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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
LTC
1726
LTC Properties
LTC
$2.06B
$3.19M ﹤0.01%
103,074
-18,852
-15% -$805K
TRS icon
1727
TriMas Corp
TRS
$1.43B
$3.18M ﹤0.01%
137,821
-19,271
-12% -$529K
RAMP icon
1728
LiveRamp
RAMP
$2.3B
$3.18M ﹤0.01%
96,542
-39,493
-29% -$1.5M
PCH
1729
DELISTED
PotlatchDeltic
PCH
$3.18M ﹤0.01%
101,220
-25,999
-20% -$1.01M
AIMC
1730
DELISTED
Altra Industrial Motion Corp
AIMC
$3.17M ﹤0.01%
181,532
+2,294
+1% +$68.2K
CUB
1731
DELISTED
Cubic Corporation
CUB
$3.17M ﹤0.01%
76,815
+9,760
+15% +$564K
KEM
1732
DELISTED
KEMET Corporation
KEM
$3.17M ﹤0.01%
131,280
-13,477
-9% -$342K
SHO icon
1733
Sunstone Hotel Investors
SHO
$2.19B
$3.17M ﹤0.01%
363,443
+58,549
+19% +$681K
CROX icon
1734
Crocs
CROX
$6.14B
$3.15M ﹤0.01%
185,678
-26,373
-12% -$840K
GEO icon
1735
The GEO Group
GEO
$4.13B
$3.15M ﹤0.01%
259,220
+59,683
+30% +$912K
ILPT
1736
Industrial Logistics Properties Trust
ILPT
$575M
$3.15M ﹤0.01%
179,729
-26,174
-13% -$550K
SBGI icon
1737
Sinclair Inc
SBGI
$992M
$3.14M ﹤0.01%
195,300
-19,892
-9% -$517K
ESI icon
1738
Element Solutions
ESI
$8.95B
$3.14M ﹤0.01%
375,185
-179,649
-32% -$1.91M
INVX
1739
Innovex International
INVX
$1.96B
$3.13M ﹤0.01%
102,801
-34,551
-25% -$1.35M
OSIS icon
1740
OSI Systems
OSIS
$3.65B
$3.13M ﹤0.01%
45,469
-7,345
-14% -$628K
BERY
1741
DELISTED
Berry Global Group, Inc.
BERY
$3.13M ﹤0.01%
101,174
+17,896
+21% +$656K
CVSA
1742
Covista Inc
CVSA
$4.25B
$3.13M ﹤0.01%
116,854
+993
+0.9% +$31.6K
BPMC
1743
DELISTED
Blueprint Medicines
BPMC
$3.13M ﹤0.01%
53,548
+4,433
+9% +$285K
FFBC icon
1744
First Financial Bancorp
FFBC
$3.55B
$3.13M ﹤0.01%
209,989
+1,949
+0.9% +$41.8K
MLKN icon
1745
MillerKnoll
MLKN
$1.53B
$3.13M ﹤0.01%
140,920
-106,076
-43% -$3.67M
CYOU
1746
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$3.13M ﹤0.01%
292,068
+113,845
+64% +$1.2M
EFOR
1747
Everforth Inc
EFOR
$1.17B
$3.12M ﹤0.01%
88,309
-59,342
-40% -$3.36M
FCNCA icon
1748
First Citizens BancShares
FCNCA
$24.9B
$3.12M ﹤0.01%
9,364
+1,424
+18% +$660K
JRVR icon
1749
James River Group Holdings
JRVR
$208M
$3.11M ﹤0.01%
85,881
+16,522
+24% +$666K
CWST icon
1750
Casella Waste Systems
CWST
$5.71B
$3.11M ﹤0.01%
79,602
+6,883
+9% +$334K
68 69
70
71 72

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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.