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
BFYT
3051
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$329K ﹤0.01%
17,073
-10,825
-39% -$245K
ORN icon
3052
Orion Group Holdings
ORN
$403M
$328K ﹤0.01%
63,184
-5,736
-8% -$28.5K
WVE icon
3053
Wave Life Sciences
WVE
$1.09B
$327K ﹤0.01%
40,838
+9,800
+32% +$240K
WAAS
3054
DELISTED
AquaVenture Holdings Limited
WAAS
$327K ﹤0.01%
12,054
-1,917
-14% -$40.7K
AOSL icon
3055
Alpha and Omega Semiconductor
AOSL
$952M
$326K ﹤0.01%
23,902
+1,955
+9% +$24.7K
AMRC icon
3056
Ameresco
AMRC
$1.1B
$325K ﹤0.01%
18,547
-3,902
-17% -$61.4K
AXNX
3057
DELISTED
Axonics, Inc. Common Stock
AXNX
$324K ﹤0.01%
11,675
-23,954
-67% -$572K
AABA
3058
DELISTED
Altaba Inc
AABA
$323K ﹤0.01%
+16,463
New +$323K
EQBK icon
3059
Equity Bancshares
EQBK
$1.04B
$321K ﹤0.01%
10,412
-250
-2% -$7.15K
CURO
3060
DELISTED
CURO Group Holdings Corp.
CURO
$320K ﹤0.01%
26,283
+9,355
+55% +$125K
PGC icon
3061
Peapack-Gladstone Financial
PGC
$814M
$319K ﹤0.01%
+10,336
New +$304K
CBIO
3062
Crescent Biopharma
CBIO
$520M
$317K ﹤0.01%
600
+440
+275% +$238K
GRC icon
3063
Gorman-Rupp
GRC
$2.15B
$317K ﹤0.01%
8,465
+1,410
+20% +$51.3K
CLNE icon
3064
Clean Energy Fuels
CLNE
$418M
$316K ﹤0.01%
135,140
-7,301
-5% -$15.5K
BWB icon
3065
Bridgewater Bancshares
BWB
$572M
$315K ﹤0.01%
22,885
+550
+2% +$6.97K
FFWM
3066
DELISTED
First Foundation Inc
FFWM
$313K ﹤0.01%
18,013
+783
+5% +$12.6K
NCSM icon
3067
NCS Multistage Holdings
NCSM
$120M
$313K ﹤0.01%
7,453
+694
+10% +$30.3K
DLN icon
3068
WisdomTree US LargeCap Dividend Fund
DLN
$6.24B
$312K ﹤0.01%
+5,884
New +$300K
IUSG icon
3069
iShares Core S&P US Growth ETF
IUSG
$31.5B
$311K ﹤0.01%
+4,598
New +$298K
SND icon
3070
Smart Sand
SND
$183M
$309K ﹤0.01%
122,790
-24,650
-17% -$61K
YELL
3071
DELISTED
Yellow Corporation Common Stock
YELL
$308K ﹤0.01%
120,800
-53,009
-30% -$182K
GPRK icon
3072
GeoPark
GPRK
$629M
$306K ﹤0.01%
13,882
-2,109
-13% -$40K
SUP
3073
DELISTED
Superior Industries International
SUP
$306K ﹤0.01%
82,916
-111,245
-57% -$338K
WIW
3074
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$507M
$304K ﹤0.01%
+26,355
New +$295K
ACWX icon
3075
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
$303K ﹤0.01%
+6,169
New +$294K
121 122
123
124 125

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.