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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
OLLI icon
1176
Ollie's Bargain Outlet
OLLI
$4.44B
$7.58M 0.01%
163,614
+37,980
+30% +$1.95M
EAD
1177
Allspring Income Opportunities Fund
EAD
$372M
$7.55M 0.01%
1,183,201
-379,224
-24% -$2.95M
LOPE icon
1178
Grand Canyon Education
LOPE
$3.9B
$7.55M 0.01%
98,929
-12,924
-12% -$1.06M
KEX icon
1179
Kirby Corp
KEX
$7.13B
$7.52M 0.01%
172,981
+25,219
+17% +$1.72M
SSNC icon
1180
SS&C Technologies
SSNC
$18.4B
$7.52M 0.01%
171,513
+32,807
+24% +$1.85M
BRKR icon
1181
Bruker
BRKR
$9.46B
$7.51M 0.01%
209,382
-18,694
-8% -$867K
CUK
1182
DELISTED
Carnival PLC
CUK
$7.48M 0.01%
627,132
+314,801
+101% +$10.5M
SBS icon
1183
Sabesp
SBS
$19.3B
$7.47M 0.01%
5,216,400
+244,017
+5% +$598K
DK icon
1184
Delek US
DK
$4.11B
$7.43M 0.01%
471,450
+194,014
+70% +$4.6M
AVLR
1185
DELISTED
Avalara, Inc.
AVLR
$7.42M 0.01%
99,476
-76,579
-43% -$6.24M
SAIC icon
1186
Saic
SAIC
$4.94B
$7.42M 0.01%
99,402
+11,839
+14% +$988K
ACAD icon
1187
Acadia Pharmaceuticals
ACAD
$4.36B
$7.38M 0.01%
174,770
+27,342
+19% +$1.13M
ENIA
1188
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$7.37M 0.01%
1,215,573
-128,435
-10% -$1.15M
TDC icon
1189
Teradata
TDC
$2.9B
$7.36M 0.01%
359,083
+56,705
+19% +$1.31M
LSI
1190
DELISTED
Life Storage, Inc.
LSI
$7.36M 0.01%
116,726
-5,992
-5% -$428K
DEI icon
1191
Douglas Emmett
DEI
$1.99B
$7.35M 0.01%
241,044
+35,436
+17% +$1.38M
HCSG icon
1192
Healthcare Services Group
HCSG
$1.58B
$7.34M 0.01%
306,912
-78,227
-20% -$2.01M
STEW
1193
SRH Total Return Fund
STEW
$1.79B
$7.33M 0.01%
797,082
+393,955
+98% +$4.25M
RVT icon
1194
Royce Value Trust
RVT
$2.2B
$7.33M 0.01%
757,944
+75,713
+11% +$1M
STL
1195
DELISTED
Sterling Bancorp
STL
$7.32M 0.01%
700,664
-107,523
-13% -$1.86M
QDEL icon
1196
QuidelOrtho
QDEL
$1.12B
$7.31M 0.01%
74,753
+29,851
+66% +$2.41M
VRNT
1197
DELISTED
Verint Systems
VRNT
$7.3M 0.01%
333,465
+78,065
+31% +$2.1M
BHC icon
1198
Bausch Health
BHC
$2.46B
$7.3M 0.01%
471,196
-55,366
-11% -$1.34M
POST icon
1199
Post Holdings
POST
$4.19B
$7.3M 0.01%
134,360
-12,602
-9% -$819K
BRX icon
1200
Brixmor Property Group
BRX
$9.63B
$7.28M 0.01%
766,237
-92,442
-11% -$1.66M
46 47
48
49 50

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MCM
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PSUF
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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.