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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
SPOT icon
976
Spotify
SPOT
$102B
$14.6M 0.01%
97,352
+48,968
+101% +$6.72M
MASI
977
DELISTED
Masimo
MASI
$14.6M 0.01%
92,083
-6,647
-7% -$999K
BCO icon
978
Brink's
BCO
$4.86B
$14.5M 0.01%
160,056
+7,910
+5% +$699K
SBS icon
979
Sabesp
SBS
$19.9B
$14.5M 0.01%
4,972,383
-393,417
-7% -$1.01M
IRDM icon
980
Iridium Communications
IRDM
$4.87B
$14.5M 0.01%
587,951
-18,698
-3% -$448K
AMH icon
981
American Homes 4 Rent
AMH
$12B
$14.5M 0.01%
551,819
+91,519
+20% +$2.39M
S
982
DELISTED
Sprint Corporation
S
$14.5M 0.01%
2,774,696
-351,454
-11% -$2.06M
PFGC icon
983
Performance Food Group
PFGC
$18B
$14.4M 0.01%
280,577
-21,725
-7% -$993K
CIM
984
Chimera Investment
CIM
$1.05B
$14.4M 0.01%
233,980
+9,502
+4% +$580K
OMCL icon
985
Omnicell
OMCL
$1.89B
$14.4M 0.01%
176,576
+4,374
+3% +$336K
DDS icon
986
Dillards
DDS
$8.96B
$14.4M 0.01%
196,334
-8,463
-4% -$600K
BFH icon
987
Bread Financial
BFH
$4.29B
$14.4M 0.01%
161,081
+18,299
+13% +$1.62M
TWLO icon
988
Twilio
TWLO
$29.5B
$14.4M 0.01%
146,240
+4,684
+3% +$478K
CUZ icon
989
Cousins Properties
CUZ
$5.28B
$14.4M 0.01%
348,711
+50,581
+17% +$1.99M
VMW
990
DELISTED
VMware, Inc
VMW
$14.3M 0.01%
94,472
-393
-0.4% -$61.6K
EGP icon
991
EastGroup Properties
EGP
$11.3B
$14.3M 0.01%
108,052
+891
+0.8% +$117K
CBSH icon
992
Commerce Bancshares
CBSH
$8.49B
$14.3M 0.01%
282,622
+23,458
+9% +$1.1M
ITRI icon
993
Itron
ITRI
$3.76B
$14.3M 0.01%
170,636
-2,963
-2% -$233K
PBA icon
994
Pembina Pipeline
PBA
$29B
$14.3M 0.01%
386,501
+25,975
+7% +$929K
TXNM
995
TXNM Energy Inc
TXNM
$6.44B
$14.3M 0.01%
281,873
-20,949
-7% -$1.05M
COHR icon
996
Coherent
COHR
$53.1B
$14.3M 0.01%
423,943
+146,976
+53% +$4.68M
CZR icon
997
Caesars Entertainment
CZR
$6.1B
$14.3M 0.01%
239,322
+20,285
+9% +$1M
TVTY
998
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$14.3M 0.01%
701,289
-82,505
-11% -$1.54M
CUBE icon
999
CubeSmart
CUBE
$9.57B
$14.3M 0.01%
453,072
+178,098
+65% +$5.72M
IIM icon
1000
Invesco Value Municipal Income Trust
IIM
$585M
$14.3M 0.01%
930,635
-107,961
-10% -$1.66M
38 39
40
41 42

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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
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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.