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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
XXII
3401
22nd Century Group
XXII
$1.38M
– –
0
– –
INFI
3402
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$10K ﹤0.01%
+10,463
New +$11.5K
ACEL icon
3403
Accel Entertainment
ACEL
$978M
– –
-96,500
Closed -$992K
ACET icon
3404
Adicet Bio
ACET
$85.2M
– –
-119
Closed -$118K
AGI icon
3405
Alamos Gold
AGI
$11.6B
– –
-38,554
Closed -$224K
AMR icon
3406
Alpha Metallurgical Resources
AMR
$1.74B
– –
-17,395
Closed -$486K
AVTX icon
3407
Avalo Therapeutics
AVTX
$965M
– –
-4
Closed -$35K
BLW icon
3408
BlackRock Limited Duration Income Trust
BLW
$490M
– –
-38,072
Closed -$595K
BOC icon
3409
Boston Omaha
BOC
$428M
– –
-14,081
Closed -$279K
BSV icon
3410
Vanguard Short-Term Bond ETF
BSV
$44.7B
– –
-9,790
Closed -$791K
BTE icon
3411
Baytex Energy
BTE
$3.25B
– –
-115,133
Closed -$170K
BY icon
3412
Byline Bancorp
BY
$1.78B
– –
-39,701
Closed -$710K
CLDX icon
3413
Celldex Therapeutics
CLDX
$2.99B
– –
-10,657
Closed -$23K
CPIX icon
3414
Cumberland Pharmaceuticals
CPIX
$100M
– –
-13,556
Closed -$80K
CRD.B icon
3415
Crawford & Co Class B
CRD.B
$491M
– –
-11,019
Closed -$111K
CUE icon
3416
Cue Biopharma
CUE
$113M
– –
-336
Closed -$85K
DDOG icon
3417
Datadog
DDOG
$95.4B
– –
-30,000
Closed -$1.02M
EGAN icon
3418
eGain
EGAN
$187M
– –
-10,720
Closed -$86K
EOLS icon
3419
Evolus
EOLS
$385M
– –
-10,863
Closed -$170K
FLGT icon
3420
Fulgent Genetics
FLGT
$470M
– –
-60,000
Closed -$623K
FOF icon
3421
Cohen & Steers Closed End Opportunity Fund
FOF
$377M
– –
-10,404
Closed -$136K
GDX icon
3422
VanEck Gold Miners ETF
GDX
$22.7B
– –
-7,645
Closed -$204K
GIFI
3423
DELISTED
Gulf Island Fabrication
GIFI
– –
-18,345
Closed -$98K
GO icon
3424
Grocery Outlet
GO
$909M
– –
-20,497
Closed -$711K
GTE icon
3425
Gran Tierra Energy
GTE
$265M
– –
-1,367
Closed -$17K
135 136
137
138 139

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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.