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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
HTD
3426
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$913M
– –
-32,206
Closed -$916K
JPI
3427
DELISTED
Nuveen Preferred Securities & Income Opportunities Fund
JPI
– –
-48,459
Closed -$1.2M
LAKE icon
3428
Lakeland Industries
LAKE
$113M
– –
-13,805
Closed -$167K
LEE icon
3429
Lee Enterprises
LEE
$172M
– –
-3,892
Closed -$79K
LFT
3430
Lument Finance Trust
LFT
$34.6M
– –
-15,141
Closed -$51K
MBIN icon
3431
Merchants Bancorp
MBIN
$2.53B
– –
-24,678
Closed -$272K
MFIC icon
3432
MidCap Financial Investment
MFIC
$787M
– –
-14,381
Closed -$231K
MIND icon
3433
MIND Technology
MIND
$45.3M
– –
-3,479
Closed -$113K
MNOV icon
3434
MediciNova
MNOV
$65.5M
– –
-10,129
Closed -$81K
MRKR icon
3435
Marker Therapeutics
MRKR
$18.8M
– –
-3,213
Closed -$164K
NBH
3436
Neuberger Municipal Fund Inc
NBH
$301M
– –
-18,761
Closed -$290K
NINE
3437
DELISTED
Nine Energy Service
NINE
– –
-15,593
Closed -$96K
OPRX icon
3438
OptimizeRx
OPRX
$114M
– –
-18,076
Closed -$262K
PHUN icon
3439
Phunware
PHUN
$43.1M
– –
-222
Closed -$16K
PRF icon
3440
Invesco FTSE RAFI US 1000 ETF
PRF
$9.79B
– –
-10,155
Closed -$239K
RYTM icon
3441
Rhythm Pharmaceuticals
RYTM
$6.81B
– –
-29,117
Closed -$629K
SCPH
3442
DELISTED
scPharmaceuticals
SCPH
– –
-10,268
Closed -$60K
SLDB icon
3443
Solid Biosciences
SLDB
$794M
– –
-1,290
Closed -$200K
SMSI icon
3444
Smith Micro Software
SMSI
$14.5M
– –
-793
Closed -$172K
SSRM icon
3445
SSR Mining
SSRM
$5.32B
– –
-22,999
Closed -$334K
TRAK icon
3446
ReposiTrak
TRAK
$153M
– –
-14,246
Closed -$82K
TRVG
3447
trivago
TRVG
$373M
– –
-30,457
Closed -$626K
TTSH
3448
DELISTED
Tile Shop Holdings
TTSH
– –
-150,989
Closed -$482K
VBR icon
3449
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.1B
– –
-1,633
Closed -$210K
VGSH icon
3450
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
– –
-9,323
Closed -$568K
136 137
138
139 140

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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.