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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
GBDC icon
2701
Golub Capital BDC
GBDC
$3.34B
$862K ﹤0.01%
47,705
– –
GHL
2702
DELISTED
Greenhill & Co., Inc.
GHL
$862K ﹤0.01%
50,498
-11,851
-19% -$192K
WMC
2703
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$862K ﹤0.01%
8,341
-12,897
-61% -$1.31M
MBUU icon
2704
Malibu Boats
MBUU
$550M
$861K ﹤0.01%
21,015
-4,511
-18% -$163K
BELFB
2705
Bel Fuse Inc Class B
BELFB
$3.6B
$856K ﹤0.01%
41,749
+6,075
+17% +$99.9K
CRAI icon
2706
CRA International
CRAI
$1.19B
$856K ﹤0.01%
15,712
+29
+0.2% +$1.41K
AVD icon
2707
American Vanguard Corp
AVD
$70.4M
$853K ﹤0.01%
43,804
+1,761
+4% +$27.7K
DHS icon
2708
WisdomTree US High Dividend Fund
DHS
$1.56B
$849K ﹤0.01%
11,058
+2,058
+23% +$155K
HCKT icon
2709
Hackett Group
HCKT
$269M
$849K ﹤0.01%
52,585
+21,177
+67% +$337K
MLR icon
2710
Miller Industries
MLR
$569M
$848K ﹤0.01%
22,828
+6,496
+40% +$228K
CLAR icon
2711
Clarus
CLAR
$123M
$845K ﹤0.01%
62,578
-12,439
-17% -$153K
GOGO icon
2712
Gogo Inc
GOGO
$559M
$845K ﹤0.01%
132,052
+12,716
+11% +$74K
RDUS
2713
DELISTED
Radius Health, Inc.
RDUS
$844K ﹤0.01%
41,863
-70,217
-63% -$1.71M
CSTM icon
2714
Constellium
CSTM
$3.89B
$843K ﹤0.01%
62,933
-42,246
-40% -$583K
FRGI
2715
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$840K ﹤0.01%
84,925
+13,323
+19% +$125K
LXU icon
2716
LSB Industries
LXU
$794M
$839K ﹤0.01%
259,692
-7,475
-3% -$25.2K
TAST
2717
DELISTED
Carrols Restaurant Group, Inc.
TAST
$838K ﹤0.01%
118,812
-20,312
-15% -$148K
FRST icon
2718
Primis Financial Corp
FRST
$396M
$835K ﹤0.01%
51,090
+6,867
+16% +$109K
JHMM icon
2719
John Hancock Multifactor Mid Cap ETF
JHMM
$5.92B
$833K ﹤0.01%
21,266
-12,452
-37% -$471K
AAMI
2720
Acadian Asset Management
AAMI
$2.99B
$833K ﹤0.01%
81,473
+1,860
+2% +$18.1K
KNM
2721
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$832K ﹤0.01%
20,478
-486
-2% -$19.7K
NSTG
2722
DELISTED
NanoString Technologies, Inc.
NSTG
$829K ﹤0.01%
29,803
-55,611
-65% -$1.35M
UPLD icon
2723
Upland Software
UPLD
$13.6M
$827K ﹤0.01%
2,317
+159
+7% +$59.4K
APEI icon
2724
American Public Education
APEI
$910M
$819K ﹤0.01%
29,906
+1,934
+7% +$47.3K
ACLS icon
2725
Axcelis
ACLS
$3.85B
$818K ﹤0.01%
33,950
+3,869
+13% +$81.5K
107 108
109
110 111

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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.