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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
IR icon
1551
Ingersoll Rand
IR
$33.9B
$6.49M ﹤0.01%
176,978
+4,673
+3% +$153K
AIMC
1552
DELISTED
Altra Industrial Motion Corp
AIMC
$6.49M ﹤0.01%
179,238
+24,919
+16% +$792K
TREE icon
1553
LendingTree
TREE
$572M
$6.48M ﹤0.01%
21,357
-617
-3% -$204K
ESI icon
1554
Element Solutions
ESI
$8.89B
$6.48M ﹤0.01%
554,834
-28,017
-5% -$309K
COWN
1555
DELISTED
Cowen Inc. Class A Common Stock
COWN
$6.45M ﹤0.01%
409,203
-25,101
-6% -$377K
INVX
1556
Innovex International
INVX
$1.79B
$6.44M ﹤0.01%
137,352
-29,767
-18% -$1.36M
AXON
1557
Axon Enterprise
AXON
$44.1B
$6.42M ﹤0.01%
87,673
+15,428
+21% +$976K
TXRH icon
1558
Texas Roadhouse
TXRH
$13.5B
$6.42M ﹤0.01%
113,918
+10,398
+10% +$571K
NHC icon
1559
National Healthcare
NHC
$3.61B
$6.41M ﹤0.01%
74,126
-9,042
-11% -$756K
GNL icon
1560
Global Net Lease
GNL
$1.86B
$6.39M ﹤0.01%
315,062
+6,491
+2% +$128K
ASR icon
1561
Grupo Aeroportuario del Sureste
ASR
$8.14B
$6.37M ﹤0.01%
33,982
+5,773
+20% +$980K
DORM icon
1562
Dorman Products
DORM
$4.28B
$6.37M ﹤0.01%
84,062
-3,231
-4% -$244K
LILAK icon
1563
Liberty Latin America Class C
LILAK
$1.65B
$6.35M ﹤0.01%
380,961
+120,135
+46% +$1.86M
MMSI icon
1564
Merit Medical Systems
MMSI
$4.67B
$6.33M ﹤0.01%
202,716
+19,155
+10% +$549K
KWR icon
1565
Quaker Houghton
KWR
$2.67B
$6.33M ﹤0.01%
38,447
+431
+1% +$66.8K
SAH icon
1566
Sonic Automotive
SAH
$3.31B
$6.32M ﹤0.01%
203,967
-1,608
-0.8% -$50.9K
PBI icon
1567
Pitney Bowes
PBI
$2.41B
$6.31M ﹤0.01%
1,565,518
-44,136
-3% -$202K
ACAD icon
1568
Acadia Pharmaceuticals
ACAD
$4.45B
$6.31M ﹤0.01%
147,428
+11,536
+8% +$502K
PEB icon
1569
Pebblebrook Hotel Trust
PEB
$2.2B
$6.31M ﹤0.01%
235,228
-35,599
-13% -$938K
STNG icon
1570
Scorpio Tankers
STNG
$3.94B
$6.29M ﹤0.01%
159,996
+127,449
+392% +$4.36M
USPH icon
1571
US Physical Therapy
USPH
$1.2B
$6.26M ﹤0.01%
54,749
-2,033
-4% -$253K
FWRD icon
1572
Forward Air
FWRD
$467M
$6.25M ﹤0.01%
89,307
+2,503
+3% +$170K
IRT icon
1573
Independence Realty Trust
IRT
$3.93B
$6.24M ﹤0.01%
443,034
-45,107
-9% -$657K
DY icon
1574
Dycom Industries
DY
$12.1B
$6.24M ﹤0.01%
132,247
+458
+0.3% +$22.3K
SF
1575
Stifel
SF
$12.8B
$6.21M ﹤0.01%
230,495
-8,358
-3% -$218K
61 62
63
64 65

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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
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.