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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
AVX
2351
DELISTED
AVX Corporation
AVX
$1.85M ﹤0.01%
90,609
-49,895
-36% -$859K
PLMR icon
2352
Palomar
PLMR
$3.79B
$1.85M ﹤0.01%
36,681
+24,175
+193% +$1.13M
DVY icon
2353
iShares Select Dividend ETF
DVY
$23.8B
$1.85M ﹤0.01%
17,508
-1,432
-8% -$148K
PTCT icon
2354
PTC Therapeutics
PTCT
$6.18B
$1.84M ﹤0.01%
38,394
+1,066
+3% +$45.3K
NBHC icon
2355
National Bank Holdings
NBHC
$1.9B
$1.84M ﹤0.01%
52,286
-5,623
-10% -$198K
CORT icon
2356
Corcept Therapeutics
CORT
$9.98B
$1.84M ﹤0.01%
152,182
+35,887
+31% +$500K
MODV
2357
DELISTED
ModivCare
MODV
$1.84M ﹤0.01%
31,024
+7,375
+31% +$450K
KREF
2358
KKR Real Estate Finance Trust
KREF
$466M
$1.83M ﹤0.01%
89,538
+17,594
+24% +$351K
EZPW icon
2359
Ezcorp Inc
EZPW
$1.79B
$1.82M ﹤0.01%
267,372
+87,976
+49% +$505K
PR
2360
Permian Resources
PR
$17.4B
$1.82M ﹤0.01%
394,458
-231,668
-37% -$847K
AZZ icon
2361
AZZ Inc
AZZ
$4.24B
$1.82M ﹤0.01%
39,598
-8,882
-18% -$363K
HTO
2362
H2O America
HTO
$2.67B
$1.82M ﹤0.01%
25,580
-3,277
-11% -$232K
LOMA
2363
Loma Negra
LOMA
$1.34B
$1.81M ﹤0.01%
231,705
+40,902
+21% +$259K
RGS icon
2364
Regis Corp
RGS
$68.4M
$1.8M ﹤0.01%
5,045
-1,240
-20% -$460K
DLPH
2365
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$1.8M ﹤0.01%
140,117
+28,753
+26% +$372K
FORR icon
2366
Forrester Research
FORR
$199M
$1.8M ﹤0.01%
43,064
+15,508
+56% +$578K
HOLI
2367
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$1.79M ﹤0.01%
+109,301
New +$1.66M
CEA
2368
DELISTED
China Eastern Airlines
CEA
$1.79M ﹤0.01%
65,535
+16,398
+33% +$416K
EPZM
2369
DELISTED
Epizyme, Inc
EPZM
$1.79M ﹤0.01%
+72,823
New +$1.08M
PETS icon
2370
PetMed Express
PETS
$42.3M
$1.79M ﹤0.01%
75,981
+13,435
+21% +$301K
JCAP
2371
DELISTED
Jernigan Capital, Inc.
JCAP
$1.79M ﹤0.01%
93,309
+31,979
+52% +$588K
DCOM icon
2372
Dime Commercial Bancshares
DCOM
$1.79B
$1.78M ﹤0.01%
53,248
+3,798
+8% +$122K
PDLI
2373
DELISTED
PDL BioPharma, Inc.
PDLI
$1.78M ﹤0.01%
548,956
-119,124
-18% -$346K
SFBS
2374
ServisFirst Bancshares
SFBS
$4.9B
$1.77M ﹤0.01%
47,116
+16,280
+53% +$582K
ITCI
2375
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$1.77M ﹤0.01%
51,679
+9,667
+23% +$116K
93 94
95
96 97

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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.