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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
KRC icon
1151
Kilroy Realty
KRC
$4.53B
$7.99M 0.01%
125,499
+8,477
+7% +$646K
MLCO icon
1152
Melco Resorts & Entertainment
MLCO
$2.22B
$7.99M 0.01%
644,364
+13,541
+2% +$259K
CWT icon
1153
California Water Service
CWT
$3.05B
$7.99M 0.01%
158,716
+4,781
+3% +$248K
ITGR icon
1154
Integer Holdings
ITGR
$3.39B
$7.95M 0.01%
126,446
+5,072
+4% +$414K
LOGM
1155
DELISTED
LogMein, Inc.
LOGM
$7.92M 0.01%
95,068
-40,848
-30% -$3.44M
BX icon
1156
Blackstone
BX
$102B
$7.91M 0.01%
173,659
-28,560
-14% -$1.58M
CLH icon
1157
Clean Harbors
CLH
$16.6B
$7.89M 0.01%
153,632
-38,339
-20% -$2.8M
ACC
1158
DELISTED
American Campus Communities, Inc.
ACC
$7.87M 0.01%
283,645
-812
-0.3% -$33.9K
AXE
1159
DELISTED
Anixter International Inc
AXE
$7.86M 0.01%
89,448
-14,037
-14% -$1.33M
FIVE icon
1160
Five Below
FIVE
$11.9B
$7.81M 0.01%
111,032
-102
-0.1% -$10.4K
OI icon
1161
O-I Glass
OI
$1.1B
$7.81M 0.01%
1,098,967
+148,230
+16% +$1.62M
NUAN
1162
DELISTED
Nuance Communications, Inc.
NUAN
$7.8M 0.01%
465,066
+47,664
+11% +$932K
IART icon
1163
Integra LifeSciences
IART
$1.27B
$7.8M 0.01%
174,544
+56,618
+48% +$2.97M
OPI
1164
DELISTED
Office Properties Income Trust
OPI
$7.79M 0.01%
285,891
+28,480
+11% +$880K
TRNO icon
1165
Terreno Realty
TRNO
$7.57B
$7.78M 0.01%
150,322
+21,337
+17% +$1.18M
PBA icon
1166
Pembina Pipeline
PBA
$28.6B
$7.78M 0.01%
413,419
+26,918
+7% +$884K
CPA icon
1167
Copa Holdings
CPA
$5.77B
$7.76M 0.01%
171,351
-43,641
-20% -$3.73M
LECO icon
1168
Lincoln Electric
LECO
$14B
$7.74M 0.01%
112,223
+1,071
+1% +$91.8K
AEM icon
1169
Agnico Eagle Mines
AEM
$72.5B
$7.71M 0.01%
193,667
+2,832
+1% +$149K
DDS icon
1170
Dillards
DDS
$9.28B
$7.67M 0.01%
207,651
+11,317
+6% +$661K
BOH icon
1171
Bank of Hawaii
BOH
$3.14B
$7.65M 0.01%
138,494
-24,335
-15% -$1.95M
EWBC icon
1172
East-West Bancorp
EWBC
$17.9B
$7.64M 0.01%
296,954
+15,044
+5% +$626K
EWC icon
1173
iShares MSCI Canada ETF
EWC
$6.1B
$7.63M 0.01%
349,380
+9,611
+3% +$263K
ESE icon
1174
ESCO Technologies
ESE
$8.08B
$7.63M 0.01%
100,508
+25,190
+33% +$2.3M
LAMR icon
1175
Lamar Advertising Co
LAMR
$16.1B
$7.63M 0.01%
148,779
+7,966
+6% +$642K
45 46
47
48 49

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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.