We are live on ! Find out more
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
EB
2651
DELISTED
Eventbrite
EB
$982K ﹤0.01%
48,678
+7,020
+17% +$134K
KRNY icon
2652
Kearny Financial
KRNY
$606M
$981K ﹤0.01%
70,930
-7,159
-9% -$98.9K
BBSI icon
2653
Barrett Business Services
BBSI
$982M
$975K ﹤0.01%
43,120
+11,812
+38% +$262K
MC icon
2654
Moelis & Co
MC
$5.08B
$975K ﹤0.01%
30,533
-3,791
-11% -$124K
AMRX icon
2655
Amneal Pharmaceuticals
AMRX
$5.91B
$974K ﹤0.01%
202,149
+91,199
+82% +$317K
ARTNA icon
2656
Artesian Resources
ARTNA
$355M
$974K ﹤0.01%
26,185
+4,380
+20% +$162K
TSC
2657
DELISTED
TriState Capital Holdings, Inc.
TSC
$973K ﹤0.01%
37,270
+2,838
+8% +$67.6K
EBSB
2658
DELISTED
Meridian Bancorp, Inc.
EBSB
$970K ﹤0.01%
48,284
+1,542
+3% +$30.2K
BKT icon
2659
BlackRock Income Trust
BKT
$331M
$964K ﹤0.01%
53,126
-24,318
-31% -$442K
NPK icon
2660
National Presto Industries
NPK
$871M
$963K ﹤0.01%
10,899
-4,657
-30% -$405K
I
2661
DELISTED
INTELSAT S. A.
I
$963K ﹤0.01%
137,005
-15,862
-10% -$249K
EFSC icon
2662
Enterprise Financial Services Corp
EFSC
$2.39B
$962K ﹤0.01%
19,948
+2,722
+16% +$121K
TELL
2663
DELISTED
Tellurian Inc.
TELL
$955K ﹤0.01%
131,205
+20,409
+18% +$155K
AVTR icon
2664
Avantor
AVTR
$9.37B
$951K ﹤0.01%
52,388
+41,585
+385% +$662K
NIO icon
2665
NIO
NIO
$12.1B
$950K ﹤0.01%
236,427
-214,573
-48% -$431K
PTON icon
2666
Peloton Interactive
PTON
$2.76B
$947K ﹤0.01%
+33,358
New +$899K
AT
2667
DELISTED
Atlantic Power Corporation
AT
$947K ﹤0.01%
406,298
-120,940
-23% -$286K
RC
2668
Ready Capital
RC
$261M
$945K ﹤0.01%
61,255
+3,150
+5% +$49.6K
CBPX
2669
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
$943K ﹤0.01%
25,878
+896
+4% +$29.5K
ESTE
2670
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$943K ﹤0.01%
148,906
+53,705
+56% +$253K
KBAL
2671
DELISTED
Kimball International
KBAL
$942K ﹤0.01%
45,586
+9,065
+25% +$187K
KIN
2672
DELISTED
Kindred Biosciences, Inc.
KIN
$941K ﹤0.01%
110,909
+13,341
+14% +$104K
CLW icon
2673
Clearwater Paper
CLW
$341M
$920K ﹤0.01%
43,061
-15,546
-27% -$312K
VTOL icon
2674
Bristow Group
VTOL
$1.32B
$920K ﹤0.01%
45,235
-1,008
-2% -$20K
LGF.A
2675
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$918K ﹤0.01%
86,146
+22,679
+36% +$209K
105 106
107
108 109

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
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
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.