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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
DGICA icon
3201
Donegal Group Class A
DGICA
$731M
$212K ﹤0.01%
14,274
+939
+7% +$13.7K
ECH icon
3202
iShares MSCI Chile ETF
ECH
$1.01B
$212K ﹤0.01%
6,365
– –
NVEE
3203
DELISTED
NV5 Global
NVEE
$209K ﹤0.01%
16,572
-13,548
-45% -$197K
CVEO icon
3204
Civeo
CVEO
$345M
$208K ﹤0.01%
13,454
-15,028
-53% -$188K
DNLI icon
3205
Denali Therapeutics
DNLI
$3.65B
$208K ﹤0.01%
11,922
-344
-3% -$5.73K
LSAK icon
3206
Lesaka Technologies
LSAK
$396M
$208K ﹤0.01%
55,882
+1,582
+3% +$5.25K
ALLO icon
3207
Allogene Therapeutics
ALLO
$649M
$207K ﹤0.01%
+7,963
New +$219K
GBLI icon
3208
Global Indemnity Group
GBLI
$402M
$205K ﹤0.01%
+6,932
New +$184K
SYBX
3209
DELISTED
Synlogic
SYBX
$205K ﹤0.01%
5,299
+3,013
+132% +$101K
STFC
3210
DELISTED
State Auto Financial Corp
STFC
$204K ﹤0.01%
+6,562
New +$211K
BKCC
3211
DELISTED
BlackRock Capital Investment Corporation
BKCC
$203K ﹤0.01%
40,834
-124
-0.3% -$609
HDSN
3212
Hudson Technologies
HDSN
$254M
$202K ﹤0.01%
206,315
+15,963
+8% +$10.7K
IAU icon
3213
iShares Gold Trust
IAU
$62.9B
$202K ﹤0.01%
6,955
+33
+0.5% +$936
RSP icon
3214
Invesco S&P 500 Equal Weight ETF
RSP
$97B
$202K ﹤0.01%
+1,744
New +$194K
TPL icon
3215
Texas Pacific Land
TPL
$27.8B
$202K ﹤0.01%
+2,322
New +$170K
BTO
3216
John Hancock Financial Opportunities Fund
BTO
$798M
$201K ﹤0.01%
+5,538
New +$189K
OCSL icon
3217
Oaktree Specialty Lending
OCSL
$1.02B
$201K ﹤0.01%
12,289
-196
-2% -$3.09K
NEXT icon
3218
NextDecade
NEXT
$1.78B
$200K ﹤0.01%
32,522
-45,755
-58% -$285K
QAT icon
3219
iShares MSCI Qatar ETF
QAT
$63.4M
$200K ﹤0.01%
11,240
+656
+6% +$11.7K
VCR icon
3220
Vanguard Consumer Discretionary ETF
VCR
$6.15B
$200K ﹤0.01%
+1,056
New +$193K
OOMA icon
3221
Ooma
OOMA
$598M
$199K ﹤0.01%
15,031
-766
-5% -$9.33K
LL
3222
DELISTED
LL Flooring Holdings, Inc.
LL
$199K ﹤0.01%
20,364
+7,100
+54% +$66.4K
ASPS icon
3223
Altisource Portfolio Solutions
ASPS
$63.6M
$198K ﹤0.01%
1,281
-1,108
-46% -$170K
DEX
3224
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
$198K ﹤0.01%
19,052
-6,303
-25% -$63.1K
YEXT icon
3225
Yext
YEXT
$547M
$197K ﹤0.01%
13,646
+720
+6% +$11.2K
127 128
129
130 131

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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.