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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
PIM
2976
Franklin Master Intermediate Income Trust
PIM
$150M
$402K ﹤0.01%
84,734
-56,314
-40% -$265K
SILK
2977
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$402K ﹤0.01%
9,944
+911
+10% +$31.9K
OPK icon
2978
Opko Health
OPK
$985M
$401K ﹤0.01%
272,553
-115,291
-30% -$193K
CERS icon
2979
Cerus
CERS
$449M
$400K ﹤0.01%
94,727
-1,824
-2% -$7.86K
IBB icon
2980
iShares Biotechnology ETF
IBB
$9.35B
$400K ﹤0.01%
3,318
-467
-12% -$52.1K
FARM
2981
DELISTED
Farmer Brothers
FARM
$399K ﹤0.01%
26,509
+16,475
+164% +$240K
GCAP
2982
DELISTED
Gain Capital Holdings, Inc.
GCAP
$399K ﹤0.01%
101,038
-27,517
-21% -$118K
GBL
2983
DELISTED
GAMCO Investors, Inc.
GBL
$398K ﹤0.01%
20,408
+5,548
+37% +$97.8K
LFVN icon
2984
LifeVantage
LFVN
$80.2M
$396K ﹤0.01%
25,347
-12,161
-32% -$179K
GNC
2985
DELISTED
GNC Holdings, Inc.
GNC
$394K ﹤0.01%
145,937
-946,555
-87% -$2.53M
CWH icon
2986
Camping World
CWH
$398M
$393K ﹤0.01%
26,654
+5,866
+28% +$66.4K
NIC icon
2987
Nicolet Bankshares
NIC
$3.57B
$393K ﹤0.01%
5,321
-422
-7% -$29.7K
CDXS icon
2988
Codexis
CDXS
$159M
$392K ﹤0.01%
24,526
+898
+4% +$13.3K
DBEF icon
2989
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.16B
$392K ﹤0.01%
+11,607
New +$385K
LX
2990
LexinFintech Holdings
LX
$244M
$392K ﹤0.01%
28,249
-1,382
-5% -$15.8K
VNTR
2991
DELISTED
Venator Materials PLC
VNTR
$391K ﹤0.01%
102,199
+70,673
+224% +$230K
CECO icon
2992
Ceco Environmental
CECO
$3.89B
$390K ﹤0.01%
50,962
-75
-0.1% -$561
FSV icon
2993
FirstService
FSV
$6.57B
$390K ﹤0.01%
4,189
-130
-3% -$12.2K
ACER
2994
DELISTED
Acer Therapeutics Inc
ACER
$390K ﹤0.01%
97,203
+36,048
+59% +$122K
CLBK icon
2995
Columbia Financial
CLBK
$1.13B
$387K ﹤0.01%
22,844
+8,437
+59% +$139K
GTHX
2996
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$386K ﹤0.01%
14,592
-29,214
-67% -$683K
VLRS
2997
Controladora Vuela Compania de Aviacion
VLRS
$915M
$384K ﹤0.01%
36,894
-16,390
-31% -$175K
DPLO
2998
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$384K ﹤0.01%
96,094
-126,326
-57% -$593K
CCNE icon
2999
CNB Financial Corp
CCNE
$1.03B
$383K ﹤0.01%
11,730
-23
-0.2% -$719
DS
3000
DELISTED
Drive Shack Inc.
DS
$383K ﹤0.01%
104,623
-23,991
-19% -$95.5K
118 119
120
121 122

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NIPH
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AF
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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.