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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
WEX icon
901
WEX
WEX
$6.17B
$17M 0.01%
80,967
+2,666
+3% +$535K
VICI icon
902
VICI Properties
VICI
$29.5B
$16.9M 0.01%
661,663
+74,565
+13% +$1.8M
PWR icon
903
Quanta Services
PWR
$93.1B
$16.9M 0.01%
414,378
+53,684
+15% +$2.19M
MD icon
904
Pediatrix Medical
MD
$2.15B
$16.8M 0.01%
605,852
+130,162
+27% +$3.26M
FTI icon
905
TechnipFMC
FTI
$29.9B
$16.8M 0.01%
1,054,876
-716,038
-40% -$11.1M
MT icon
906
ArcelorMittal
MT
$50.9B
$16.8M 0.01%
958,522
-5,117
-0.5% -$83K
WTRG icon
907
Essential Utilities
WTRG
$11.2B
$16.7M 0.01%
356,230
+14,002
+4% +$631K
AUO
908
DELISTED
AU Optronics Corp
AUO
$16.6M 0.01%
5,088,260
+735,707
+17% +$2.41M
CFR icon
909
Cullen/Frost Bankers
CFR
$10.3B
$16.6M 0.01%
169,639
-3,394
-2% -$315K
WPX
910
DELISTED
WPX Energy, Inc.
WPX
$16.6M 0.01%
1,206,709
-79,176
-6% -$845K
SIRI icon
911
SiriusXM
SIRI
$10.5B
$16.5M 0.01%
230,618
+4,763
+2% +$321K
CLH icon
912
Clean Harbors
CLH
$15.9B
$16.5M 0.01%
191,971
-11,219
-6% -$912K
WES icon
913
Western Midstream Partners
WES
$19.3B
$16.4M 0.01%
832,486
+322,743
+63% +$6.69M
PBH icon
914
Prestige Consumer Healthcare
PBH
$2.39B
$16.4M 0.01%
404,172
-5,187
-1% -$193K
SHOP icon
915
Shopify
SHOP
$165B
$16.3M 0.01%
411,090
+31,320
+8% +$1.06M
SNV
916
DELISTED
Synovus
SNV
$16.3M 0.01%
416,798
-18,977
-4% -$697K
HRC
917
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$16.3M 0.01%
143,861
+2,754
+2% +$290K
TLK icon
918
Telkom Indonesia
TLK
$14.3B
$16.3M 0.01%
572,410
+68,432
+14% +$1.98M
ALNY icon
919
Alnylam Pharmaceuticals
ALNY
$37.2B
$16.3M 0.01%
141,222
-56,166
-28% -$5.6M
EQC
920
DELISTED
Equity Commonwealth
EQC
$16.3M 0.01%
495,167
-150,320
-23% -$4.83M
RYAAY icon
921
Ryanair
RYAAY
$29.8B
$16.2M 0.01%
463,550
+92,375
+25% +$2.96M
SON icon
922
Sonoco
SON
$5.8B
$16.2M 0.01%
262,711
-34,309
-12% -$2.03M
GSH
923
DELISTED
Guangshen Railway Co. Ltd
GSH
$16.2M 0.01%
974,496
+429,854
+79% +$6.93M
AZPN
924
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$16.1M 0.01%
133,310
+6,633
+5% +$802K
RPM icon
925
RPM International
RPM
$13.8B
$16.1M 0.01%
209,547
+4,662
+2% +$338K
35 36
37
38 39

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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.