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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
SPOK icon
2451
Spok Holdings
SPOK
$229M
$1.53M ﹤0.01%
124,830
+60,111
+93% +$710K
OSPN icon
2452
OneSpan
OSPN
$584M
$1.53M ﹤0.01%
89,126
+17,502
+24% +$298K
EBIX
2453
DELISTED
Ebix Inc
EBIX
$1.52M ﹤0.01%
45,480
+1,659
+4% +$61.3K
LBAI
2454
DELISTED
Lakeland Bancorp Inc
LBAI
$1.52M ﹤0.01%
87,234
+2,530
+3% +$41.7K
PFNX
2455
DELISTED
Pfenex Inc.
PFNX
$1.51M ﹤0.01%
137,520
+46,342
+51% +$460K
TBRG
2456
DELISTED
TruBridge
TBRG
$1.51M ﹤0.01%
57,160
+26,685
+88% +$666K
BOOM icon
2457
DMC Global
BOOM
$111M
$1.5M ﹤0.01%
33,466
+5,141
+18% +$229K
SYBT icon
2458
Stock Yards Bancorp
SYBT
$2.6B
$1.5M ﹤0.01%
36,622
+2,166
+6% +$86K
KOD icon
2459
Kodiak Sciences
KOD
$2.5B
$1.5M ﹤0.01%
20,803
-31,064
-60% -$1.13M
KRNT icon
2460
Kornit Digital
KRNT
$677M
$1.49M ﹤0.01%
43,593
-4,049
-8% -$134K
ATRS
2461
DELISTED
Antares Pharma, Inc.
ATRS
$1.49M ﹤0.01%
316,888
+227,979
+256% +$933K
HIX
2462
Western Asset High Income Fund II
HIX
$347M
$1.49M ﹤0.01%
+220,478
New +$1.47M
TRHC
2463
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$1.48M ﹤0.01%
30,485
-4,368
-13% -$205K
RTL
2464
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$1.48M ﹤0.01%
111,797
-1,980
-2% -$28.3K
YORW icon
2465
York Water
YORW
$511M
$1.48M ﹤0.01%
32,005
-1,883
-6% -$82.6K
EPM icon
2466
Evolution Petroleum
EPM
$133M
$1.47M ﹤0.01%
269,250
-36,093
-12% -$199K
IBTX
2467
DELISTED
Independent Bank Group, Inc.
IBTX
$1.47M ﹤0.01%
26,431
+10,506
+66% +$583K
PFBC icon
2468
Preferred Bank
PFBC
$1.24B
$1.46M ﹤0.01%
24,308
+2,151
+10% +$118K
PACK icon
2469
Ranpak Holdings
PACK
$500M
$1.46M ﹤0.01%
179,058
+87,149
+95% +$558K
SBSW icon
2470
Sibanye-Stillwater
SBSW
$6.05B
$1.46M ﹤0.01%
146,497
+62,546
+75% +$484K
THFF icon
2471
First Financial Corp
THFF
$948M
$1.45M ﹤0.01%
31,764
-3,772
-11% -$166K
HEFA icon
2472
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.45B
$1.45M ﹤0.01%
47,549
-417
-0.9% -$12.7K
FFH
2473
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$1.45M ﹤0.01%
3,091
-204
-6% -$95.7K
GLUU
2474
DELISTED
Glu Mobile Inc.
GLUU
$1.44M ﹤0.01%
238,435
+94,369
+66% +$539K
MMI icon
2475
Marcus & Millichap
MMI
$1.2B
$1.44M ﹤0.01%
38,591
+3,748
+11% +$135K
97 98
99
100 101

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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.