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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
MIC
951
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$15.3M 0.01%
356,147
+2,048
+0.6% +$84.6K
MLCO icon
952
Melco Resorts & Entertainment
MLCO
$2.18B
$15.2M 0.01%
630,823
+1,961
+0.3% +$42.7K
IPGP icon
953
IPG Photonics
IPGP
$3.81B
$15.2M 0.01%
105,139
+1,807
+2% +$252K
FLEX icon
954
Flex
FLEX
$42.5B
$15.2M 0.01%
1,600,329
+12,364
+0.8% +$107K
GRFS
955
Grifois
GRFS
$5.27B
$15.2M 0.01%
653,229
-75,153
-10% -$1.64M
ABMD
956
DELISTED
Abiomed Inc
ABMD
$15.2M 0.01%
88,928
-4,743
-5% -$879K
HTZ
957
DELISTED
Hertz Global Holdings, Inc.
HTZ
$15.2M 0.01%
962,086
-82,052
-8% -$1.23M
EE
958
DELISTED
El Paso Electric Company
EE
$15.1M 0.01%
222,223
-1,688
-0.8% -$114K
OTEX icon
959
Open Text
OTEX
$5.73B
$15.1M 0.01%
342,185
+20,273
+6% +$852K
PSXP
960
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$15.1M 0.01%
244,585
+70,749
+41% +$3.99M
CUK
961
DELISTED
Carnival PLC
CUK
$15M 0.01%
312,331
-37,606
-11% -$1.59M
MMS icon
962
Maximus
MMS
$3.2B
$14.9M 0.01%
200,457
+3,475
+2% +$261K
TTC icon
963
Toro Company
TTC
$9.01B
$14.9M 0.01%
186,997
+5,613
+3% +$430K
MSM icon
964
MSC Industrial Direct
MSM
$7.07B
$14.9M 0.01%
189,822
+3,604
+2% +$266K
VO icon
965
Vanguard Mid-Cap ETF
VO
$107B
$14.8M 0.01%
333,028
-793,160
-70% -$34.1M
CAE icon
966
CAE Inc. Common Shares
CAE
$8.3B
$14.8M 0.01%
559,899
+32,665
+6% +$841K
ENIA
967
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$14.8M 0.01%
1,344,008
+159,962
+14% +$1.59M
NNN icon
968
NNN REIT
NNN
$9.36B
$14.7M 0.01%
275,021
+21,157
+8% +$1.18M
INVH icon
969
Invitation Homes
INVH
$17.6B
$14.7M 0.01%
491,432
+73,148
+17% +$2.19M
TTEK icon
970
Tetra Tech
TTEK
$8.28B
$14.7M 0.01%
854,090
-53,175
-6% -$921K
EME icon
971
Emcor
EME
$33B
$14.7M 0.01%
170,170
+1,216
+0.7% +$107K
TWNK
972
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$14.7M 0.01%
1,007,673
+48,190
+5% +$656K
AMED
973
DELISTED
Amedisys
AMED
$14.6M 0.01%
87,396
+7,375
+9% +$1.1M
AVA icon
974
Avista
AVA
$3.43B
$14.6M 0.01%
303,274
-60,956
-17% -$2.9M
SNX icon
975
TD Synnex
SNX
$19.6B
$14.6M 0.01%
226,388
+29,318
+15% +$1.77M
37 38
39
40 41

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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
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.