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
MUR icon
751
Murphy Oil
MUR
$5.58B
$23.4M 0.02%
874,538
-70,289
-7% -$1.61M
ALSN icon
752
Allison Transmission
ALSN
$10.1B
$23.4M 0.02%
484,837
-48,262
-9% -$2.24M
CY
753
DELISTED
Cypress Semiconductor
CY
$23.4M 0.02%
1,000,994
+166,945
+20% +$3.91M
EFA icon
754
iShares MSCI EAFE ETF
EFA
$76.4B
$23.3M 0.02%
336,059
+39,886
+13% +$2.69M
TRMB icon
755
Trimble
TRMB
$12.3B
$23.3M 0.02%
559,702
+21,714
+4% +$864K
BBVA icon
756
Banco Bilbao Vizcaya Argentaria
BBVA
$144B
$23.3M 0.02%
4,171,275
+793,544
+23% +$4.22M
TECH icon
757
Bio-Techne
TECH
$11.2B
$23.2M 0.02%
423,540
-5,244
-1% -$275K
CPA icon
758
Copa Holdings
CPA
$5.56B
$23.2M 0.02%
214,992
-20,101
-9% -$2.1M
NTES icon
759
NetEase
NTES
$76.5B
$23.2M 0.02%
378,790
+11,350
+3% +$665K
TRU icon
760
TransUnion
TRU
$14.8B
$23M 0.02%
268,628
+10,628
+4% +$885K
STLA icon
761
Stellantis
STLA
$16.5B
$22.9M 0.02%
1,559,180
+17,177
+1% +$248K
FICO icon
762
Fair Isaac
FICO
$28.7B
$22.8M 0.02%
60,876
-2,711
-4% -$912K
SUI icon
763
Sun Communities
SUI
$15B
$22.8M 0.02%
151,849
-6,905
-4% -$1.08M
TGNA
764
DELISTED
TEGNA Inc
TGNA
$22.8M 0.02%
1,363,933
-29,633
-2% -$461K
UMC icon
765
United Microelectronic
UMC
$48.9B
$22.7M 0.02%
8,474,978
+157,930
+2% +$381K
HE icon
766
Hawaiian Electric Industries
HE
$2.33B
$22.7M 0.02%
483,649
-26,123
-5% -$1.17M
PVH icon
767
PVH
PVH
$3.71B
$22.5M 0.02%
213,672
+18,221
+9% +$1.74M
WCC
768
WESCO International
WCC
$16.2B
$22.4M 0.02%
377,249
+116,375
+45% +$6.07M
TTM
769
DELISTED
Tata Motors Limited
TTM
$22.4M 0.02%
1,729,874
+340,201
+24% +$3.75M
VEEV icon
770
Veeva Systems
VEEV
$30.3B
$22.3M 0.02%
158,321
-16,368
-9% -$2.4M
CM icon
771
Canadian Imperial Bank of Commerce
CM
$107B
$22.2M 0.02%
534,474
+22,234
+4% +$940K
ABEV icon
772
Ambev
ABEV
$47.3B
$22.2M 0.02%
4,766,092
-674,403
-12% -$2.99M
FCN icon
773
FTI Consulting
FCN
$4.82B
$22.2M 0.02%
200,666
-45,875
-19% -$5.01M
WSM icon
774
Williams-Sonoma
WSM
$26.7B
$22.1M 0.02%
602,904
-5,766
-0.9% -$200K
SDX
775
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$22.1M 0.02%
931,117
+12,257
+1% +$291K
29 30
31
32 33

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.