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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
NXRT
1951
NexPoint Residential Trust
NXRT
$666M
$2.22M ﹤0.01%
88,053
+17,815
+25% +$780K
TRTN
1952
DELISTED
Triton International Limited
TRTN
$2.22M ﹤0.01%
85,751
+5,304
+7% +$182K
BKD icon
1953
Brookdale Senior Living
BKD
$3.49B
$2.22M ﹤0.01%
710,180
-90,032
-11% -$525K
WW
1954
DELISTED
WW International
WW
$2.21M ﹤0.01%
130,814
+19,785
+18% +$615K
CRS icon
1955
Carpenter Technology
CRS
$25.8B
$2.21M ﹤0.01%
113,376
+2,334
+2% +$87.1K
GMS
1956
DELISTED
GMS Inc
GMS
$2.21M ﹤0.01%
140,558
-62,356
-31% -$1.48M
GIL icon
1957
Gildan
GIL
$10.3B
$2.21M ﹤0.01%
173,161
-115,080
-40% -$2.78M
IRBT
1958
DELISTED
iRobot
IRBT
$2.21M ﹤0.01%
54,038
-3,778
-7% -$181K
WMGI
1959
DELISTED
Wright Medical Group Inc
WMGI
$2.21M ﹤0.01%
77,108
+12,155
+19% +$361K
ORA icon
1960
Ormat Technologies
ORA
$6B
$2.21M ﹤0.01%
32,601
-16,076
-33% -$1.21M
EWT icon
1961
iShares MSCI Taiwan ETF
EWT
$9.86B
$2.19M ﹤0.01%
66,566
-18,030
-21% -$685K
CTS icon
1962
CTS Corp
CTS
$1.83B
$2.19M ﹤0.01%
88,021
-10,432
-11% -$284K
EGHT icon
1963
8x8 Inc
EGHT
$269M
$2.19M ﹤0.01%
158,040
+13,786
+10% +$251K
VREX icon
1964
Varex Imaging
VREX
$472M
$2.18M ﹤0.01%
96,106
-27,412
-22% -$706K
AFT
1965
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$2.18M ﹤0.01%
188,063
+129,224
+220% +$1.84M
GOLF icon
1966
Acushnet Holdings
GOLF
$5.93B
$2.17M ﹤0.01%
84,199
+16,852
+25% +$484K
SAFE
1967
DELISTED
Safehold Inc.
SAFE
$2.17M ﹤0.01%
34,253
+8,965
+35% +$453K
TEO icon
1968
Telecom Argentina
TEO
$6.03B
$2.16M ﹤0.01%
234,114
+51,654
+28% +$564K
ECPG icon
1969
Encore Capital Group
ECPG
$2.02B
$2.16M ﹤0.01%
92,264
-882
-0.9% -$29.7K
FFG
1970
DELISTED
FBL Financial Group
FFG
$2.15M ﹤0.01%
46,091
+23,737
+106% +$1.2M
LNN icon
1971
Lindsay Corp
LNN
$1.13B
$2.15M ﹤0.01%
23,479
-395
-2% -$38.9K
KAI icon
1972
Kadant
KAI
$3.63B
$2.14M ﹤0.01%
28,687
+587
+2% +$55.6K
RUSHA icon
1973
Rush Enterprises Class A
RUSHA
$6.2B
$2.14M ﹤0.01%
150,541
-58,036
-28% -$1.05M
MCY icon
1974
Mercury Insurance
MCY
$5.93B
$2.13M ﹤0.01%
52,410
-11,959
-19% -$546K
INGN icon
1975
Inogen
INGN
$175M
$2.12M ﹤0.01%
41,012
-19,060
-32% -$916K
77 78
79
80 81

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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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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.