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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
STM icon
651
STMicroelectronics
STM
$46B
$29.5M 0.02%
1,097,500
-10,879
-1% -$257K
KB icon
652
KB Financial Group
KB
$41.2B
$29.4M 0.02%
711,848
+74,332
+12% +$2.84M
KT icon
653
KT
KT
$8.84B
$29.3M 0.02%
2,526,169
-69,125
-3% -$787K
SNA icon
654
Snap-on
SNA
$20.9B
$29.3M 0.02%
172,666
+5,753
+3% +$938K
WST icon
655
West Pharmaceutical
WST
$23.1B
$29.2M 0.02%
194,120
+6,301
+3% +$917K
STWD icon
656
Starwood Property Trust
STWD
$6.12B
$29M 0.02%
1,167,361
+8,183
+0.7% +$200K
CTRA
657
DELISTED
Coterra Energy
CTRA
$29M 0.02%
1,663,570
+193,416
+13% +$3.36M
ON icon
658
ON Semiconductor
ON
$33.8B
$28.9M 0.02%
1,185,849
+5,380
+0.5% +$114K
MFA
659
MFA Financial
MFA
$929M
$28.9M 0.02%
943,365
-58,841
-6% -$1.8M
BMO icon
660
Bank of Montreal
BMO
$125B
$28.8M 0.02%
371,482
+16,839
+5% +$1.27M
MIDD icon
661
Middleby
MIDD
$6.05B
$28.8M 0.02%
262,553
-44,555
-15% -$5.11M
MFC icon
662
Manulife Financial
MFC
$72.6B
$28.7M 0.02%
1,416,475
+68,106
+5% +$1.3M
CPB icon
663
Campbell Soup
CPB
$6.51B
$28.7M 0.02%
580,829
+21,590
+4% +$1.02M
CIB icon
664
Grupo Cibest SA
CIB
$20.4B
$28.6M 0.02%
522,378
+7,124
+1% +$368K
AFG icon
665
American Financial Group
AFG
$11.9B
$28.6M 0.02%
260,737
+9,368
+4% +$1M
POR icon
666
Portland General Electric
POR
$6.02B
$28.4M 0.02%
509,914
+50,625
+11% +$2.83M
SPLK
667
DELISTED
Splunk Inc
SPLK
$28.4M 0.02%
189,916
+16,152
+9% +$2.12M
GFI icon
668
Gold Fields
GFI
$29.2B
$28.4M 0.02%
4,304,737
-345,288
-7% -$1.96M
EQNR icon
669
Equinor
EQNR
$95.9B
$28.4M 0.02%
1,425,666
+15,417
+1% +$292K
RVTY icon
670
Revvity
RVTY
$12.3B
$28.4M 0.02%
291,962
+9,811
+3% +$876K
SHG icon
671
Shinhan Financial Group
SHG
$33.6B
$28.3M 0.02%
742,044
+60,966
+9% +$2.26M
JAZZ icon
672
Jazz Pharmaceuticals
JAZZ
$15.9B
$28.2M 0.02%
188,867
-49,159
-21% -$6.69M
TEVA icon
673
Teva Pharmaceuticals
TEVA
$35.9B
$28M 0.02%
2,861,470
+673,356
+31% +$6.01M
PACW
674
DELISTED
PacWest Bancorp
PACW
$28M 0.02%
732,196
+14,000
+2% +$527K
SEE
675
DELISTED
Sealed Air
SEE
$28M 0.02%
702,206
+9,038
+1% +$358K
25 26
27
28 29

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.