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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
VNE
3001
DELISTED
Veoneer, Inc.
VNE
$383K ﹤0.01%
24,512
-2,968
-11% -$47.8K
CSTL icon
3002
Castle Biosciences
CSTL
$897M
$382K ﹤0.01%
11,106
+350
+3% +$8.56K
PCW
3003
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$382K ﹤0.01%
66,409
+6,231
+10% +$35.8K
NRIM icon
3004
Northrim BanCorp
NRIM
$588M
$380K ﹤0.01%
39,672
-504
-1% -$4.82K
MCBC
3005
DELISTED
Macatawa Bank Corp
MCBC
$380K ﹤0.01%
34,137
+16,012
+88% +$171K
ASND icon
3006
Ascendis Pharma A/S
ASND
$16.2B
$375K ﹤0.01%
2,694
-3,064
-53% -$340K
BAND
3007
Bandwidth Inc
BAND
$1.26B
$375K ﹤0.01%
5,856
-26,172
-82% -$1.52M
BYND icon
3008
Beyond Meat
BYND
$311M
$375K ﹤0.01%
4,960
-6,323
-56% -$586K
ARQL
3009
DELISTED
Arqule Inc
ARQL
$375K ﹤0.01%
18,795
-94,322
-83% -$1.09M
EWM icon
3010
iShares MSCI Malaysia ETF
EWM
$309M
$373K ﹤0.01%
13,074
+78
+0.6% +$2.19K
INBK icon
3011
First Internet Bancorp
INBK
$258M
$373K ﹤0.01%
15,722
-207
-1% -$4.7K
LOGI icon
3012
Logitech
LOGI
$14.7B
$372K ﹤0.01%
7,884
+432
+6% +$18.4K
MOFG
3013
DELISTED
MidWestOne Financial Group
MOFG
$372K ﹤0.01%
10,279
+1,477
+17% +$49.3K
CRD.A icon
3014
Crawford & Co Class A
CRD.A
$521M
$371K ﹤0.01%
32,386
+22,370
+223% +$244K
MCB icon
3015
Metropolitan Bank Holding Corp
MCB
$1.15B
$371K ﹤0.01%
7,689
+737
+11% +$32.5K
AKO.A icon
3016
Embotelladora Andina Series A
AKO.A
$3.58B
$370K ﹤0.01%
+23,714
New +$350K
IQLT icon
3017
iShares MSCI Intl Quality Factor ETF
IQLT
$13.8B
$367K ﹤0.01%
+11,378
New +$352K
DERM
3018
DELISTED
Dermira, Inc.
DERM
$367K ﹤0.01%
24,187
-908
-4% -$7.84K
NESR
3019
National Energy Services Reunited Corp
NESR
$2.69B
$365K ﹤0.01%
+40,019
New +$309K
KBE icon
3020
State Street SPDR S&P Bank ETF
KBE
$1.64B
$363K ﹤0.01%
7,675
– –
SEAC
3021
DELISTED
Seachange International Inc
SEAC
$363K ﹤0.01%
4,338
+3,618
+503% +$246K
FLXN
3022
DELISTED
Flexion Therapeutics, Inc.
FLXN
$363K ﹤0.01%
17,551
-6,208
-26% -$105K
MTLS
3023
Materialise
MTLS
$377M
$362K ﹤0.01%
19,779
+3,262
+20% +$60.1K
AMNB
3024
DELISTED
American National Bankshares Inc
AMNB
$360K ﹤0.01%
9,108
+422
+5% +$15.7K
NMFC icon
3025
New Mountain Finance
NMFC
$654M
$359K ﹤0.01%
26,115
+1,553
+6% +$21K
119 120
121
122 123

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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
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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.