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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
HONE
3251
DELISTED
HarborOne Bancorp
HONE
$164K ﹤0.01%
+14,964
New +$157K
JNCE
3252
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$162K ﹤0.01%
18,604
-2,158
-10% -$11.7K
PRMW
3253
DELISTED
Primo Water Corporation
PRMW
$162K ﹤0.01%
14,402
-4,974
-26% -$55.2K
AKTS
3254
DELISTED
Akoustis Technologies Inc
AKTS
$160K ﹤0.01%
19,989
+7,137
+56% +$55.8K
BXG
3255
DELISTED
Bluegreen Vacations Corporation Common Stock
BXG
$160K ﹤0.01%
15,494
+3,844
+33% +$37.8K
NOVA
3256
DELISTED
Sunnova Energy
NOVA
$159K ﹤0.01%
+14,227
New +$148K
BE icon
3257
Bloom Energy
BE
$60.6B
$158K ﹤0.01%
+21,217
New +$103K
ELGX
3258
DELISTED
Endologix Inc
ELGX
$157K ﹤0.01%
99,677
+27,302
+38% +$76.4K
ALDX icon
3259
Aldeyra Therapeutics
ALDX
$92.9M
$156K ﹤0.01%
26,828
+10,907
+69% +$63K
PLSE icon
3260
Pulse Biosciences
PLSE
$2.43B
$156K ﹤0.01%
11,663
+1,111
+11% +$15.8K
MTEM
3261
DELISTED
Molecular Templates, Inc.
MTEM
$156K ﹤0.01%
+745
New +$107K
RUBY
3262
DELISTED
Rubius Therapeutics, Inc
RUBY
$156K ﹤0.01%
+16,385
New +$158K
MDXG icon
3263
MiMedx Group
MDXG
$602M
$154K ﹤0.01%
+20,303
New +$154K
AVID
3264
DELISTED
Avid Technology Inc
AVID
$153K ﹤0.01%
17,790
-13,994
-44% -$103K
CBUS icon
3265
Cibus
CBUS
$147M
$152K ﹤0.01%
+433
New +$109K
PBPB
3266
DELISTED
Potbelly
PBPB
$152K ﹤0.01%
35,953
+8,394
+30% +$36.6K
KNTK icon
3267
Kinetik
KNTK
$3.72B
$151K ﹤0.01%
5,293
+1,034
+24% +$23.8K
TESS
3268
DELISTED
Tessco Technologies Inc
TESS
$150K ﹤0.01%
+13,338
New +$169K
YARW
3269
Yarrow Bioscience, Inc. Common Stock
YARW
$23.4M
$149K ﹤0.01%
9
+1
+13% +$16.7K
GTT
3270
DELISTED
GTT Communications, Inc.
GTT
$148K ﹤0.01%
13,074
+1,849
+16% +$15.5K
CNTY icon
3271
Century Casinos
CNTY
$34M
$147K ﹤0.01%
18,580
-15,303
-45% -$119K
ONDK
3272
DELISTED
On Deck Capital, Inc.
ONDK
$146K ﹤0.01%
35,173
+16,261
+86% +$65.3K
KURA icon
3273
Kura Oncology
KURA
$800M
$144K ﹤0.01%
+10,451
New +$155K
KZR
3274
DELISTED
Kezar Life Sciences
KZR
$144K ﹤0.01%
3,597
+2,569
+250% +$79.1K
VATE icon
3275
INNOVATE Corp
VATE
$111M
$144K ﹤0.01%
6,627
-1,541
-19% -$33.9K
129 130
131
132 133

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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.