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
DSX icon
2276
Diana Shipping
DSX
$266M
$2.11M ﹤0.01%
969,878
-52,558
-5% -$127K
BWG
2277
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$2.11M ﹤0.01%
166,852
+29,247
+21% +$361K
ANGO icon
2278
AngioDynamics
ANGO
$605M
$2.1M ﹤0.01%
131,366
+45,088
+52% +$689K
KRO icon
2279
KRONOS Worldwide
KRO
$712M
$2.1M ﹤0.01%
156,385
+22,745
+17% +$298K
XLRN
2280
DELISTED
Acceleron Pharma
XLRN
$2.09M ﹤0.01%
39,487
+1,756
+5% +$80.1K
WSFS icon
2281
WSFS Financial
WSFS
$4.14B
$2.09M ﹤0.01%
47,588
-2,000
-4% -$87.4K
TNDM icon
2282
Tandem Diabetes Care
TNDM
$1.27B
$2.09M ﹤0.01%
35,088
-19,219
-35% -$1.19M
POLY
2283
DELISTED
Plantronics, Inc.
POLY
$2.08M ﹤0.01%
75,975
+1,160
+2% +$34.9K
ESPR
2284
DELISTED
Esperion Therapeutics
ESPR
$2.08M ﹤0.01%
34,822
+7,336
+27% +$330K
RGR icon
2285
Sturm, Ruger & Co
RGR
$603M
$2.07M ﹤0.01%
44,061
+7,578
+21% +$344K
SMPL icon
2286
Simply Good Foods
SMPL
$907M
$2.07M ﹤0.01%
72,575
-71,038
-49% -$1.87M
TEO icon
2287
Telecom Argentina
TEO
$5.84B
$2.07M ﹤0.01%
182,460
+19,465
+12% +$195K
INSW icon
2288
International Seaways
INSW
$4.68B
$2.06M ﹤0.01%
69,262
+25,608
+59% +$667K
HSII
2289
DELISTED
Heidrick & Struggles
HSII
$2.06M ﹤0.01%
63,317
+11,735
+23% +$345K
HNP
2290
DELISTED
Huaneng Power Intl, Inc.
HNP
$2.06M ﹤0.01%
102,277
-6,725
-6% -$130K
DNOW icon
2291
DNOW Inc
DNOW
$2.44B
$2.05M ﹤0.01%
182,694
-87,142
-32% -$972K
PRMW
2292
DELISTED
Primo Water Corporation
PRMW
$2.05M ﹤0.01%
149,910
+38,614
+35% +$503K
REX icon
2293
REX American Resources
REX
$1.39B
$2.04M ﹤0.01%
149,712
-5,628
-4% -$77.9K
FISI icon
2294
Financial Institutions
FISI
$812M
$2.04M ﹤0.01%
63,578
-9,205
-13% -$290K
PRK icon
2295
Park National Corp
PRK
$3.84B
$2.04M ﹤0.01%
19,899
-2,455
-11% -$245K
UMH
2296
UMH Properties
UMH
$1.34B
$2.04M ﹤0.01%
129,369
+5,606
+5% +$84.5K
WSBC icon
2297
WesBanco
WSBC
$4.02B
$2.03M ﹤0.01%
53,665
+9,617
+22% +$359K
HCAT icon
2298
Health Catalyst
HCAT
$160M
$2.03M ﹤0.01%
+58,397
New +$1.93M
CBB
2299
DELISTED
Cincinnati Bell Inc.
CBB
$2.02M ﹤0.01%
193,257
-47,269
-20% -$290K
FSTR icon
2300
Foster
FSTR
$421M
$2.02M ﹤0.01%
104,304
-1,292
-1% -$25.1K
90 91
92
93 94

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.