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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
TBPH icon
2726
Theravance Biopharma
TBPH
$873M
$815K ﹤0.01%
31,476
-24,097
-43% -$468K
AMPY icon
2727
Amplify Energy
AMPY
$155M
$814K ﹤0.01%
123,167
+30,599
+33% +$197K
OEF icon
2728
iShares S&P 100 ETF
OEF
$19.9B
$813K ﹤0.01%
5,646
-35,180
-86% -$4.83M
TPCO
2729
DELISTED
Tribune Publishing Company Common Stock
TPCO
$811K ﹤0.01%
61,654
-19,210
-24% -$202K
DBVT
2730
DBV Technologies
DBVT
$817M
$810K ﹤0.01%
7,569
+736
+11% +$58.9K
CHMI
2731
Cherry Hill Mortgage Investment Corp
CHMI
$82.7M
$807K ﹤0.01%
55,284
+28,782
+109% +$403K
NNBR icon
2732
NN Inc
NNBR
$257M
$799K ﹤0.01%
86,351
+2,914
+3% +$23.4K
BHVN
2733
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$797K ﹤0.01%
14,634
+6,657
+83% +$330K
HLNE icon
2734
Hamilton Lane
HLNE
$3.89B
$792K ﹤0.01%
13,291
-18,900
-59% -$1.09M
RARX
2735
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
$792K ﹤0.01%
16,884
-36,889
-69% -$1.63M
OMAB icon
2736
Grupo Aeroportuario Centro Norte
OMAB
$5.22B
$791K ﹤0.01%
13,198
-1,007
-7% -$54.9K
PCEF icon
2737
Invesco CEF Income Composite ETF
PCEF
$797M
$790K ﹤0.01%
+33,874
New +$772K
FOCS
2738
DELISTED
Focus Financial Partners Inc. Class A
FOCS
$788K ﹤0.01%
+26,744
New +$684K
IWV icon
2739
iShares Russell 3000 ETF
IWV
$19.5B
$787K ﹤0.01%
+4,176
New +$753K
RRGB icon
2740
Red Robin
RRGB
$144M
$786K ﹤0.01%
23,790
-13,381
-36% -$395K
SGMO
2741
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$786K ﹤0.01%
93,855
-6,599
-7% -$60.7K
ZEUS
2742
DELISTED
Olympic Steel
ZEUS
$786K ﹤0.01%
43,863
+4,883
+13% +$77.6K
AAOI icon
2743
Applied Optoelectronics
AAOI
$7.23B
$782K ﹤0.01%
65,797
+233
+0.4% +$2.48K
ZUO
2744
DELISTED
Zuora, Inc.
ZUO
$781K ﹤0.01%
54,480
+9,019
+20% +$132K
ADT icon
2745
ADT
ADT
$5.51B
$776K ﹤0.01%
97,869
-168,085
-63% -$1.33M
MOV icon
2746
Movado Group
MOV
$849M
$775K ﹤0.01%
35,643
-15,293
-30% -$358K
PFF icon
2747
iShares Preferred and Income Securities ETF
PFF
$13.3B
$775K ﹤0.01%
+20,617
New +$769K
NXTC icon
2748
NextCure
NXTC
$20.5M
$774K ﹤0.01%
+1,145
New +$574K
ECVT icon
2749
Ecovyst
ECVT
$1.32B
$773K ﹤0.01%
45,004
-1,143
-2% -$18.3K
TLYS icon
2750
Tilly's
TLYS
$113M
$772K ﹤0.01%
63,060
-1,440
-2% -$15.2K
108 109
110
111 112

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.