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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
MTSI icon
1651
MACOM Technology Solutions
MTSI
$19.2B
$3.58M ﹤0.01%
189,097
-24,316
-11% -$618K
AAT
1652
American Assets Trust
AAT
$1.45B
$3.58M ﹤0.01%
143,000
-30,113
-17% -$1.22M
THRM icon
1653
Gentherm
THRM
$1.25B
$3.56M ﹤0.01%
113,286
-20,532
-15% -$876K
AMBA icon
1654
Ambarella
AMBA
$3.77B
$3.56M ﹤0.01%
73,224
+14,733
+25% +$845K
BRSL
1655
Brightstar Lottery PLC
BRSL
$1.84B
$3.55M ﹤0.01%
596,040
+266,387
+81% +$3.04M
JQC icon
1656
Nuveen Credit Strategies Income Fund
JQC
$704M
$3.54M ﹤0.01%
624,904
-429,833
-41% -$2.97M
CXSE icon
1657
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$493M
$3.53M ﹤0.01%
+92,322
New +$3.81M
TI.A
1658
DELISTED
Telecom Italia 10 Svg
TI.A
$3.52M ﹤0.01%
920,344
+483,719
+111% +$1.85M
BTG icon
1659
B2Gold
BTG
$5B
$3.52M ﹤0.01%
1,150,988
-68,564
-6% -$272K
ADEA icon
1660
Adeia
ADEA
$2.94B
$3.51M ﹤0.01%
954,590
+38,008
+4% +$162K
MAC icon
1661
Macerich
MAC
$7.33B
$3.5M ﹤0.01%
622,094
+47,155
+8% +$938K
UNIT
1662
Uniti Group
UNIT
$2.36B
$3.5M ﹤0.01%
580,812
-79,508
-12% -$624K
TKC icon
1663
Turkcell
TKC
$4.68B
$3.5M ﹤0.01%
752,934
+170,467
+29% +$966K
SUM
1664
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$3.5M ﹤0.01%
237,052
-57,431
-20% -$1.12M
ASR icon
1665
Grupo Aeroportuario del Sureste
ASR
$8.27B
$3.49M ﹤0.01%
37,110
+3,128
+9% +$529K
EIG icon
1666
Employers Holdings
EIG
$908M
$3.49M ﹤0.01%
86,047
-3,113
-3% -$127K
BMCH
1667
DELISTED
BMC Stock Holdings, Inc
BMCH
$3.48M ﹤0.01%
196,250
-114,244
-37% -$2.98M
LILAK icon
1668
Liberty Latin America Class C
LILAK
$1.63B
$3.47M ﹤0.01%
395,399
+14,438
+4% +$195K
CNA icon
1669
CNA Financial
CNA
$14.2B
$3.47M ﹤0.01%
111,649
+27,027
+32% +$1.14M
TSE
1670
DELISTED
Trinseo
TSE
$3.47M ﹤0.01%
191,384
+47,615
+33% +$1.26M
PLUS icon
1671
ePlus
PLUS
$2.42B
$3.46M ﹤0.01%
110,676
+15,540
+16% +$591K
VRNS icon
1672
Varonis Systems
VRNS
$4.59B
$3.46M ﹤0.01%
163,035
+71,406
+78% +$1.87M
AAN.A
1673
DELISTED
The Aaron's Company Inc Class A
AAN.A
$3.46M ﹤0.01%
151,904
-84,530
-36% -$1.93M
EPC icon
1674
Edgewell Personal Care
EPC
$1.25B
$3.46M ﹤0.01%
143,619
-24,015
-14% -$717K
MUE
1675
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$3.45M ﹤0.01%
287,655
+72,677
+34% +$914K
65 66
67
68 69

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MCM
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PSUF
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SCC
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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.