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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
ESLT icon
951
Elbit Systems
ESLT
$36.8B
$11.2M 0.01%
88,040
+5,454
+7% +$799K
PB icon
952
Prosperity Bancshares
PB
$8.97B
$11.2M 0.01%
232,307
+16,674
+8% +$1.09M
PAA icon
953
Plains All American Pipeline
PAA
$17.5B
$11.2M 0.01%
2,115,791
+770,129
+57% +$10.6M
SLF icon
954
Sun Life Financial
SLF
$45.9B
$11.2M 0.01%
347,716
+64,861
+23% +$2.78M
THS
955
DELISTED
Treehouse Foods
THS
$11.2M 0.01%
252,667
-67,875
-21% -$2.92M
OPTU
956
Optimum Communications Inc
OPTU
$290M
$11.1M 0.01%
500,034
+90,518
+22% +$2.36M
PPC icon
957
Pilgrim's Pride
PPC
$6.98B
$11.1M 0.01%
613,525
+132,416
+28% +$3.23M
EGP icon
958
EastGroup Properties
EGP
$11.3B
$11.1M 0.01%
106,327
-1,725
-2% -$218K
RCI icon
959
Rogers Communications
RCI
$18.4B
$11.1M 0.01%
267,199
+38,948
+17% +$1.82M
TNL icon
960
Travel + Leisure Co
TNL
$4.61B
$11.1M 0.01%
509,716
-6,557
-1% -$273K
MANH icon
961
Manhattan Associates
MANH
$11.1B
$11.1M 0.01%
221,950
-24,490
-10% -$1.76M
JWN
962
DELISTED
Nordstrom
JWN
$11.1M 0.01%
720,678
-78,736
-10% -$2.62M
IIM icon
963
Invesco Value Municipal Income Trust
IIM
$590M
$11M 0.01%
780,160
-150,475
-16% -$2.28M
CONE
964
DELISTED
CyrusOne Inc Common Stock
CONE
$11M 0.01%
178,166
+15,702
+10% +$959K
OMCL icon
965
Omnicell
OMCL
$1.69B
$11M 0.01%
167,399
-9,177
-5% -$731K
EBS icon
966
Emergent Biosolutions
EBS
$375M
$10.9M 0.01%
188,626
+784
+0.4% +$45.2K
VIAV icon
967
Viavi Solutions
VIAV
$8.65B
$10.9M 0.01%
971,573
-180,869
-16% -$2.46M
POWI icon
968
Power Integrations
POWI
$3.39B
$10.9M 0.01%
246,276
+25,750
+12% +$1.24M
FLO icon
969
Flowers Foods
FLO
$1.51B
$10.8M 0.01%
527,376
-32,433
-6% -$707K
MANT
970
DELISTED
Mantech International Corp
MANT
$10.8M 0.01%
148,911
+30,958
+26% +$2.41M
FAF icon
971
First American
FAF
$7.71B
$10.8M 0.01%
254,819
+10,636
+4% +$607K
SAM icon
972
Boston Beer
SAM
$1.93B
$10.8M 0.01%
29,271
-894
-3% -$332K
NEOG icon
973
Neogen
NEOG
$2.51B
$10.7M 0.01%
318,822
-22,722
-7% -$746K
PHI icon
974
PLDT
PHI
$4.26B
$10.7M 0.01%
518,935
+118,271
+30% +$2.34M
AZPN
975
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$10.7M 0.01%
112,116
-21,194
-16% -$2.01M
37 38
39
40 41

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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.