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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
ALGT icon
1326
Allegiant Air
ALGT
$2.75B
$8.87M 0.01%
50,942
-9,190
-15% -$1.52M
LSI
1327
DELISTED
Life Storage, Inc.
LSI
$8.86M 0.01%
122,718
-1,514
-1% -$108K
PRSP
1328
DELISTED
Perspecta Inc. Common Stock
PRSP
$8.86M 0.01%
334,932
-14,065
-4% -$375K
EXP icon
1329
Eagle Materials
EXP
$6.84B
$8.85M 0.01%
97,632
+8,169
+9% +$748K
EQM
1330
DELISTED
EQM Midstream Partners, LP
EQM
$8.85M 0.01%
295,772
+23,748
+9% +$661K
CXT icon
1331
Crane NXT
CXT
$3.11B
$8.83M 0.01%
294,323
+6,057
+2% +$172K
MOD icon
1332
Modine Manufacturing
MOD
$11.3B
$8.83M 0.01%
1,146,375
-407,533
-26% -$3.65M
BIG
1333
DELISTED
Big Lots, Inc.
BIG
$8.76M 0.01%
305,139
-49,810
-14% -$1.15M
DRH icon
1334
Diamondrock Hospitality Co
DRH
$2.65B
$8.74M 0.01%
788,860
+26,743
+4% +$276K
BCPC
1335
Balchem Corp
BCPC
$5.36B
$8.73M 0.01%
85,900
+5,564
+7% +$561K
DLX icon
1336
Deluxe
DLX
$1.27B
$8.68M 0.01%
173,827
+2,726
+2% +$136K
DIOD icon
1337
Diodes
DIOD
$3.74B
$8.66M 0.01%
153,702
-7,254
-5% -$336K
NBR icon
1338
Nabors Industries
NBR
$1.12B
$8.66M 0.01%
60,153
+4,901
+9% +$516K
PODD icon
1339
Insulet
PODD
$11.7B
$8.66M 0.01%
50,586
-6,392
-11% -$1.07M
HURN icon
1340
Huron Consulting
HURN
$2.01B
$8.63M 0.01%
125,590
+4,319
+4% +$281K
HR
1341
DELISTED
Healthcare Realty Trust Incorporated
HR
$8.63M 0.01%
258,555
+1,151
+0.4% +$38.2K
AMN icon
1342
AMN Healthcare
AMN
$1.33B
$8.62M 0.01%
138,297
-7,451
-5% -$441K
BHE icon
1343
Benchmark Electronics
BHE
$2.74B
$8.6M 0.01%
250,270
-1,047
-0.4% -$34.5K
STAG icon
1344
STAG Industrial
STAG
$7.77B
$8.6M 0.01%
272,315
+19,473
+8% +$597K
ARWR icon
1345
Arrowhead Research
ARWR
$11.8B
$8.59M 0.01%
135,356
-14,500
-10% -$720K
HOMB icon
1346
Home BancShares
HOMB
$6.29B
$8.58M 0.01%
436,639
+26,624
+6% +$502K
PFPT
1347
DELISTED
Proofpoint, Inc.
PFPT
$8.58M 0.01%
74,759
-11,016
-13% -$1.31M
LTM
1348
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$8.55M 0.01%
841,330
-28,217
-3% -$315K
SSNC icon
1349
SS&C Technologies
SSNC
$18.8B
$8.52M 0.01%
138,706
-11,787
-8% -$661K
GIL icon
1350
Gildan
GIL
$9.52B
$8.51M 0.01%
288,241
-184,630
-39% -$5.4M
52 53
54
55 56

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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.