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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
PTVCB
3076
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$303K ﹤0.01%
18,862
+5,778
+44% +$94.1K
MOO icon
3077
VanEck Agribusiness ETF
MOO
$972M
$301K ﹤0.01%
4,384
+53
+1% +$3.53K
UUUU icon
3078
Energy Fuels
UUUU
$2.86B
$300K ﹤0.01%
157,267
+48,059
+44% +$94.6K
FBK icon
3079
FB Financial Corp
FBK
$3.02B
$299K ﹤0.01%
7,540
+1,570
+26% +$60.1K
FOR icon
3080
Forestar Group
FOR
$1.44B
$298K ﹤0.01%
14,303
+2,506
+21% +$49K
SPWH icon
3081
Sportsman's Warehouse
SPWH
$44.5M
$298K ﹤0.01%
37,085
-44,173
-54% -$312K
HEDJ icon
3082
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
$297K ﹤0.01%
8,426
+16
+0.2% +$551
NGM
3083
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
$295K ﹤0.01%
15,940
-3,388
-18% -$49.5K
APLS
3084
DELISTED
Apellis Pharmaceuticals
APLS
$292K ﹤0.01%
9,541
-759
-7% -$21K
DSGR icon
3085
Distribution Solutions Group
DSGR
$1.6B
$292K ﹤0.01%
11,220
-752
-6% -$17.8K
LQDA icon
3086
Liquidia Corp
LQDA
$7.48B
$291K ﹤0.01%
67,955
+8,488
+14% +$34.1K
AKRX
3087
DELISTED
Akorn Inc
AKRX
$289K ﹤0.01%
192,772
-163,609
-46% -$617K
EFT
3088
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$288K ﹤0.01%
21,016
+990
+5% +$13.2K
GLD icon
3089
SPDR Gold Trust
GLD
$131B
$288K ﹤0.01%
2,016
+447
+28% +$62.5K
EMWP
3090
DELISTED
Eros Media World PLC
EMWP
$288K ﹤0.01%
4,252
+578
+16% +$27K
ALCO icon
3091
Alico
ALCO
$280M
$286K ﹤0.01%
7,992
-1,113
-12% -$37.4K
CVGI icon
3092
Commercial Vehicle Group
CVGI
$154M
$286K ﹤0.01%
44,977
-3,214
-7% -$22.8K
TCPC icon
3093
BlackRock TCP Capital
TCPC
$273M
$285K ﹤0.01%
20,289
+2,810
+16% +$39.2K
CSTR
3094
DELISTED
CapStar Financial Holdings, Inc
CSTR
$285K ﹤0.01%
17,102
+157
+0.9% +$2.62K
ESSA
3095
DELISTED
ESSA Bancorp
ESSA
$284K ﹤0.01%
16,732
+104
+0.6% +$1.73K
PSN icon
3096
Parsons
PSN
$4.72B
$284K ﹤0.01%
+6,888
New +$257K
BOCH
3097
DELISTED
Bank of Commerce Holdings (CA)
BOCH
$284K ﹤0.01%
24,530
+12,670
+107% +$143K
CALX icon
3098
Calix
CALX
$2.26B
$283K ﹤0.01%
35,327
-12,124
-26% -$90.3K
CCO icon
3099
Clear Channel Outdoor Holdings
CCO
$1.23B
$282K ﹤0.01%
98,519
+65,925
+202% +$167K
MANU icon
3100
Manchester United
MANU
$3.97B
$282K ﹤0.01%
14,158
+1,530
+12% +$26.4K
122 123
124
125 126

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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.