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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
BMRC icon
2626
Bank of Marin Bancorp
BMRC
$460M
$1.04M ﹤0.01%
23,138
+1,296
+6% +$57.3K
EDIT icon
2627
Editas Medicine
EDIT
$399M
$1.04M ﹤0.01%
35,195
-6,885
-16% -$172K
ECOM
2628
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$1.04M ﹤0.01%
115,171
+6,247
+6% +$57.3K
WTTR icon
2629
Select Water Solutions
WTTR
$2.22B
$1.04M ﹤0.01%
112,039
+4,288
+4% +$34.6K
FSB
2630
DELISTED
Franklin Financial Network, Inc.
FSB
$1.03M ﹤0.01%
30,134
+2,778
+10% +$91.5K
CETV
2631
DELISTED
Central European Media Enterprises Ltd
CETV
$1.03M ﹤0.01%
227,890
+14,885
+7% +$67.2K
XIFR
2632
XPLR Infrastructure LP
XIFR
$1.04B
$1.03M ﹤0.01%
19,584
+2,486
+15% +$129K
HCI icon
2633
HCI Group
HCI
$2.34B
$1.03M ﹤0.01%
22,559
-2,565
-10% -$113K
CWK icon
2634
Cushman & Wakefield Ltd
CWK
$3.16B
$1.02M ﹤0.01%
50,095
-1,873
-4% -$35.2K
CNOB icon
2635
Center Bancorp
CNOB
$1.65B
$1.02M ﹤0.01%
39,734
+2,348
+6% +$57.2K
MSGN
2636
DELISTED
MSG Networks Inc.
MSGN
$1.02M ﹤0.01%
58,744
+7,797
+15% +$130K
FBM
2637
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$1.02M ﹤0.01%
52,840
-14,841
-22% -$285K
SAFE
2638
DELISTED
Safehold Inc.
SAFE
$1.02M ﹤0.01%
25,288
+7,444
+42% +$273K
IVW icon
2639
iShares S&P 500 Growth ETF
IVW
$70.5B
$1.02M ﹤0.01%
20,988
– –
SMAR
2640
DELISTED
Smartsheet Inc.
SMAR
$1.01M ﹤0.01%
22,571
+9,477
+72% +$392K
MIME
2641
DELISTED
Mimecast Limited
MIME
$1.01M ﹤0.01%
23,376
-7,815
-25% -$325K
CYH icon
2642
Community Health Systems
CYH
$382M
$1.01M ﹤0.01%
348,627
-171,348
-33% -$593K
MSBI icon
2643
Midland States Bancorp
MSBI
$697M
$997K ﹤0.01%
34,428
+3,343
+11% +$92K
SBOW
2644
DELISTED
SilverBow Resources, Inc.
SBOW
$995K ﹤0.01%
100,506
+30,520
+44% +$289K
CTRN icon
2645
Citi Trends
CTRN
$555M
$990K ﹤0.01%
42,824
-1,106
-3% -$21.6K
AXDX
2646
DELISTED
Accelerate Diagnostics
AXDX
$989K ﹤0.01%
5,850
+63
+1% +$10.4K
PENG
2647
Penguin Solutions Inc
PENG
$2.24B
$989K ﹤0.01%
52,124
+1,916
+4% +$29.7K
PDFS icon
2648
PDF Solutions
PDFS
$1.72B
$986K ﹤0.01%
58,405
+1,080
+2% +$16.6K
CEVA icon
2649
CEVA Inc
CEVA
$831M
$984K ﹤0.01%
36,481
-808
-2% -$22.1K
YYY icon
2650
Amplify CEF High Income ETF
YYY
$719M
$984K ﹤0.01%
55,134
– –
104 105
106
107 108

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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.