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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
ZS icon
1426
Zscaler
ZS
$24.5B
$4.97M ﹤0.01%
81,678
+26,780
+49% +$1.47M
MFL
1427
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$4.95M ﹤0.01%
378,732
+140,877
+59% +$1.87M
EXP icon
1428
Eagle Materials
EXP
$6.29B
$4.95M ﹤0.01%
84,650
-12,982
-13% -$1.03M
VEON icon
1429
VEON
VEON
$3.62B
$4.94M ﹤0.01%
130,916
+699
+0.5% +$38.5K
GTY
1430
Getty Realty Corp
GTY
$2.11B
$4.94M ﹤0.01%
208,096
+5,721
+3% +$167K
INDB icon
1431
Independent Bank
INDB
$3.99B
$4.93M ﹤0.01%
76,601
+6,522
+9% +$466K
NWBI icon
1432
Northwest Bancshares
NWBI
$2.3B
$4.91M ﹤0.01%
424,553
+87,597
+26% +$1.28M
LSXMA
1433
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$4.91M ﹤0.01%
214,523
+10,685
+5% +$338K
BC icon
1434
Brunswick
BC
$5.13B
$4.9M ﹤0.01%
138,570
+25,024
+22% +$1.33M
SYNA icon
1435
Synaptics
SYNA
$4.19B
$4.89M ﹤0.01%
84,477
-9,754
-10% -$661K
CXP
1436
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$4.88M ﹤0.01%
390,515
+90
+0% +$1.69K
KWR icon
1437
Quaker Houghton
KWR
$2.79B
$4.87M ﹤0.01%
38,526
+79
+0.2% +$12.8K
PDD icon
1438
Pinduoduo
PDD
$126B
$4.86M ﹤0.01%
134,958
+16,625
+14% +$607K
WBS icon
1439
Webster Financial
WBS
$12.5B
$4.85M ﹤0.01%
211,850
+96,275
+83% +$3.92M
WERN icon
1440
Werner Enterprises
WERN
$2.24B
$4.85M ﹤0.01%
133,794
+35,964
+37% +$1.29M
WTFC icon
1441
Wintrust Financial
WTFC
$10.8B
$4.85M ﹤0.01%
147,614
+31,030
+27% +$1.72M
PCRX icon
1442
Pacira BioSciences
PCRX
$1.04B
$4.85M ﹤0.01%
144,631
-3,828
-3% -$159K
ENR icon
1443
Energizer
ENR
$1.44B
$4.85M ﹤0.01%
160,251
-40,790
-20% -$1.85M
FWONK icon
1444
Liberty Media Series C
FWONK
$24.6B
$4.83M ﹤0.01%
183,449
-129,116
-41% -$4.96M
MTZ icon
1445
MasTec
MTZ
$20.8B
$4.83M ﹤0.01%
147,411
-57,899
-28% -$2.95M
FELE icon
1446
Franklin Electric
FELE
$4.63B
$4.82M ﹤0.01%
102,347
-228
-0.2% -$12.6K
ENS icon
1447
EnerSys
ENS
$6.78B
$4.82M ﹤0.01%
97,335
-3,620
-4% -$236K
STOR
1448
DELISTED
STORE Capital Corporation
STOR
$4.82M ﹤0.01%
265,890
-20,338
-7% -$672K
MOMO
1449
Hello Group
MOMO
$885M
$4.82M ﹤0.01%
222,053
-8,586
-4% -$256K
PE
1450
DELISTED
PARSLEY ENERGY INC
PE
$4.81M ﹤0.01%
839,321
+202,249
+32% +$2.73M
56 57
58
59 60

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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.