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
CHRA
3376
DELISTED
Charah Solutions, Inc Common Stock
CHRA
$49K ﹤0.01%
+1,992
New +$42K
TBHC
3377
DELISTED
The Brand House Collective
TBHC
$47K ﹤0.01%
38,057
-50,307
-57% -$67.3K
STIM icon
3378
Neuronetics
STIM
$138M
$47K ﹤0.01%
+10,448
New +$64.9K
UNT
3379
DELISTED
UNIT Corporation
UNT
$47K ﹤0.01%
67,339
-238,896
-78% -$381K
OCUL icon
3380
Ocular Therapeutix
OCUL
$1.79B
$46K ﹤0.01%
11,534
-2,983
-21% -$10.4K
ATHX
3381
DELISTED
Athersys, Inc. Common Stock
ATHX
$45K ﹤0.01%
+1,459
New +$47.8K
MCF
3382
DELISTED
Contango Oil & Gas Co.
MCF
$45K ﹤0.01%
12,376
+146
+1% +$429
ATTO
3383
DELISTED
Atento S.A.
ATTO
$41K ﹤0.01%
2,800
-572
-17% -$8.12K
NVAX icon
3384
Novavax
NVAX
$1.2B
$40K ﹤0.01%
+10,174
New +$44.1K
OTIC
3385
DELISTED
Otonomy, Inc.
OTIC
$40K ﹤0.01%
+10,342
New +$25.3K
CTSO icon
3386
Cytosorbents Corp
CTSO
$22.7M
$39K ﹤0.01%
+10,255
New +$44.7K
III icon
3387
Information Services Group
III
$199M
$39K ﹤0.01%
15,552
+2,106
+16% +$5K
RMTI icon
3388
Rockwell Medical
RMTI
$28.4M
$39K ﹤0.01%
147
-29
-16% -$7.29K
VHC icon
3389
VirnetX Holding Corp
VHC
$54.4M
$39K ﹤0.01%
514
-502
-49% -$50.4K
CLUB
3390
DELISTED
Town Sports International Holdings, Inc.
CLUB
$39K ﹤0.01%
22,986
-30,504
-57% -$52.8K
DHX icon
3391
DHI Group
DHX
$182M
$38K ﹤0.01%
+12,551
New +$42.7K
AXAS
3392
DELISTED
Abraxas Petroleum Corp
AXAS
$38K ﹤0.01%
5,447
– –
MRNS
3393
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
$36K ﹤0.01%
+4,160
New +$23.3K
ACTA
3394
DELISTED
Actua Corp
ACTA
$30K ﹤0.01%
106,129
– –
IMDX
3395
Insight Molecular Diagnostics
IMDX
$150M
$29K ﹤0.01%
645
-1,161
-64% -$41.9K
TLPH icon
3396
Talphera
TLPH
$66.4M
$23K ﹤0.01%
+537
New +$21.9K
LKSD
3397
DELISTED
LSC Communications, Inc.
LKSD
$21K ﹤0.01%
104,061
-40,249
-28% -$30.6K
EYPT icon
3398
EyePoint Inc
EYPT
$1.03B
$19K ﹤0.01%
+1,199
New +$21.4K
JILL icon
3399
J. Jill
JILL
$272M
$18K ﹤0.01%
3,239
-14,179
-81% -$111K
MUX icon
3400
McEwen Inc
MUX
$1.03B
$13K ﹤0.01%
+1,033
New +$14.6K
134 135
136
137 138

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.