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
MYI icon
801
BlackRock MuniYield Quality Fund III
MYI
$713M
$20.8M 0.02%
1,541,639
+242,932
+19% +$3.27M
MPWR icon
802
Monolithic Power Systems
MPWR
$64B
$20.8M 0.02%
116,796
-1,682
-1% -$269K
KNBWY
803
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$20.8M 0.02%
951,981
+50,314
+6% +$1.1M
AGR
804
DELISTED
Avangrid, Inc.
AGR
$20.7M 0.02%
405,313
+35,209
+10% +$1.75M
FHN icon
805
First Horizon
FHN
$12.2B
$20.7M 0.02%
1,250,857
-4,852
-0.4% -$78.8K
KUB
806
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$20.7M 0.02%
262,141
+10,769
+4% +$851K
TRP icon
807
TC Energy
TRP
$71.5B
$20.6M 0.02%
386,735
+29,367
+8% +$1.51M
ZD icon
808
Ziff Davis
ZD
$1.94B
$20.4M 0.01%
249,953
+14,053
+6% +$1.16M
ET icon
809
Energy Transfer Partners
ET
$68.8B
$20.4M 0.01%
1,587,096
-121,771
-7% -$1.5M
LM
810
DELISTED
Legg Mason, Inc.
LM
$20.4M 0.01%
567,016
-25,871
-4% -$960K
UAA icon
811
Under Armour
UAA
$3.03B
$20.3M 0.01%
940,452
-12,064
-1% -$234K
SVC
812
Service Properties Trust
SVC
$1.09B
$20.3M 0.01%
166,675
-953
-0.6% -$116K
ODFL icon
813
Old Dominion Freight Line
ODFL
$46.9B
$20.3M 0.01%
320,184
-3,585
-1% -$220K
MORN icon
814
Morningstar
MORN
$6.9B
$20M 0.01%
132,503
-12,939
-9% -$1.99M
ANET icon
815
Arista Networks
ANET
$210B
$20M 0.01%
1,575,248
-84,416
-5% -$1.11M
HXL icon
816
Hexcel
HXL
$8.13B
$20M 0.01%
273,132
+7,527
+3% +$578K
LNG icon
817
Cheniere Energy
LNG
$54.7B
$19.9M 0.01%
325,971
+14,152
+5% +$871K
LGND icon
818
Ligand Pharmaceuticals
LGND
$5.97B
$19.8M 0.01%
305,057
+59,187
+24% +$3.96M
SLG icon
819
SL Green Realty
SLG
$3.86B
$19.8M 0.01%
222,785
+32,729
+17% +$2.69M
DAR icon
820
Darling Ingredients
DAR
$9.55B
$19.8M 0.01%
704,600
+24,025
+4% +$536K
FLIR
821
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$19.8M 0.01%
379,313
-641
-0.2% -$33.9K
MANH icon
822
Manhattan Associates
MANH
$9.58B
$19.7M 0.01%
246,440
-22,292
-8% -$1.77M
SGEN
823
DELISTED
Seagen Inc. Common Stock
SGEN
$19.7M 0.01%
171,986
+7,887
+5% +$836K
GME icon
824
GameStop
GME
$9.66B
$19.6M 0.01%
12,908,900
+1,583,392
+14% +$2.33M
NWE icon
825
NorthWestern Energy
NWE
$4.46B
$19.6M 0.01%
273,273
-45,244
-14% -$3.26M
31 32
33
34 35

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.