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
CGNX icon
851
Cognex
CGNX
$10.2B
$18.5M 0.01%
330,758
+763
+0.2% +$39.5K
SRPT icon
852
Sarepta Therapeutics
SRPT
$1.68B
$18.5M 0.01%
143,382
+23,054
+19% +$2.33M
DISH
853
DELISTED
DISH Network Corp.
DISH
$18.4M 0.01%
520,079
-112,555
-18% -$3.9M
BHF icon
854
Brighthouse Financial
BHF
$3.63B
$18.4M 0.01%
468,800
-6,743
-1% -$265K
SIX
855
DELISTED
Six Flags Entertainment Corp.
SIX
$18.4M 0.01%
407,474
-58,732
-13% -$2.7M
ASH icon
856
Ashland
ASH
$3.04B
$18.4M 0.01%
240,127
-9,012
-4% -$684K
CRL icon
857
Charles River Laboratories
CRL
$10.8B
$18.3M 0.01%
119,845
+4,034
+3% +$559K
MTG icon
858
MGIC Investment
MTG
$6.34B
$18.3M 0.01%
1,291,049
+394,116
+44% +$5.46M
SYNH
859
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$18.2M 0.01%
306,255
+1,321
+0.4% +$71K
FLS icon
860
Flowserve
FLS
$9.29B
$18.2M 0.01%
364,843
-13,364
-4% -$640K
CBT icon
861
Cabot Corp
CBT
$4.61B
$18.1M 0.01%
381,448
-9,437
-2% -$438K
VC icon
862
Visteon
VC
$2.82B
$18.1M 0.01%
209,119
-6,186
-3% -$551K
ORAN
863
DELISTED
Orange
ORAN
$18.1M 0.01%
1,239,068
+92,216
+8% +$1.45M
ATR icon
864
AptarGroup
ATR
$8.51B
$18M 0.01%
155,706
-1,536
-1% -$175K
NBIX icon
865
Neurocrine Biosciences
NBIX
$17.7B
$18M 0.01%
167,029
+44,577
+36% +$4.67M
DB icon
866
Deutsche Bank
DB
$67.9B
$17.9M 0.01%
2,305,338
-297,610
-11% -$2.23M
SC
867
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$17.9M 0.01%
766,562
-22,363
-3% -$543K
PAGS icon
868
PagSeguro Digital
PAGS
$2.62B
$17.9M 0.01%
522,747
+8,238
+2% +$296K
MTN icon
869
Vail Resorts
MTN
$5.28B
$17.8M 0.01%
74,341
-6,901
-8% -$1.63M
FCF icon
870
First Commonwealth Financial
FCF
$2.12B
$17.8M 0.01%
1,228,225
-21,198
-2% -$298K
EDP
871
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$17.8M 0.01%
413,497
+29,191
+8% +$1.26M
UGI icon
872
UGI
UGI
$7.91B
$17.8M 0.01%
393,417
-15,867
-4% -$727K
EEFT icon
873
Euronet Worldwide
EEFT
$3.01B
$17.8M 0.01%
112,672
-12,177
-10% -$1.84M
TAL icon
874
TAL Education Group
TAL
$5.86B
$17.7M 0.01%
367,419
+20,564
+6% +$883K
AVT icon
875
Avnet
AVT
$7.25B
$17.7M 0.01%
416,158
-43,646
-9% -$1.8M
33 34
35
36 37

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.