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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
-16.72%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$109B
AUM Growth
-$27.6B
Cap. Flow
+$3.06B
Cap. Flow %
2.8%
Top 10 Hldgs %
19.83%
Holding
4,118
New
163
Increased
1,841
Reduced
1,900
Closed
198

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$358M
2
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$249M
3
AMZN icon
Amazon
AMZN
+$136M
4
IUSG icon
iShares Core S&P US Growth ETF
IUSG
+$125M
5
VT icon
Vanguard Total World Stock ETF
VT
+$117M

Top Sells

Rank Stock Value
1
CVX icon
Chevron
CVX
+$155M
2
WFC icon
Wells Fargo
WFC
+$117M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$102M
4
BA icon
Boeing
BA
+$102M
5
SPTM icon
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
+$95.2M

Sector Composition

Rank Sector Weight
1 Technology 18.86%
2 Healthcare 12.98%
3 Financials 12.14%
4 Consumer Discretionary 8.18%
5 Communication Services 7.83%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WPM icon
1076
Wheaton Precious Metals
WPM
$49.6B
$8.97M 0.01%
325,809
+79,655
+32% +$2.3M
DBX icon
1077
Dropbox
DBX
$7.55B
$8.97M 0.01%
495,439
+350,291
+241% +$6.37M
ESNT icon
1078
Essent Group
ESNT
$6.07B
$8.96M 0.01%
340,341
+166,755
+96% +$7.4M
TV icon
1079
Televisa
TV
$1.5B
$8.96M 0.01%
1,544,532
-311,319
-17% -$3.04M
MSM icon
1080
MSC Industrial Direct
MSM
$6.8B
$8.96M 0.01%
162,920
-26,902
-14% -$1.77M
CZZ
1081
DELISTED
Cosan Limited
CZZ
$8.94M 0.01%
726,720
+153,992
+27% +$2.95M
FTDR icon
1082
Frontdoor
FTDR
$5.07B
$8.92M 0.01%
256,551
+18,669
+8% +$795K
RLI icon
1083
RLI Corp
RLI
$5.59B
$8.92M 0.01%
202,956
+17,046
+9% +$750K
LFC
1084
DELISTED
China Life Insurance Company Ltd.
LFC
$8.83M 0.01%
904,457
-13,412
-1% -$161K
SMG icon
1085
ScottsMiracle-Gro
SMG
$3.95B
$8.78M 0.01%
85,753
+11,811
+16% +$1.3M
SBNY
1086
DELISTED
Signature Bank
SBNY
$8.78M 0.01%
109,178
+8,429
+8% +$1.06M
SRCL
1087
DELISTED
Stericycle Inc
SRCL
$8.74M 0.01%
179,887
+2,526
+1% +$149K
ASB icon
1088
Associated Banc-Corp
ASB
$5.8B
$8.73M 0.01%
682,264
+181,745
+36% +$3.26M
JJSF icon
1089
J&J Snack Foods
JJSF
$1.43B
$8.72M 0.01%
72,091
-11,214
-13% -$1.81M
EEFT icon
1090
Euronet Worldwide
EEFT
$2.75B
$8.71M 0.01%
101,637
-11,035
-10% -$1.46M
HBI
1091
DELISTED
Hanesbrands
HBI
$8.71M 0.01%
1,107,021
+271,162
+32% +$3.44M
STAY
1092
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$8.69M 0.01%
1,188,722
+259,264
+28% +$2.98M
RDN icon
1093
Radian Group
RDN
$5.14B
$8.69M 0.01%
670,813
-191,008
-22% -$4.18M
IGSB icon
1094
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$8.68M 0.01%
165,822
-2,850
-2% -$152K
RRX icon
1095
Regal Rexnord
RRX
$13.5B
$8.67M 0.01%
137,705
-6,574
-5% -$516K
WCC
1096
WESCO International
WCC
$16.7B
$8.65M 0.01%
378,659
+1,410
+0.4% +$60.1K
MIDD icon
1097
Middleby
MIDD
$5.94B
$8.65M 0.01%
152,075
-110,478
-42% -$10.8M
EHTH icon
1098
eHealth
EHTH
$42.5M
$8.64M 0.01%
61,349
+13,333
+28% +$1.53M
CUZ icon
1099
Cousins Properties
CUZ
$5.27B
$8.64M 0.01%
295,071
-53,640
-15% -$1.99M
MT icon
1100
ArcelorMittal
MT
$52B
$8.62M 0.01%
923,474
-35,048
-4% -$491K
42 43
44
45 46

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MCM
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PSUF
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BAM
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Parametric Portfolio Associates's Q1 2020 Portfolio in Review

As of Q1 2020, Parametric Portfolio Associates held 4,118 positions worth $109B, down 20% from $137B the previous quarter. Its ten largest holdings account for 20% of the portfolio.

Parametric Portfolio Associates's Q1 2020 filing shows 163 new, 1,841 increased, 1,900 reduced and 198 closed positions. Its largest new stake was Vanguard Total World Stock ETF: 1,555,171 shares worth $97.7M. The largest sale was Chevron, an estimated $155M.

By sector, the portfolio is most concentrated in Technology at 19% of assets, up from 17% a quarter earlier, followed by Healthcare and Financials.

  • Parametric Portfolio Associates's largest Q1 2020 buy was Vanguard Total World Stock ETF: 1,555,171 shares worth $97.7M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q1 2020, an estimated $358M increase.
  • Parametric Portfolio Associates's biggest Q1 2020 reduction was Chevron, cutting an estimated $155M.
  • Parametric Portfolio Associates fully exited Allianz Se Sponsored Adr Repstg 1/10 Ord Sh in Q1 2020, selling an estimated $93.7M.
  • Parametric Portfolio Associates's ten largest holdings make up 20% of its $109B portfolio in Q1 2020.
  • Parametric Portfolio Associates opened 163 new positions and closed 198 in Q1 2020.
  • Parametric Portfolio Associates's portfolio value fell 20% quarter-over-quarter to $109B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2020, filed 13 May 2020.