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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
OFG icon
1176
OFG Bancorp
OFG
$2.21B
$11.2M 0.01%
472,565
-84,362
-15% -$1.84M
NEOG icon
1177
Neogen
NEOG
$2.03B
$11.1M 0.01%
341,544
-9,542
-3% -$314K
HRB icon
1178
H&R Block
HRB
$5.37B
$11.1M 0.01%
473,863
-6,431
-1% -$154K
MKTAY
1179
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$11.1M 0.01%
319,390
-5,475
-2% -$191K
TMIC
1180
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$11.1M 0.01%
217,434
+11,441
+6% +$585K
TEX icon
1181
Terex
TEX
$7.89B
$11.1M 0.01%
372,787
+13,220
+4% +$372K
HR icon
1182
Healthcare Realty
HR
$7.46B
$11.1M 0.01%
366,336
+32,711
+10% +$978K
PLAY icon
1183
Dave & Buster's
PLAY
$363M
$11.1M 0.01%
275,994
+11,968
+5% +$479K
VKQ icon
1184
Invesco Municipal Trust
VKQ
$540M
$11.1M 0.01%
896,856
+115,761
+15% +$1.43M
WAFD icon
1185
WaFd
WAFD
$2.69B
$11M 0.01%
301,096
-28,779
-9% -$1.06M
WMS icon
1186
Advanced Drainage Systems
WMS
$11B
$11M 0.01%
284,090
+27,930
+11% +$1.03M
ASB icon
1187
Associated Banc-Corp
ASB
$5.78B
$11M 0.01%
500,519
-35,704
-7% -$753K
WWW icon
1188
Wolverine World Wide
WWW
$1.56B
$11M 0.01%
326,625
-1,108
-0.3% -$34.6K
CMPR icon
1189
Cimpress
CMPR
$2.41B
$11M 0.01%
87,461
+1,186
+1% +$154K
COR
1190
DELISTED
Coresite Realty Corporation
COR
$11M 0.01%
97,864
+2,609
+3% +$302K
FHB icon
1191
First Hawaiian
FHB
$3.38B
$11M 0.01%
379,636
+3,075
+0.8% +$86.4K
WBC
1192
DELISTED
WABCO HOLDINGS INC.
WBC
$10.9M 0.01%
80,792
+6,562
+9% +$885K
POWI icon
1193
Power Integrations
POWI
$3.53B
$10.9M 0.01%
220,526
-8,476
-4% -$391K
BSAC icon
1194
Banco Santander Chile
BSAC
$16.2B
$10.9M 0.01%
472,526
-83,634
-15% -$2.08M
ICL icon
1195
ICL Group
ICL
$6.65B
$10.9M 0.01%
2,266,316
+74,038
+3% +$342K
GLIBA
1196
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
$10.8M 0.01%
152,965
+3,526
+2% +$243K
FSLR icon
1197
First Solar
FSLR
$22.1B
$10.8M 0.01%
193,593
-44,058
-19% -$2.42M
VGM icon
1198
Invesco Trust Investment Grade Municipals
VGM
$549M
$10.8M 0.01%
841,014
+206,964
+33% +$2.64M
QVCGA
1199
DELISTED
QVC Group Inc Series A
QVCGA
$10.8M 0.01%
26,405
+4,053
+18% +$1.83M
LECO icon
1200
Lincoln Electric
LECO
$14.1B
$10.8M 0.01%
111,152
+2,221
+2% +$202K
46 47
48
49 50

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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.