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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
CCF
2951
DELISTED
Chase Corporation
CCF
$436K ﹤0.01%
3,683
+296
+9% +$34.4K
FATE icon
2952
Fate Therapeutics
FATE
$293M
$435K ﹤0.01%
22,240
+2,130
+11% +$33.8K
ATRC icon
2953
AtriCure
ATRC
$2.04B
$434K ﹤0.01%
13,355
+1,540
+13% +$43.8K
AKBA icon
2954
Akebia Therapeutics
AKBA
$362M
$432K ﹤0.01%
68,283
-145,437
-68% -$691K
BRSP
2955
BrightSpire Capital
BRSP
$631M
$432K ﹤0.01%
32,792
+5,816
+22% +$79K
ESTC icon
2956
Elastic
ESTC
$6.68B
$432K ﹤0.01%
6,722
-5,695
-46% -$417K
SPNS
2957
DELISTED
Sapiens International
SPNS
$432K ﹤0.01%
18,761
-2,474
-12% -$53.5K
HALL
2958
DELISTED
Hallmark Financial Services, Inc.
HALL
$430K ﹤0.01%
2,449
+214
+10% +$39.1K
LE icon
2959
Lands' End
LE
$369M
$428K ﹤0.01%
25,492
-17,917
-41% -$234K
TGTX icon
2960
TG Therapeutics
TGTX
$8.19B
$428K ﹤0.01%
38,595
+18,956
+97% +$144K
CLS icon
2961
Celestica
CLS
$40.5B
$422K ﹤0.01%
50,979
+734
+1% +$5.47K
XLRE icon
2962
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.6B
$419K ﹤0.01%
10,825
+2,072
+24% +$80.2K
ALNT icon
2963
Allient
ALNT
$1.47B
$418K ﹤0.01%
12,941
+279
+2% +$7.79K
LOB icon
2964
Live Oak Bancshares
LOB
$1.97B
$416K ﹤0.01%
21,903
+883
+4% +$16.3K
BEST
2965
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
$415K ﹤0.01%
3,733
+707
+23% +$77.5K
FNWB icon
2966
First Northwest Bancorp
FNWB
$112M
$410K ﹤0.01%
22,625
-27
-0.1% -$474
GAIN icon
2967
Gladstone Investment Corp
GAIN
$646M
$409K ﹤0.01%
30,873
+12,347
+67% +$167K
JOUT icon
2968
Johnson Outdoors
JOUT
$493M
$409K ﹤0.01%
+5,334
New +$349K
SENEA icon
2969
Seneca Foods Class A
SENEA
$1.13B
$409K ﹤0.01%
10,029
+958
+11% +$34.5K
HOME
2970
DELISTED
At Home Group Inc.
HOME
$409K ﹤0.01%
74,403
+27,918
+60% +$227K
CO
2971
DELISTED
Global Cord Blood Corporation
CO
$409K ﹤0.01%
81,765
-5,051
-6% -$24.1K
VB icon
2972
Vanguard Morningstar Small-Cap ETF
VB
$79.6B
$404K ﹤0.01%
2,440
-179
-7% -$28.5K
WOW
2973
DELISTED
WideOpenWest
WOW
$404K ﹤0.01%
54,507
-16,545
-23% -$105K
INO icon
2974
Inovio Pharmaceuticals
INO
$54M
$403K ﹤0.01%
10,183
+4,828
+90% +$145K
VIE
2975
DELISTED
Viela Bio, Inc. Common Stock
VIE
$403K ﹤0.01%
+14,860
New +$375K
117 118
119
120 121

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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.