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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
ORBC
3126
DELISTED
ORBCOMM, Inc.
ORBC
$267K ﹤0.01%
63,381
+27,883
+79% +$119K
ELVT
3127
DELISTED
Elevate Credit, Inc.
ELVT
$266K ﹤0.01%
59,844
+34,330
+135% +$143K
BCBP icon
3128
BCB Bancorp
BCBP
$173M
$265K ﹤0.01%
19,191
+232
+1% +$3.08K
PGEN icon
3129
Precigen
PGEN
$2.24B
$265K ﹤0.01%
48,430
+3,431
+8% +$19.3K
VIS icon
3130
Vanguard Industrials ETF
VIS
$8.1B
$265K ﹤0.01%
1,720
+203
+13% +$30.5K
KSA icon
3131
iShares MSCI Saudi Arabia ETF
KSA
$623M
$264K ﹤0.01%
8,523
+174
+2% +$5.18K
ITCL
3132
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$264K ﹤0.01%
30,680
-20,616
-40% -$185K
CYRX icon
3133
CryoPort
CYRX
$761M
$263K ﹤0.01%
15,970
-41,139
-72% -$612K
AFYA icon
3134
Afya
AFYA
$1.31B
$262K ﹤0.01%
+9,664
New +$260K
JYNT icon
3135
The Joint Corp
JYNT
$118M
$261K ﹤0.01%
16,156
-5,794
-26% -$105K
LQD icon
3136
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$261K ﹤0.01%
2,038
-241
-11% -$30.7K
RBBN icon
3137
Ribbon Communications
RBBN
$377M
$261K ﹤0.01%
84,285
+56,448
+203% +$225K
CVLG icon
3138
Covenant Logistics
CVLG
$894M
$259K ﹤0.01%
40,140
-25,592
-39% -$186K
DSKE
3139
DELISTED
Daseke, Inc. Common Stock
DSKE
$259K ﹤0.01%
81,900
+22,704
+38% +$66.5K
ARQ icon
3140
Arq
ARQ
$84.6M
$257K ﹤0.01%
24,446
-12,426
-34% -$148K
PBFS icon
3141
Pioneer Bancorp
PBFS
$432M
$256K ﹤0.01%
+16,696
New +$226K
CIVB icon
3142
Civista Bancshares
CIVB
$604M
$254K ﹤0.01%
+10,568
New +$235K
HPR
3143
DELISTED
HighPoint Resources Corporation
HPR
$254K ﹤0.01%
3,011
-853
-22% -$55.5K
AMTB icon
3144
Amerant Bancorp
AMTB
$1.16B
$253K ﹤0.01%
11,615
+809
+7% +$16.8K
FRTA
3145
DELISTED
Forterra, Inc
FRTA
$252K ﹤0.01%
21,823
+5,772
+36% +$56.1K
ENFC
3146
DELISTED
Entegra Financial Corp.
ENFC
$252K ﹤0.01%
8,346
+1,545
+23% +$46.5K
ZEPP
3147
Zepp Health
ZEPP
$66.4M
$251K ﹤0.01%
5,219
-944
-15% -$39.6K
LIND icon
3148
Lindblad Expeditions
LIND
$1.94B
$250K ﹤0.01%
15,291
-54,433
-78% -$870K
FCBP
3149
DELISTED
First Choice Bancorp Common Stock
FCBP
$248K ﹤0.01%
+9,190
New +$212K
EIGI
3150
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$248K ﹤0.01%
52,843
-4,601
-8% -$18.9K
124 125
126
127 128

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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.