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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
HZNP
776
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$22M 0.02%
608,961
-66,555
-10% -$2.04M
XPO icon
777
XPO
XPO
$24.4B
$22M 0.02%
796,432
+31,063
+4% +$854K
SKX
778
DELISTED
Skechers
SKX
$21.9M 0.02%
507,781
-95,816
-16% -$3.78M
OZK icon
779
Bank OZK
OZK
$5.5B
$21.9M 0.02%
717,513
+11,857
+2% +$348K
TCF
780
DELISTED
TCF Financial Corporation Common Stock
TCF
$21.9M 0.02%
467,083
-19,943
-4% -$827K
LII icon
781
Lennox International
LII
$19B
$21.9M 0.02%
89,592
+1,497
+2% +$371K
TV icon
782
Televisa
TV
$1.48B
$21.8M 0.02%
1,855,851
-200,100
-10% -$2.22M
RDN icon
783
Radian Group
RDN
$5.18B
$21.7M 0.02%
861,821
-34,295
-4% -$853K
CACI icon
784
CACI
CACI
$11B
$21.6M 0.02%
86,544
+5,560
+7% +$1.29M
CPT icon
785
Camden Property Trust
CPT
$11.2B
$21.6M 0.02%
203,912
+8,974
+5% +$994K
OKTA icon
786
Okta
OKTA
$23.9B
$21.6M 0.02%
187,522
+9,067
+5% +$1.04M
WF icon
787
Woori Financial
WF
$16.4B
$21.6M 0.02%
714,697
+120,581
+20% +$3.69M
EVV
788
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
$21.6M 0.02%
1,631,952
+75,840
+5% +$972K
ENOV icon
789
Enovis
ENOV
$1.63B
$21.5M 0.02%
343,556
+38,386
+13% +$2.17M
MGLN
790
DELISTED
Magellan Health Services, Inc.
MGLN
$21.4M 0.02%
273,235
-12,597
-4% -$886K
ASX icon
791
ASE Group
ASX
$80.2B
$21.3M 0.02%
3,826,288
+656,550
+21% +$3.37M
CHL
792
DELISTED
China Mobile Limited
CHL
$21.2M 0.02%
502,257
-28,174
-5% -$1.14M
ICLR icon
793
Icon
ICLR
$13B
$21.2M 0.02%
123,177
-33,623
-21% -$5.19M
DISCK
794
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$21.1M 0.02%
691,598
-55,349
-7% -$1.55M
SPR
795
DELISTED
Spirit AeroSystems
SPR
$21.1M 0.02%
289,273
+215
+0.1% +$17.7K
GNTX icon
796
Gentex
GNTX
$4.88B
$21.1M 0.02%
727,283
+39,093
+6% +$1.1M
FL
797
DELISTED
Foot Locker
FL
$21.1M 0.02%
540,417
-157,111
-23% -$6.62M
BDJ icon
798
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$21.1M 0.02%
2,122,612
-776,212
-27% -$7.3M
TDK
799
DELISTED
TDK CORP AMER DEP SH
TDK
$21.1M 0.02%
186,841
+1,184
+0.6% +$133K
NVR icon
800
NVR
NVR
$16.9B
$20.9M 0.02%
5,477
+882
+19% +$3.27M
30 31
32
33 34

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NIPH
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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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ACI
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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.