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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
DORM icon
1551
Dorman Products
DORM
$3.98B
$4.16M ﹤0.01%
75,179
-8,883
-11% -$605K
TTMI icon
1552
TTM Technologies
TTMI
$12B
$4.16M ﹤0.01%
401,884
-9,968
-2% -$131K
TR icon
1553
Tootsie Roll Industries
TR
$2.93B
$4.15M ﹤0.01%
137,844
+26,217
+23% +$739K
EVBG
1554
DELISTED
Everbridge, Inc. Common Stock
EVBG
$4.14M ﹤0.01%
38,949
+6,269
+19% +$615K
AYX
1555
DELISTED
Alteryx Inc
AYX
$4.14M ﹤0.01%
43,480
-8,596
-17% -$1.07M
IBOC icon
1556
International Bancshares
IBOC
$4.76B
$4.13M ﹤0.01%
153,830
+26,228
+21% +$939K
GLOB icon
1557
Globant
GLOB
$1.58B
$4.13M ﹤0.01%
47,004
+190
+0.4% +$21.2K
VAC icon
1558
Marriott Vacations Worldwide
VAC
$3.35B
$4.12M ﹤0.01%
74,132
+214
+0.3% +$22.2K
COHR
1559
DELISTED
Coherent Inc
COHR
$4.12M ﹤0.01%
38,695
-7,807
-17% -$1.09M
ALGT icon
1560
Allegiant Air
ALGT
$2.64B
$4.12M ﹤0.01%
50,317
-625
-1% -$89.8K
FOXF icon
1561
Fox Factory Holding Corp
FOXF
$755M
$4.12M ﹤0.01%
97,965
-8,962
-8% -$566K
HMSY
1562
DELISTED
HMS Holdings Corp.
HMSY
$4.1M ﹤0.01%
162,347
-30,029
-16% -$782K
ENIC icon
1563
Enel Chile
ENIC
$6.14B
$4.09M ﹤0.01%
1,231,601
-23,671
-2% -$104K
ALV icon
1564
Autoliv
ALV
$9.02B
$4.08M ﹤0.01%
88,776
+19,843
+29% +$1.36M
HUBG icon
1565
HUB Group
HUBG
$2.85B
$4.08M ﹤0.01%
179,494
+8,338
+5% +$209K
SINA
1566
DELISTED
Sina Corp
SINA
$4.08M ﹤0.01%
128,059
-35,315
-22% -$1.3M
XHR
1567
Xenia Hotels & Resorts
XHR
$1.9B
$4.08M ﹤0.01%
395,698
+12,232
+3% +$203K
NUS icon
1568
Nu Skin
NUS
$252M
$4.07M ﹤0.01%
186,468
+7,122
+4% +$214K
BDC icon
1569
Belden
BDC
$4.85B
$4.07M ﹤0.01%
112,832
-30,902
-21% -$1.42M
RITM icon
1570
Rithm Capital
RITM
$5.52B
$4.05M ﹤0.01%
807,933
+387,069
+92% +$5.61M
WAL icon
1571
Western Alliance Bancorporation
WAL
$8.79B
$4.05M ﹤0.01%
132,219
-4,569
-3% -$218K
AIT icon
1572
Applied Industrial Technologies
AIT
$12.8B
$4.04M ﹤0.01%
88,371
-19,941
-18% -$1.18M
SFL icon
1573
SFL Corp
SFL
$1.64B
$4.04M ﹤0.01%
426,112
+114,750
+37% +$1.42M
RCM
1574
DELISTED
R1 RCM Inc. Common Stock
RCM
$4.03M ﹤0.01%
443,398
-131,161
-23% -$1.58M
BLDR icon
1575
Builders FirstSource
BLDR
$7.15B
$4.03M ﹤0.01%
329,123
-27,253
-8% -$616K
61 62
63
64 65

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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.