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
SPB icon
1001
Spectrum Brands
SPB
$2.04B
$14.2M 0.01%
221,643
-101,873
-31% -$5.77M
FAF icon
1002
First American
FAF
$7.79B
$14.2M 0.01%
244,183
+17,001
+7% +$1.04M
FIVE icon
1003
Five Below
FIVE
$11.5B
$14.2M 0.01%
111,134
-17,430
-14% -$2.18M
JRI icon
1004
Nuveen Real Asset Income & Growth Fund
JRI
$354M
$14.2M 0.01%
771,403
+26,796
+4% +$479K
MAT icon
1005
Mattel
MAT
$4.3B
$14.1M 0.01%
1,043,169
-44,736
-4% -$531K
NTR icon
1006
Nutrien
NTR
$32.4B
$14.1M 0.01%
294,638
+11,559
+4% +$559K
TOL icon
1007
Toll Brothers
TOL
$14.1B
$14.1M 0.01%
355,694
+33,944
+11% +$1.36M
LXP icon
1008
LXP Industrial Trust
LXP
$3.52B
$14M 0.01%
263,522
+3,045
+1% +$163K
GPK icon
1009
Graphic Packaging
GPK
$3.3B
$14M 0.01%
839,615
-50,646
-6% -$803K
GNRC icon
1010
Generac Holdings
GNRC
$11.6B
$13.9M 0.01%
138,479
-16,664
-11% -$1.55M
BLMN icon
1011
Bloomin' Brands
BLMN
$731M
$13.9M 0.01%
631,021
+1,153
+0.2% +$24.5K
FWONK icon
1012
Liberty Media Series C
FWONK
$24.6B
$13.9M 0.01%
312,565
-7,659
-2% -$319K
GWB
1013
DELISTED
Great Western Bancorp, Inc.
GWB
$13.9M 0.01%
399,326
+18,706
+5% +$646K
STAY
1014
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$13.8M 0.01%
929,458
+159,614
+21% +$2.32M
EXPO icon
1015
Exponent
EXPO
$3.04B
$13.8M 0.01%
199,960
+790
+0.4% +$52.2K
FR icon
1016
First Industrial Realty Trust
FR
$8.81B
$13.8M 0.01%
331,702
+12,842
+4% +$529K
SBNY
1017
DELISTED
Signature Bank
SBNY
$13.8M 0.01%
100,749
+46,425
+85% +$5.81M
HLF icon
1018
Herbalife
HLF
$1.26B
$13.7M 0.01%
288,145
-90,863
-24% -$3.94M
EWBC icon
1019
East-West Bancorp
EWBC
$17.8B
$13.7M 0.01%
281,910
-7,268
-3% -$328K
WPC icon
1020
W.P. Carey
WPC
$17B
$13.7M 0.01%
175,130
-77,148
-31% -$6.46M
FPF
1021
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.08B
$13.7M 0.01%
581,860
+48,831
+9% +$1.16M
EHI
1022
Western Asset Global High Income Fund
EHI
$175M
$13.7M 0.01%
1,366,291
-59,228
-4% -$581K
DCI icon
1023
Donaldson
DCI
$10.8B
$13.7M 0.01%
237,570
+1,484
+0.6% +$80.8K
CASY icon
1024
Casey's General Stores
CASY
$31.6B
$13.7M 0.01%
86,086
-2,363
-3% -$391K
TI
1025
DELISTED
Telecom Italia
TI
$13.7M 0.01%
2,211,002
+143,089
+7% +$884K
39 40
41
42 43

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.