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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
PCTY icon
1726
Paylocity
PCTY
$7.43B
$5.08M ﹤0.01%
42,047
-85
-0.2% -$9.31K
IMMU
1727
DELISTED
Immunomedics Inc
IMMU
$5.08M ﹤0.01%
239,898
+2,820
+1% +$49.7K
COLD icon
1728
Americold
COLD
$4.17B
$5.05M ﹤0.01%
144,179
-77,953
-35% -$2.87M
WBT
1729
DELISTED
Welbilt, Inc.
WBT
$5.05M ﹤0.01%
323,629
-3,890
-1% -$66.6K
MNK
1730
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$5.04M ﹤0.01%
1,445,476
+749,246
+108% +$2.34M
OXM icon
1731
Oxford Industries
OXM
$613M
$5.04M ﹤0.01%
66,834
-2,539
-4% -$183K
INN
1732
Summit Hotel Properties
INN
$743M
$5.03M ﹤0.01%
407,376
+17,599
+5% +$211K
SCHF icon
1733
Schwab International Equity ETF
SCHF
$65.5B
$5.03M ﹤0.01%
298,966
+272,712
+1,039% +$4.49M
BRKL
1734
DELISTED
Brookline Bancorp
BRKL
$5.02M ﹤0.01%
305,073
-9,963
-3% -$157K
MATV icon
1735
Mativ Holdings
MATV
$482M
$5.02M ﹤0.01%
119,481
+6,414
+6% +$266K
MLI icon
1736
Mueller Industries
MLI
$14.7B
$5M ﹤0.01%
629,356
-63,576
-9% -$486K
INXN
1737
DELISTED
Interxion Holding N.V.
INXN
$5M ﹤0.01%
59,600
-1,253
-2% -$105K
GLOB icon
1738
Globant
GLOB
$1.52B
$4.96M ﹤0.01%
46,814
+8,570
+22% +$853K
SAFT icon
1739
Safety Insurance
SAFT
$1.51B
$4.96M ﹤0.01%
53,606
-593
-1% -$57.8K
IMKTA icon
1740
Ingles Markets
IMKTA
$1.71B
$4.96M ﹤0.01%
104,371
+19,849
+23% +$846K
VTLE
1741
DELISTED
Vital Energy
VTLE
$4.94M ﹤0.01%
86,074
-37,398
-30% -$1.81M
UMBF icon
1742
UMB Financial
UMBF
$10.9B
$4.94M ﹤0.01%
71,960
+70
+0.1% +$4.64K
BRSL
1743
Brightstar Lottery PLC
BRSL
$1.92B
$4.93M ﹤0.01%
329,653
+44,001
+15% +$627K
TRS icon
1744
TriMas Corp
TRS
$1.44B
$4.93M ﹤0.01%
157,092
-7,446
-5% -$230K
SITE icon
1745
SiteOne Landscape Supply
SITE
$4.58B
$4.93M ﹤0.01%
54,389
-4,319
-7% -$366K
NSP icon
1746
Insperity
NSP
$2.01B
$4.92M ﹤0.01%
57,224
+852
+2% +$74.1K
BRFS
1747
DELISTED
BRF SA
BRFS
$4.91M ﹤0.01%
564,255
+4,810
+0.9% +$41.5K
BTG icon
1748
B2Gold
BTG
$5.12B
$4.89M ﹤0.01%
1,219,552
+207,305
+20% +$731K
SMP icon
1749
Standard Motor Products
SMP
$897M
$4.89M ﹤0.01%
91,834
-3,787
-4% -$193K
VONG icon
1750
Vanguard Russell 1000 Growth ETF
VONG
$42.1B
$4.88M ﹤0.01%
107,960
-356
-0.3% -$15.3K
68 69
70
71 72

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
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
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
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.