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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
ESXB
3301
DELISTED
Community Bankers Trust Corporation
ESXB
$120K ﹤0.01%
13,527
+652
+5% +$5.65K
LEAF
3302
DELISTED
Leaf Group Ltd.
LEAF
$120K ﹤0.01%
29,957
-368
-1% -$1.35K
VRAY
3303
DELISTED
ViewRay, Inc.
VRAY
$116K ﹤0.01%
+27,416
New +$88.6K
GEN
3304
DELISTED
Genesis Healthcare, Inc.
GEN
$116K ﹤0.01%
70,938
+49,205
+226% +$73.9K
ZYXI
3305
DELISTED
Zynex
ZYXI
$114K ﹤0.01%
15,891
-18,966
-54% -$167K
NATR icon
3306
Nature's Sunshine
NATR
$354M
$112K ﹤0.01%
12,597
– –
SRGA
3307
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$112K ﹤0.01%
1,359
+177
+15% +$12.4K
ACHN
3308
DELISTED
Achillion Pharmaceuticals
ACHN
$112K ﹤0.01%
18,619
+206
+1% +$1.19K
TEI
3309
Templeton Emerging Markets Income Fund
TEI
$314M
$110K ﹤0.01%
+11,928
New +$108K
ENZ
3310
DELISTED
Enzo Biochem, Inc.
ENZ
$110K ﹤0.01%
41,913
-43,285
-51% -$129K
JAX
3311
DELISTED
J. Alexander's Holdings, Inc.
JAX
$110K ﹤0.01%
11,467
+559
+5% +$5.65K
BCRX icon
3312
BioCryst Pharmaceuticals
BCRX
$2.28B
$109K ﹤0.01%
31,519
-25,099
-44% -$63.1K
PMBC
3313
DELISTED
Pacific Mercantile Bancorp
PMBC
$109K ﹤0.01%
13,429
-6,533
-33% -$47.8K
MDR
3314
DELISTED
McDermott International
MDR
$109K ﹤0.01%
161,594
-262,229
-62% -$335K
GREK
3315
Global X MSCI Greece ETF
GREK
$300M
$108K ﹤0.01%
3,543
– –
ARA
3316
DELISTED
American Renal Associates Holdings, Inc
ARA
$107K ﹤0.01%
10,321
-9,912
-49% -$84.8K
ERII icon
3317
Energy Recovery
ERII
$446M
$106K ﹤0.01%
10,854
-11,859
-52% -$109K
LAB icon
3318
Standard BioTools
LAB
$340M
$105K ﹤0.01%
30,236
-13,831
-31% -$48.7K
EGLE
3319
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$104K ﹤0.01%
3,231
-1,127
-26% -$34.7K
FPRX
3320
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$103K ﹤0.01%
22,543
-33,771
-60% -$134K
SRNE
3321
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$101K ﹤0.01%
29,818
-153,414
-84% -$366K
WNEB icon
3322
Western New England Bancorp
WNEB
$259M
$100K ﹤0.01%
+10,407
New +$101K
OIBR
3323
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$100K ﹤0.01%
386,267
-315,800
-45% -$81.8K
BBBY
3324
Bed Bath & Beyond
BBBY
$481M
$99K ﹤0.01%
+18,726
New +$125K
RLH
3325
DELISTED
Red Lions Hotel Corporation
RLH
$98K ﹤0.01%
+26,169
New +$122K
131 132
133
134 135

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AF
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MCM
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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.