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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
ADTN icon
2326
Adtran
ADTN
$689M
$1.14M ﹤0.01%
148,562
-53,634
-27% -$458K
GPMT
2327
Granite Point Mortgage Trust
GPMT
$69M
$1.14M ﹤0.01%
224,939
+80,396
+56% +$1.22M
MYE icon
2328
Myers Industries
MYE
$1.29B
$1.14M ﹤0.01%
105,890
+40,388
+62% +$589K
NTGR icon
2329
NETGEAR
NTGR
$648M
$1.14M ﹤0.01%
49,811
-16,973
-25% -$381K
POLY
2330
DELISTED
Plantronics, Inc.
POLY
$1.14M ﹤0.01%
113,027
+37,052
+49% +$692K
CET
2331
Central Securities Corp
CET
$1.58B
$1.13M ﹤0.01%
43,890
+23,961
+120% +$735K
HEFA icon
2332
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.5B
$1.13M ﹤0.01%
46,742
-807
-2% -$23K
PRIM icon
2333
Primoris Services
PRIM
$4.58B
$1.13M ﹤0.01%
71,132
+19,269
+37% +$375K
HTLF
2334
DELISTED
Heartland Financial USA, Inc.
HTLF
$1.13M ﹤0.01%
37,418
+2,025
+6% +$88.7K
ARCC icon
2335
Ares Capital
ARCC
$13.5B
$1.13M ﹤0.01%
104,733
-34,614
-25% -$584K
AUY
2336
DELISTED
Yamana Gold, Inc.
AUY
$1.13M ﹤0.01%
410,581
-24,635
-6% -$92.9K
SMAR
2337
DELISTED
Smartsheet Inc.
SMAR
$1.13M ﹤0.01%
27,177
+4,606
+20% +$209K
TEN
2338
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$1.13M ﹤0.01%
312,692
-272,232
-47% -$2.29M
CEVA icon
2339
CEVA Inc
CEVA
$910M
$1.12M ﹤0.01%
45,105
+8,624
+24% +$239K
TRTX
2340
TPG RE Finance Trust
TRTX
$612M
$1.12M ﹤0.01%
204,717
+77,846
+61% +$1.34M
FTS icon
2341
Fortis
FTS
$29B
$1.12M ﹤0.01%
29,138
+23,995
+467% +$983K
MATW icon
2342
Matthews International
MATW
$866M
$1.12M ﹤0.01%
46,382
-44,294
-49% -$1.41M
NEWR
2343
DELISTED
New Relic, Inc.
NEWR
$1.11M ﹤0.01%
24,110
-1,411
-6% -$82.4K
EPZM
2344
DELISTED
Epizyme, Inc
EPZM
$1.11M ﹤0.01%
71,723
-1,100
-2% -$23.6K
DRRX
2345
DELISTED
DURECT Corp
DRRX
$1.11M ﹤0.01%
+71,403
New +$1.37M
MGNI icon
2346
Magnite
MGNI
$2.76B
$1.1M ﹤0.01%
199,181
-87,199
-30% -$801K
TIP icon
2347
iShares TIPS Bond ETF
TIP
$14.5B
$1.1M ﹤0.01%
9,308
-4,632
-33% -$546K
TALO icon
2348
Talos Energy
TALO
$2.53B
$1.09M ﹤0.01%
190,371
+149,265
+363% +$2.65M
OFIX icon
2349
Orthofix Medical
OFIX
$477M
$1.09M ﹤0.01%
38,863
-2,079
-5% -$80.4K
FF icon
2350
Future Fuel
FF
$217M
$1.08M ﹤0.01%
96,106
+3,471
+4% +$38.6K
92 93
94
95 96

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MCM
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PSUF
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IA
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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.