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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
SPRO icon
3326
Spero Therapeutics
SPRO
$67.7M
$97K ﹤0.01%
+10,053
New +$108K
TUSK icon
3327
Mammoth Energy Services
TUSK
$128M
$97K ﹤0.01%
43,935
-3,872
-8% -$6.94K
IO
3328
DELISTED
ION Geophysical Corporation
IO
$96K ﹤0.01%
11,017
+431
+4% +$3.73K
BVH
3329
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$94K ﹤0.01%
3,944
+346
+10% +$7.96K
PMD
3330
DELISTED
Psychemedics Corporation
PMD
$92K ﹤0.01%
+10,072
New +$93K
CELH icon
3331
Celsius Holdings
CELH
$7.47B
$91K ﹤0.01%
56,382
-17,970
-24% -$23.9K
LXRX icon
3332
Lexicon Pharmaceuticals
LXRX
$1.03B
$91K ﹤0.01%
22,030
+7,833
+55% +$30.2K
SDRL
3333
DELISTED
Seadrill Limited Common Stock
SDRL
$91K ﹤0.01%
35,926
-37,248
-51% -$61.7K
NE
3334
DELISTED
Noble Corporation
NE
$90K ﹤0.01%
73,576
-823,078
-92% -$985K
CFMS
3335
DELISTED
Conformis, Inc. Common Stock
CFMS
$87K ﹤0.01%
+2,309
New +$109K
BMY.RT
3336
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
$87K ﹤0.01%
+28,850
New +$75K
TRQ
3337
DELISTED
Turquoise Hill Resources Ltd
TRQ
$87K ﹤0.01%
11,835
-154,530
-93% -$795K
GOGL
3338
DELISTED
Golden Ocean Group
GOGL
$85K ﹤0.01%
14,630
-2,558
-15% -$14.7K
OESX icon
3339
Orion Energy Systems
OESX
$41M
$84K ﹤0.01%
+2,520
New +$75.7K
RMNI icon
3340
Rimini Street
RMNI
$445M
$83K ﹤0.01%
+21,311
New +$85.3K
VERU icon
3341
Veru
VERU
$36M
$83K ﹤0.01%
+2,489
New +$55.6K
PVLA
3342
Palvella Therapeutics
PVLA
$1.99B
$82K ﹤0.01%
283
-42
-13% -$11.6K
LBY
3343
DELISTED
Libbey, Inc.
LBY
$82K ﹤0.01%
56,561
-40,207
-42% -$75.5K
IPI icon
3344
Intrepid Potash
IPI
$456M
$81K ﹤0.01%
2,974
-5,917
-67% -$161K
NYMX
3345
DELISTED
Nymox Pharmaceutical Corp
NYMX
$81K ﹤0.01%
36,841
– –
ADMA icon
3346
ADMA Biologics
ADMA
$1.96B
$77K ﹤0.01%
19,153
+3,902
+26% +$17K
NM
3347
DELISTED
Navios Maritime Holdings Inc.
NM
$77K ﹤0.01%
17,183
-180
-1% -$891
BGFV
3348
DELISTED
Big 5 Sporting Goods
BGFV
$76K ﹤0.01%
25,485
+3,579
+16% +$9.79K
MRSN
3349
DELISTED
Mersana Therapeutics
MRSN
$76K ﹤0.01%
534
-1,795
-77% -$131K
ZVO
3350
DELISTED
Zovio Inc. Common Stock
ZVO
$76K ﹤0.01%
36,672
-62,435
-63% -$125K
132 133
134
135 136

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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
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.