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
SYNA icon
1576
Synaptics
SYNA
$4.33B
$6.2M ﹤0.01%
94,231
+6,225
+7% +$328K
TTMI icon
1577
TTM Technologies
TTMI
$11.3B
$6.2M ﹤0.01%
411,852
-3,671
-0.9% -$48.3K
SLAB icon
1578
Silicon Laboratories
SLAB
$7.17B
$6.19M ﹤0.01%
53,382
-13,405
-20% -$1.47M
UGP icon
1579
Ultrapar
UGP
$6.74B
$6.19M ﹤0.01%
988,922
+398,685
+68% +$2.03M
PRI icon
1580
Primerica
PRI
$10B
$6.18M ﹤0.01%
47,361
+1,143
+2% +$148K
RWT
1581
Redwood Trust
RWT
$585M
$6.18M ﹤0.01%
373,565
-19,026
-5% -$313K
WBS icon
1582
Webster Financial
WBS
$12.5B
$6.17M ﹤0.01%
115,575
-17,103
-13% -$823K
NVCR icon
1583
NovoCure
NVCR
$1.89B
$6.13M ﹤0.01%
72,735
-15,628
-18% -$1.26M
GH icon
1584
Guardant Health
GH
$19B
$6.12M ﹤0.01%
78,260
+63,626
+435% +$4.59M
DXJ icon
1585
WisdomTree Japan Hedged Equity Fund
DXJ
$7.12B
$6.09M ﹤0.01%
113,240
-2,262
-2% -$121K
GPOR
1586
DELISTED
Gulfport Energy Corp.
GPOR
$6.08M ﹤0.01%
2,000,277
+56,038
+3% +$159K
QEP
1587
DELISTED
QEP RESOURCES, INC.
QEP
$6.08M ﹤0.01%
1,350,090
+251,697
+23% +$877K
DIN icon
1588
Dine Brands
DIN
$458M
$6.07M ﹤0.01%
72,660
-7,186
-9% -$558K
TBBK icon
1589
The Bancorp
TBBK
$2.86B
$6.06M ﹤0.01%
466,971
+10,510
+2% +$118K
YELP icon
1590
Yelp
YELP
$1.51B
$6.03M ﹤0.01%
172,984
+39,279
+29% +$1.33M
UBER icon
1591
Uber
UBER
$144B
$6.02M ﹤0.01%
202,449
+145,135
+253% +$4.31M
GRA
1592
DELISTED
W.R. Grace & Co.
GRA
$6.02M ﹤0.01%
86,173
+6,301
+8% +$423K
MCR
1593
DELISTED
MFS Charter Income Trust
MCR
$6.02M ﹤0.01%
714,700
+35,543
+5% +$296K
BYM
1594
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$6.02M ﹤0.01%
428,188
+28,871
+7% +$404K
CLF icon
1595
Cleveland-Cliffs
CLF
$6.84B
$6M ﹤0.01%
714,414
+126,562
+22% +$972K
JBGS
1596
JBG SMITH
JBGS
$837M
$5.99M ﹤0.01%
150,270
+1,472
+1% +$58.2K
ENIC icon
1597
Enel Chile
ENIC
$6.05B
$5.96M ﹤0.01%
1,255,272
+5,243
+0.4% +$22.6K
OII icon
1598
Oceaneering
OII
$4.78B
$5.96M ﹤0.01%
399,716
-128,350
-24% -$1.79M
THRM icon
1599
Gentherm
THRM
$1.29B
$5.94M ﹤0.01%
133,818
+4,049
+3% +$173K
PXH icon
1600
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.9B
$5.93M ﹤0.01%
265,908
-431
-0.2% -$9.09K
62 63
64
65 66

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.