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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
ESRT icon
2101
Empire State Realty Trust
ESRT
$1B
$2.8M ﹤0.01%
200,482
-1,594
-0.8% -$22.4K
GORO icon
2102
Goldgroup Mining Inc.
GORO
$155M
$2.79M ﹤0.01%
503,767
+368,998
+274% +$1.61M
TTGT icon
2103
TechTarget
TTGT
$327M
$2.79M ﹤0.01%
106,866
-18,994
-15% -$482K
AGRO icon
2104
Adecoagro
AGRO
$1.4B
$2.79M ﹤0.01%
332,999
+4,027
+1% +$27K
CUBI icon
2105
Customers Bancorp
CUBI
$2.66B
$2.78M ﹤0.01%
116,883
-2,359
-2% -$54.2K
OPB
2106
DELISTED
Opus Bank Common Stock
OPB
$2.78M ﹤0.01%
107,588
+3,290
+3% +$81.4K
XNCR icon
2107
Xencor
XNCR
$1.45B
$2.78M ﹤0.01%
80,846
+21,648
+37% +$791K
CGW icon
2108
Invesco S&P Global Water Index ETF
CGW
$1.05B
$2.77M ﹤0.01%
67,445
-16
-0% -$632
SBLK icon
2109
Star Bulk Carriers
SBLK
$3.05B
$2.76M ﹤0.01%
233,826
– –
CUTR
2110
DELISTED
Cutera, Inc.
CUTR
$2.75M ﹤0.01%
76,855
+9,593
+14% +$324K
SP
2111
DELISTED
SP Plus Corporation
SP
$2.75M ﹤0.01%
64,859
-4,604
-7% -$194K
VBTX
2112
DELISTED
Veritex Holdings
VBTX
$2.75M ﹤0.01%
94,246
+6,625
+8% +$170K
SUPN icon
2113
Supernus Pharmaceuticals
SUPN
$2.7B
$2.73M ﹤0.01%
115,292
-40,480
-26% -$983K
MTDR icon
2114
Matador Resources
MTDR
$6.04B
$2.73M ﹤0.01%
152,075
-56,093
-27% -$839K
SASR
2115
DELISTED
Sandy Spring Bancorp Inc
SASR
$2.73M ﹤0.01%
72,152
-4,231
-6% -$149K
RVI
2116
DELISTED
Retail Value Inc. Common Shares
RVI
$2.73M ﹤0.01%
808,584
+95,969
+13% +$321K
DCOM
2117
DELISTED
Dime Community Bancshares
DCOM
$2.73M ﹤0.01%
130,437
-11,194
-8% -$229K
SNAP icon
2118
Snap
SNAP
$7.96B
$2.72M ﹤0.01%
166,663
-4,413
-3% -$64.9K
MUE
2119
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$2.71M ﹤0.01%
214,978
+2,239
+1% +$28.3K
EVER icon
2120
EverQuote
EVER
$949M
$2.71M ﹤0.01%
78,808
+22,447
+40% +$626K
VKI icon
2121
Invesco Advantage Municipal Income Trust II
VKI
$397M
$2.71M ﹤0.01%
242,349
-4,991
-2% -$55.6K
SAGE
2122
DELISTED
Sage Therapeutics
SAGE
$2.69M ﹤0.01%
37,271
-11,478
-24% -$1.41M
SCHV
2123
Schwab US Large-Cap Value ETF
SCHV
$15.6B
$2.69M ﹤0.01%
+134,190
New +$2.6M
HYI
2124
Western Asset High Yield Opportunity Fund Inc
HYI
$133M
$2.69M ﹤0.01%
171,619
-155,285
-48% -$2.37M
XPRO icon
2125
Expro Ltd
XPRO
$1.66B
$2.69M ﹤0.01%
86,593
+10,213
+13% +$313K
83 84
85
86 87

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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.