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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
DAVA icon
1776
Endava
DAVA
$161M
$4.64M ﹤0.01%
99,658
+5,318
+6% +$229K
KLIC icon
1777
Kulicke & Soffa
KLIC
$4.41B
$4.63M ﹤0.01%
170,338
-594
-0.3% -$14.7K
GTLS
1778
DELISTED
Chart Industries
GTLS
$4.63M ﹤0.01%
68,618
-14,281
-17% -$835K
PPBI
1779
DELISTED
Pacific Premier Bancorp
PPBI
$4.63M ﹤0.01%
141,946
+5,432
+4% +$177K
CHS
1780
DELISTED
Chicos FAS, Inc.
CHS
$4.62M ﹤0.01%
1,212,822
-206,397
-15% -$793K
ILPT
1781
Industrial Logistics Properties Trust
ILPT
$589M
$4.62M ﹤0.01%
205,903
+20,315
+11% +$435K
EHTH icon
1782
eHealth
EHTH
$42.5M
$4.61M ﹤0.01%
48,016
-29,635
-38% -$2.3M
ADSW
1783
DELISTED
Advanced Disposal Services Inc
ADSW
$4.61M ﹤0.01%
140,346
+6,162
+5% +$202K
AAON icon
1784
Aaon
AAON
$7.09B
$4.61M ﹤0.01%
139,964
+8,870
+7% +$287K
CLDR
1785
DELISTED
Cloudera, Inc.
CLDR
$4.6M ﹤0.01%
395,260
+26,223
+7% +$251K
SMI
1786
DELISTED
Semiconductor Manufacturing Intl
SMI
$4.6M ﹤0.01%
606,311
+13,141
+2% +$99.6K
AMWD
1787
DELISTED
American Woodmark
AMWD
$4.59M ﹤0.01%
43,954
+16,526
+60% +$1.66M
ATHM icon
1788
Autohome
ATHM
$2.62B
$4.59M ﹤0.01%
57,412
-10,584
-16% -$824K
CFFN icon
1789
Capitol Federal Financial
CFFN
$1.09B
$4.59M ﹤0.01%
334,132
-96,539
-22% -$1.36M
JPC icon
1790
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$4.59M ﹤0.01%
438,394
+33,609
+8% +$342K
NTB icon
1791
Bank of N.T. Butterfield & Son
NTB
$2.41B
$4.58M ﹤0.01%
123,812
+11,157
+10% +$372K
AKR icon
1792
Acadia Realty Trust
AKR
$3.05B
$4.57M ﹤0.01%
176,261
-8,886
-5% -$243K
SFM icon
1793
Sprouts Farmers Market
SFM
$7.51B
$4.55M ﹤0.01%
235,152
-16,223
-6% -$314K
GBT
1794
DELISTED
Global Blood Therapeutics, Inc.
GBT
$4.55M ﹤0.01%
57,239
+16,294
+40% +$966K
TWOU
1795
DELISTED
2U Inc
TWOU
$4.54M ﹤0.01%
6,315
+1,341
+27% +$834K
CPK icon
1796
Chesapeake Utilities
CPK
$3.29B
$4.54M ﹤0.01%
47,418
+3,620
+8% +$336K
CVA
1797
DELISTED
Covanta Holding Corporation
CVA
$4.53M ﹤0.01%
305,484
-114,231
-27% -$1.74M
SHEN icon
1798
Shenandoah Telecom
SHEN
$649M
$4.53M ﹤0.01%
108,905
+74,901
+220% +$2.65M
HALO icon
1799
Halozyme
HALO
$9.89B
$4.53M ﹤0.01%
255,533
+25,127
+11% +$435K
SFL icon
1800
SFL Corp
SFL
$1.6B
$4.53M ﹤0.01%
311,362
+21,847
+8% +$316K
70 71
72
73 74

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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.