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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
TKC icon
1976
Turkcell
TKC
$4.7B
$3.38M ﹤0.01%
582,467
-29,411
-5% -$168K
QDEL icon
1977
QuidelOrtho
QDEL
$1.13B
$3.37M ﹤0.01%
44,902
-4,609
-9% -$298K
SKT icon
1978
Tanger
SKT
$4.78B
$3.37M ﹤0.01%
228,551
-10,925
-5% -$171K
UE icon
1979
Urban Edge Properties
UE
$2.9B
$3.37M ﹤0.01%
175,509
-2,293
-1% -$46.3K
AGM icon
1980
Federal Agricultural Mortgage
AGM
$2.32B
$3.36M ﹤0.01%
40,243
-466
-1% -$38.8K
MSEX icon
1981
Middlesex Water
MSEX
$1.07B
$3.35M ﹤0.01%
52,743
-359
-0.7% -$22.7K
CRVL icon
1982
CorVel
CRVL
$3.18B
$3.35M ﹤0.01%
115,110
+5,757
+5% +$153K
CWST icon
1983
Casella Waste Systems
CWST
$5.76B
$3.35M ﹤0.01%
72,719
-7,369
-9% -$325K
TTEC icon
1984
TTEC Holdings
TTEC
$124M
$3.34M ﹤0.01%
84,348
-25,653
-23% -$1.12M
CLB icon
1985
Core Laboratories
CLB
$455M
$3.34M ﹤0.01%
88,625
+9,516
+12% +$428K
ZUMZ icon
1986
Zumiez
ZUMZ
$330M
$3.34M ﹤0.01%
96,618
-282
-0.3% -$8.92K
GGAL icon
1987
Galicia Financial Group
GGAL
$7.89B
$3.32M ﹤0.01%
204,672
+13,380
+7% +$177K
GEO icon
1988
The GEO Group
GEO
$4B
$3.31M ﹤0.01%
199,537
+1,371
+0.7% +$20.8K
PTR
1989
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$3.31M ﹤0.01%
65,849
-24,660
-27% -$1.21M
CHCT
1990
Community Healthcare Trust
CHCT
$536M
$3.31M ﹤0.01%
77,221
+9,866
+15% +$450K
HNI icon
1991
HNI Corp
HNI
$3.08B
$3.31M ﹤0.01%
88,294
-10,324
-10% -$394K
CHU
1992
DELISTED
China Unicom (HONG KONG) Limited
CHU
$3.31M ﹤0.01%
353,410
-29,208
-8% -$281K
WGO icon
1993
Winnebago Industries
WGO
$900M
$3.3M ﹤0.01%
62,371
+7,719
+14% +$361K
RUTH
1994
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$3.3M ﹤0.01%
151,785
+56,079
+59% +$1.23M
ECPG icon
1995
Encore Capital Group
ECPG
$2.01B
$3.29M ﹤0.01%
93,146
+6,384
+7% +$223K
XLY icon
1996
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$3.28M ﹤0.01%
52,288
-2,230
-4% -$136K
FIZZ icon
1997
National Beverage
FIZZ
$3.06B
$3.28M ﹤0.01%
128,452
+19,930
+18% +$479K
NTUS
1998
DELISTED
Natus Medical Inc
NTUS
$3.28M ﹤0.01%
99,340
-3,483
-3% -$112K
CIO
1999
DELISTED
City Office REIT
CIO
$3.27M ﹤0.01%
242,000
+14,891
+7% +$199K
GFF icon
2000
Griffon
GFF
$4.02B
$3.26M ﹤0.01%
160,361
-1,206
-0.7% -$25.3K
78 79
80
81 82

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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.