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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
ARCE
2851
DELISTED
Arco Platform Limited Class A Common Shares
ARCE
$597K ﹤0.01%
13,507
– –
HURC icon
2852
Hurco Companies Inc
HURC
$137M
$595K ﹤0.01%
15,510
+3,363
+28% +$118K
SCOR icon
2853
Comscore
SCOR
$112M
$595K ﹤0.01%
6,024
+2,530
+72% +$173K
MGNX icon
2854
MacroGenics
MGNX
$240M
$592K ﹤0.01%
54,419
-28,207
-34% -$279K
SWBI icon
2855
Smith & Wesson
SWBI
$669M
$586K ﹤0.01%
82,166
+5,674
+7% +$34.6K
HRTG icon
2856
Heritage Insurance Holdings
HRTG
$907M
$583K ﹤0.01%
44,014
+985
+2% +$13.5K
NVEC icon
2857
NVE Corp
NVEC
$555M
$578K ﹤0.01%
+8,098
New +$528K
ACOR
2858
DELISTED
Acorda Therapeutics
ACOR
$577K ﹤0.01%
2,359
+894
+61% +$226K
DTIL icon
2859
Precision BioSciences
DTIL
$181M
$576K ﹤0.01%
1,381
+313
+29% +$98.3K
TRUE
2860
DELISTED
TrueCar
TRUE
$576K ﹤0.01%
121,177
+36,084
+42% +$151K
PRTK
2861
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$576K ﹤0.01%
142,996
-100,627
-41% -$349K
SPPI
2862
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$576K ﹤0.01%
158,160
-5,124
-3% -$41.4K
IDT icon
2863
IDT Corp
IDT
$1.64B
$575K ﹤0.01%
79,805
-10,890
-12% -$78.4K
ERF
2864
DELISTED
Enerplus Corporation
ERF
$575K ﹤0.01%
80,663
-11,561
-13% -$75.4K
SHYF
2865
DELISTED
The Shyft Group
SHYF
$574K ﹤0.01%
31,750
+17,762
+127% +$297K
WLFC icon
2866
Willis Lease Finance
WLFC
$1.73B
$571K ﹤0.01%
29,055
-258
-0.9% -$5.03K
DNR
2867
DELISTED
Denbury Resources, Inc.
DNR
$569K ﹤0.01%
403,805
-100,970
-20% -$113K
VRTV
2868
DELISTED
VERITIV CORPORATION
VRTV
$563K ﹤0.01%
28,627
-29,431
-51% -$514K
FLXS icon
2869
Flexsteel Industries
FLXS
$301M
$561K ﹤0.01%
28,180
+1,302
+5% +$22.7K
TUFN
2870
DELISTED
Tufin Software Technologies Ltd.
TUFN
$561K ﹤0.01%
31,906
+10,187
+47% +$174K
ACTG icon
2871
Acacia Research
ACTG
$426M
$560K ﹤0.01%
210,374
+99,330
+89% +$272K
ATRA icon
2872
Atara Biotherapeutics
ATRA
$73.6M
$560K ﹤0.01%
1,360
+285
+27% +$98.3K
TLND
2873
DELISTED
Talend S.A. American Depositary Shares
TLND
$559K ﹤0.01%
14,287
+505
+4% +$18.6K
FNLC icon
2874
First Bancorp
FNLC
$394M
$557K ﹤0.01%
18,435
+1,219
+7% +$34.7K
SFIX
2875
Stitch Fix
SFIX
$547M
$556K ﹤0.01%
21,659
+8,141
+60% +$189K
113 114
115
116 117

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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
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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.