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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
OSG
3101
DELISTED
Overseas Shipholding Group Inc.
OSG
$282K ﹤0.01%
122,432
-251,477
-67% -$468K
TRUP icon
3102
Trupanion
TRUP
$1.07B
$281K ﹤0.01%
+7,494
New +$220K
GNE icon
3103
Genie Energy
GNE
$367M
$280K ﹤0.01%
36,217
+9,472
+35% +$74.2K
NWPX icon
3104
NWPX Infrastructure Inc
NWPX
$1.17B
$280K ﹤0.01%
8,408
+54
+0.6% +$1.7K
KLXE icon
3105
KLX Energy Services
KLXE
$44.4M
$279K ﹤0.01%
8,679
-3,466
-29% -$129K
PHO icon
3106
Invesco Water Resources ETF
PHO
$2.01B
$279K ﹤0.01%
7,226
+266
+4% +$9.87K
RPT
3107
Rithm Property Trust
RPT
$95.5M
$279K ﹤0.01%
3,251
-116
-3% -$10.3K
AMLP icon
3108
Alerian MLP ETF
AMLP
$13B
$278K ﹤0.01%
6,534
-24,651
-79% -$1.03M
HUYA
3109
Huya Inc
HUYA
$565M
$278K ﹤0.01%
+15,468
New +$327K
MRLN
3110
DELISTED
Marlin Business Services Corp
MRLN
$277K ﹤0.01%
12,589
+2
+0% +$45
SPLV icon
3111
Invesco S&P 500 Low Volatility ETF
SPLV
$7.13B
$276K ﹤0.01%
4,731
+435
+10% +$25K
XLE icon
3112
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
$275K ﹤0.01%
9,152
-38
-0.4% -$1.13K
VSEC icon
3113
VSE Corp
VSEC
$5.46B
$274K ﹤0.01%
7,209
+64
+0.9% +$2.38K
ARDX icon
3114
Ardelyx
ARDX
$1.23B
$273K ﹤0.01%
36,399
+1,586
+5% +$9.64K
CLPR
3115
Clipper Realty
CLPR
$45.6M
$272K ﹤0.01%
25,696
+3,379
+15% +$32.3K
DESP
3116
DELISTED
Despegar.com
DESP
$272K ﹤0.01%
20,184
+8,397
+71% +$99.3K
RNET
3117
DELISTED
RigNet, Inc.
RNET
$272K ﹤0.01%
41,281
+1,863
+5% +$11.2K
BRT
3118
BRT Apartments
BRT
$280M
$271K ﹤0.01%
15,947
+3,441
+28% +$57.9K
HAPN
3119
Happen Inc
HAPN
$2.22B
$271K ﹤0.01%
21,460
+4,185
+24% +$54K
LFCR icon
3120
Lifecore Biomedical
LFCR
$166M
$270K ﹤0.01%
23,890
-16,148
-40% -$172K
SMHI icon
3121
SEACOR Marine Holdings
SMHI
$258M
$269K ﹤0.01%
19,523
+297
+2% +$3.87K
BATRA icon
3122
Atlanta Braves Holdings Series A
BATRA
$3.49B
$268K ﹤0.01%
9,043
+598
+7% +$17.1K
VAW icon
3123
Vanguard Materials ETF
VAW
$2.95B
$268K ﹤0.01%
1,995
+190
+11% +$24.5K
KE
3124
Kimball Electronics
KE
$599M
$267K ﹤0.01%
+15,211
New +$250K
SIGA icon
3125
SIGA Technologies
SIGA
$235M
$267K ﹤0.01%
56,034
-2,979
-5% -$15.2K
123 124
125
126 127

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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.