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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
CWEN icon
1676
Clearway Energy Class C
CWEN
$4.94B
$3.45M ﹤0.01%
183,347
-10,714
-6% -$223K
TRIP icon
1677
TripAdvisor
TRIP
$1.65B
$3.44M ﹤0.01%
197,622
+13,828
+8% +$350K
CMD
1678
DELISTED
Cantel Medical Corporation
CMD
$3.44M ﹤0.01%
95,732
-10,770
-10% -$612K
TNET icon
1679
TriNet
TNET
$3.02B
$3.41M ﹤0.01%
90,666
+7,194
+9% +$375K
PBR.A icon
1680
Petrobras Class A
PBR.A
$111B
$3.41M ﹤0.01%
632,832
+88,006
+16% +$991K
WRI
1681
DELISTED
Weingarten Realty Investors
WRI
$3.4M ﹤0.01%
235,764
-125,186
-35% -$3.3M
MAV
1682
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$3.4M ﹤0.01%
334,001
+192,404
+136% +$2.08M
MGU
1683
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$3.39M ﹤0.01%
218,570
+49,801
+30% +$1.13M
SHI
1684
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$3.38M ﹤0.01%
138,244
-17,867
-11% -$475K
RIG icon
1685
Transocean
RIG
$5.89B
$3.38M ﹤0.01%
2,913,278
-1,467,498
-33% -$5.73M
MLNX
1686
DELISTED
Mellanox Technologies, Ltd.
MLNX
$3.38M ﹤0.01%
27,831
-3,196
-10% -$376K
AROC icon
1687
Archrock
AROC
$6.27B
$3.37M ﹤0.01%
896,858
+534,632
+148% +$3.86M
WWW icon
1688
Wolverine World Wide
WWW
$1.61B
$3.37M ﹤0.01%
221,701
-104,924
-32% -$2.89M
UPWK icon
1689
Upwork
UPWK
$1.13B
$3.37M ﹤0.01%
522,250
+339,321
+185% +$2.91M
DPG
1690
Duff & Phelps Utility and Infrastructure Fund
DPG
$521M
$3.37M ﹤0.01%
356,425
+7,133
+2% +$98.4K
KLIC icon
1691
Kulicke & Soffa
KLIC
$4.67B
$3.37M ﹤0.01%
161,376
-8,962
-5% -$220K
ZWS icon
1692
Zurn Elkay Water Solutions
ZWS
$8.38B
$3.35M ﹤0.01%
307,175
+66,178
+27% +$965K
IOVA icon
1693
Iovance Biotherapeutics
IOVA
$1.82B
$3.35M ﹤0.01%
112,003
+24,586
+28% +$652K
GEF icon
1694
Greif
GEF
$4.92B
$3.35M ﹤0.01%
107,664
-17,985
-14% -$682K
HTH icon
1695
Hilltop Holdings
HTH
$2.26B
$3.34M ﹤0.01%
221,005
+17,105
+8% +$362K
LSCC icon
1696
Lattice Semiconductor
LSCC
$17.6B
$3.33M ﹤0.01%
187,161
-59,097
-24% -$1.12M
TERP
1697
DELISTED
TerraForm Power, Inc
TERP
$3.33M ﹤0.01%
211,425
-31,640
-13% -$551K
KRG icon
1698
Kite Realty
KRG
$5.81B
$3.33M ﹤0.01%
351,093
-190,128
-35% -$3.04M
PMT
1699
PennyMac Mortgage Investment
PMT
$822M
$3.32M ﹤0.01%
312,532
-65,447
-17% -$1.29M
JPS
1700
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$3.32M ﹤0.01%
+457,014
New +$4.23M
66 67
68
69 70

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.