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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
HTLF
2376
DELISTED
Heartland Financial USA, Inc.
HTLF
$1.76M ﹤0.01%
35,393
-2,450
-6% -$115K
RUN icon
2377
Sunrun
RUN
$2.26B
$1.76M ﹤0.01%
127,339
-4,183
-3% -$62.4K
BZH icon
2378
Beazer Homes USA
BZH
$888M
$1.75M ﹤0.01%
124,192
-17,272
-12% -$262K
WSBF icon
2379
Waterstone Financial
WSBF
$371M
$1.75M ﹤0.01%
92,052
-54,631
-37% -$1.01M
ATSG
2380
DELISTED
Air Transport Services Group
ATSG
$1.75M ﹤0.01%
74,660
-15,030
-17% -$337K
MWA icon
2381
Mueller Water Products
MWA
$3.94B
$1.75M ﹤0.01%
146,041
+5,704
+4% +$65.1K
QNST icon
2382
QuinStreet
QNST
$927M
$1.75M ﹤0.01%
114,272
+6,657
+6% +$94.9K
AEGN
2383
DELISTED
Aegion Corp
AEGN
$1.75M ﹤0.01%
78,094
-11,267
-13% -$244K
CYOU
2384
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$1.75M ﹤0.01%
178,223
+116,141
+187% +$1.12M
YETI icon
2385
Yeti Holdings
YETI
$3.87B
$1.74M ﹤0.01%
50,156
-2,192
-4% -$69.1K
AD
2386
Array Digital Infrastructure
AD
$3.04B
$1.74M ﹤0.01%
47,986
-63,098
-57% -$2.21M
LGF.B
2387
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$1.73M ﹤0.01%
174,240
+78,957
+83% +$681K
MBWM icon
2388
Mercantile Bank Corp
MBWM
$1.04B
$1.73M ﹤0.01%
47,305
+6,691
+16% +$235K
JOE icon
2389
St. Joe Company
JOE
$3.55B
$1.72M ﹤0.01%
86,907
+9,609
+12% +$178K
PLCE icon
2390
Children's Place
PLCE
$53.8M
$1.72M ﹤0.01%
27,527
-11,940
-30% -$871K
AUY
2391
DELISTED
Yamana Gold, Inc.
AUY
$1.72M ﹤0.01%
435,216
-289,487
-40% -$1.02M
NX icon
2392
Quanex
NX
$825M
$1.72M ﹤0.01%
100,567
+7,864
+8% +$148K
CCRN
2393
DELISTED
Cross Country Healthcare
CCRN
$1.71M ﹤0.01%
147,276
+23,965
+19% +$271K
GEOS icon
2394
Geospace Technologies
GEOS
$84M
$1.71M ﹤0.01%
101,733
-9,385
-8% -$143K
ZGNX
2395
DELISTED
Zogenix, Inc.
ZGNX
$1.7M ﹤0.01%
32,688
+6,105
+23% +$280K
POWL icon
2396
Powell Industries
POWL
$6.79B
$1.7M ﹤0.01%
104,022
+24,774
+31% +$348K
VOOG icon
2397
Vanguard S&P 500 Growth ETF
VOOG
$24.7B
$1.7M ﹤0.01%
58,440
-20,304
-26% -$564K
USCR
2398
DELISTED
U S Concrete, Inc.
USCR
$1.7M ﹤0.01%
40,689
-1,872
-4% -$85.7K
AMC icon
2399
AMC Entertainment Holdings
AMC
$2.45B
$1.69M ﹤0.01%
23,397
-6,790
-22% -$598K
ASIX icon
2400
AdvanSix
ASIX
$542M
$1.69M ﹤0.01%
84,486
-21,086
-20% -$461K
94 95
96
97 98

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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.