.7K
MBIO icon
3353
Mustang Bio
MBIO
$4.32M
$75K ﹤0.01%
25
-1
-4% -$2.29K
GNMK
3354
DELISTED
GenMark Diagnostics, Inc
GNMK
$75K ﹤0.01%
15,674
+1,825
+13% +$10.1K
UBX
3355
DELISTED
Unity Biotechnology
UBX
$73K ﹤0.01%
+1,008
New +$71.1K
ARAY icon
3356
Accuray
ARAY
$32M
$72K ﹤0.01%
25,426
+1,330
+6% +$3.69K
ATEN icon
3357
A10 Networks
ATEN
$2.13B
$72K ﹤0.01%
10,528
-3,219
-23% -$21.6K
FBRX icon
3358
Forte Biosciences
FBRX
$1.57B
$72K ﹤0.01%
+360
New +$81.6K
LYTS icon
3359
LSI Industries
LYTS
$859M
$72K ﹤0.01%
11,930
+20
+0.2% +$110
NWHM
3360
DELISTED
THE NEW HOME COMPANY INC.
NWHM
$70K ﹤0.01%
14,980
+91
+0.6% +$415
NBRV
3361
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
$70K ﹤0.01%
211
– –
RDHL
3362
Redhill Biopharma
RDHL
$3.95M
$68K ﹤0.01%
+11
New +$70.3K
GNLN icon
3363
Greenlane Holdings
GNLN
$1.22M
– –
0
– –
METC icon
3364
Ramaco Resources Class A
METC
$599M
$64K ﹤0.01%
18,379
-11,676
-39% -$39K
PRGX
3365
DELISTED
PRGX Global, Inc.
PRGX
$63K ﹤0.01%
12,772
-13,225
-51% -$64.1K
FTK icon
3366
Flotek Industries
FTK
$852M
$62K ﹤0.01%
5,156
+2,907
+129% +$33.5K
CYCN icon
3367
Cyclerion Therapeutics
CYCN
$14.9M
$61K ﹤0.01%
+1,130
New +$106K
CASI
3368
DELISTED
CASI Pharmaceuticals
CASI
$60K ﹤0.01%
+1,943
New +$63K
PACK.WS
3369
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
$60K ﹤0.01%
52,636
– –
ECOR icon
3370
electroCore
ECOR
$54.8M
$59K ﹤0.01%
2,481
+16
+0.6% +$408
SVRA icon
3371
Savara
SVRA
$1.12B
$59K ﹤0.01%
13,267
-25,009
-65% -$30.1K
VHI icon
3372
Valhi
VHI
$380M
$59K ﹤0.01%
2,619
-1,668
-39% -$38.3K
NL icon
3373
NLI Holdings
NL
$281M
$54K ﹤0.01%
13,752
-634
-4% -$2.6K
ROSE
3374
DELISTED
Rosehill Resources Inc. Class A
ROSE
$52K ﹤0.01%
40,632
-19,007
-32% -$26.2K
FOMX
3375
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
$52K ﹤0.01%
+15,627
New +$49.7K
133 134
135
136 137

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MCM
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PSUF
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BAM
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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.