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
WTS icon
1226
Watts Water Technologies
WTS
$11.5B
$10.3M 0.01%
103,551
-2,188
-2% -$208K
FMS icon
1227
Fresenius Medical Care
FMS
$13.4B
$10.3M 0.01%
280,464
-11,821
-4% -$419K
AIF
1228
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$10.3M 0.01%
684,009
-53,368
-7% -$791K
DAN icon
1229
Dana Inc
DAN
$2.93B
$10.3M 0.01%
567,259
+20,534
+4% +$343K
AEG icon
1230
Aegon
AEG
$13.5B
$10.3M 0.01%
2,468,592
+301,491
+14% +$1.23M
IEI icon
1231
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$10.3M 0.01%
81,995
-88
-0.1% -$11.1K
GNW icon
1232
Genworth Financial
GNW
$3.79B
$10.3M 0.01%
2,342,245
-127,484
-5% -$536K
MLKN icon
1233
MillerKnoll
MLKN
$1.54B
$10.3M 0.01%
246,996
+20,697
+9% +$958K
HOUS
1234
DELISTED
Anywhere Real Estate
HOUS
$10.3M 0.01%
1,062,605
+54,554
+5% +$501K
FLR icon
1235
Fluor
FLR
$7.22B
$10.2M 0.01%
540,305
+103,524
+24% +$1.88M
GCO icon
1236
Genesco
GCO
$416M
$10.2M 0.01%
212,749
-21,481
-9% -$891K
EWC icon
1237
iShares MSCI Canada ETF
EWC
$6.13B
$10.2M 0.01%
339,769
-3,430
-1% -$100K
BYD icon
1238
Boyd Gaming
BYD
$6.64B
$10.1M 0.01%
338,944
+52,794
+18% +$1.49M
EBS icon
1239
Emergent Biosolutions
EBS
$378M
$10.1M 0.01%
187,842
+11,464
+6% +$622K
ICFI icon
1240
ICF International
ICFI
$1.45B
$10.1M 0.01%
110,325
+2,570
+2% +$221K
ENR icon
1241
Energizer
ENR
$1.44B
$10.1M 0.01%
201,041
+12,714
+7% +$585K
SITC icon
1242
SITE Centers
SITC
$232M
$10.1M 0.01%
922,446
-191,672
-17% -$2.18M
RVT icon
1243
Royce Value Trust
RVT
$2.21B
$10.1M 0.01%
682,231
+70,943
+12% +$1.01M
MNRO icon
1244
Monro
MNRO
$529M
$10M 0.01%
127,954
+3,547
+3% +$267K
RAD
1245
DELISTED
Rite Aid Corporation
RAD
$9.97M 0.01%
644,559
+185,574
+40% +$1.82M
ELAN icon
1246
Elanco Animal Health
ELAN
$12.7B
$9.96M 0.01%
338,239
+72,003
+27% +$1.96M
ZTO icon
1247
ZTO Express
ZTO
$18.1B
$9.96M 0.01%
426,327
+89,015
+26% +$1.92M
ELUX
1248
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$9.95M 0.01%
203,176
+4,707
+2% +$230K
STRA icon
1249
Strategic Education
STRA
$1.78B
$9.94M 0.01%
62,524
-4,350
-7% -$604K
JBTM
1250
JBT Marel
JBTM
$7.37B
$9.9M 0.01%
87,899
-336
-0.4% -$36K
48 49
50
51 52

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.