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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
PEGA icon
2226
Pegasystems
PEGA
$5.09B
$2.29M ﹤0.01%
57,460
+6,320
+12% +$239K
TEN
2227
Tsakos Energy Navigation Ltd
TEN
$1.19B
$2.29M ﹤0.01%
104,954
-249
-0.2% -$4.56K
FBNC icon
2228
First Bancorp
FBNC
$2.61B
$2.29M ﹤0.01%
57,300
-2,565
-4% -$98.2K
JOBS
2229
DELISTED
51job Inc
JOBS
$2.28M ﹤0.01%
26,890
-6,946
-21% -$556K
GSBC icon
2230
Great Southern Bancorp
GSBC
$878M
$2.28M ﹤0.01%
35,994
-2,150
-6% -$130K
ESGR
2231
DELISTED
Enstar Group
ESGR
$2.28M ﹤0.01%
11,006
+922
+9% +$184K
PAHC icon
2232
Phibro Animal Health
PAHC
$1.5B
$2.27M ﹤0.01%
91,416
+58,944
+182% +$1.37M
NCMI icon
2233
National CineMedia
NCMI
$378M
$2.26M ﹤0.01%
31,004
-16,905
-35% -$1.27M
SHAK icon
2234
Shake Shack
SHAK
$2.54B
$2.26M ﹤0.01%
37,943
-22,655
-37% -$1.63M
HLIO icon
2235
Helios Technologies
HLIO
$2.47B
$2.26M ﹤0.01%
48,835
+2,653
+6% +$114K
COOP
2236
DELISTED
Mr. Cooper
COOP
$2.25M ﹤0.01%
180,164
+20,027
+13% +$246K
MRNA icon
2237
Moderna
MRNA
$21.6B
$2.25M ﹤0.01%
115,143
+16,030
+16% +$284K
IVC
2238
DELISTED
Invacare Corporation
IVC
$2.25M ﹤0.01%
249,534
-22,511
-8% -$189K
CNR
2239
Core Natural Resources Inc
CNR
$3.93B
$2.25M ﹤0.01%
155,014
+45,185
+41% +$624K
SCHX icon
2240
Schwab US Large- Cap ETF
SCHX
$70.3B
$2.24M ﹤0.01%
175,272
-33,270
-16% -$408K
VET icon
2241
Vermilion Energy
VET
$1.66B
$2.24M ﹤0.01%
137,189
-64,168
-32% -$966K
CAC icon
2242
Camden National
CAC
$988M
$2.24M ﹤0.01%
48,600
+598
+1% +$26.4K
IGD
2243
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$509M
$2.23M ﹤0.01%
359,926
+316,114
+722% +$1.93M
ARGX icon
2244
argenx
ARGX
$55.2B
$2.23M ﹤0.01%
13,861
-1,275
-8% -$172K
MNR
2245
DELISTED
Monmouth Real Estate Investment Corp
MNR
$2.22M ﹤0.01%
153,612
+7,337
+5% +$108K
ARCO icon
2246
Arcos Dorados Holdings
ARCO
$1.74B
$2.22M ﹤0.01%
281,571
+64,130
+29% +$463K
RDUS
2247
DELISTED
Radius Recycling
RDUS
$2.21M ﹤0.01%
101,928
-46,400
-31% -$988K
BGG
2248
DELISTED
Briggs & Stratton Corp.
BGG
$2.21M ﹤0.01%
331,821
-6,700
-2% -$41.1K
IQ icon
2249
iQIYI
IQ
$1.19B
$2.21M ﹤0.01%
104,572
-2,718
-3% -$50K
MNTV
2250
DELISTED
Momentive Global Inc. Common Stock
MNTV
$2.21M ﹤0.01%
123,388
-9,032
-7% -$159K
88 89
90
91 92

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NIPH
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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
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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.