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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
MEI icon
1501
Methode Electronics
MEI
$496M
$4.49M ﹤0.01%
169,926
-14,810
-8% -$483K
PII icon
1502
Polaris
PII
$3.82B
$4.48M ﹤0.01%
93,093
+11,924
+15% +$978K
HTHT icon
1503
Huazhu Hotels Group
HTHT
$13.1B
$4.48M ﹤0.01%
155,898
-6,684
-4% -$227K
BXMT icon
1504
Blackstone Mortgage Trust
BXMT
$2.45B
$4.47M ﹤0.01%
240,346
+1,826
+0.8% +$62K
TOL icon
1505
Toll Brothers
TOL
$13.6B
$4.46M ﹤0.01%
231,426
-124,268
-35% -$4.7M
TTEC icon
1506
TTEC Holdings
TTEC
$121M
$4.44M ﹤0.01%
120,897
+36,549
+43% +$1.42M
MNRO icon
1507
Monro
MNRO
$383M
$4.43M ﹤0.01%
101,066
-26,888
-21% -$1.63M
TEX icon
1508
Terex
TEX
$7.18B
$4.43M ﹤0.01%
308,337
-64,450
-17% -$1.46M
SLAB icon
1509
Silicon Laboratories
SLAB
$7.17B
$4.42M ﹤0.01%
51,767
-1,615
-3% -$160K
AA icon
1510
Alcoa
AA
$11.9B
$4.41M ﹤0.01%
716,463
+288,378
+67% +$3.96M
WOLF icon
1511
Wolfspeed
WOLF
$1.23B
$4.41M ﹤0.01%
124,361
+8,470
+7% +$380K
SGI
1512
Somnigroup International
SGI
$13.7B
$4.41M ﹤0.01%
403,160
-72,696
-15% -$1.38M
XLRN
1513
DELISTED
Acceleron Pharma
XLRN
$4.4M ﹤0.01%
48,987
+9,500
+24% +$738K
DRH icon
1514
Diamondrock Hospitality Co
DRH
$2.71B
$4.4M ﹤0.01%
865,770
+76,910
+10% +$663K
AWC
1515
DELISTED
Alumina Ltd
AWC
$4.4M ﹤0.01%
1,231,311
-819,497
-40% -$2.93M
NGVT icon
1516
Ingevity
NGVT
$2.54B
$4.39M ﹤0.01%
124,727
-12,453
-9% -$727K
ELUX
1517
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$4.39M ﹤0.01%
157,967
-45,209
-22% -$1.26M
ATHM icon
1518
Autohome
ATHM
$2.67B
$4.39M ﹤0.01%
61,764
+4,352
+8% +$343K
CXW icon
1519
CoreCivic
CXW
$2.96B
$4.38M ﹤0.01%
391,742
+54,865
+16% +$822K
NJR icon
1520
New Jersey Resources
NJR
$5.84B
$4.37M ﹤0.01%
128,669
-18,017
-12% -$703K
ABM icon
1521
ABM Industries
ABM
$2.81B
$4.35M ﹤0.01%
178,738
-43,155
-19% -$1.49M
MOG.A icon
1522
Moog Inc Class A
MOG.A
$12.4B
$4.34M ﹤0.01%
85,963
-22,183
-21% -$1.72M
DSL
1523
DoubleLine Income Solutions Fund
DSL
$1.22B
$4.33M ﹤0.01%
+324,547
New +$5.96M
NVST icon
1524
Envista
NVST
$4.44B
$4.3M ﹤0.01%
288,159
+182,796
+173% +$4.68M
MTOR
1525
DELISTED
MERITOR, Inc.
MTOR
$4.3M ﹤0.01%
324,861
-16,131
-5% -$348K
59 60
61
62 63

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MCM
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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.