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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
HIW icon
1226
Highwoods Properties
HIW
$3.65B
$7M 0.01%
197,478
+9,929
+5% +$454K
HMN icon
1227
Horace Mann Educators
HMN
$2.1B
$6.99M 0.01%
190,902
+13,537
+8% +$559K
CHH icon
1228
Choice Hotels
CHH
$5.08B
$6.96M 0.01%
113,670
+20,445
+22% +$1.86M
SNX icon
1229
TD Synnex
SNX
$20.5B
$6.96M 0.01%
190,296
-36,092
-16% -$2.21M
B
1230
DELISTED
Barnes Group Inc.
B
$6.94M 0.01%
166,008
+19,130
+13% +$1.08M
NKTR icon
1231
Nektar Therapeutics
NKTR
$2.39B
$6.94M 0.01%
25,903
-2,115
-8% -$654K
SPB icon
1232
Spectrum Brands
SPB
$2.04B
$6.93M 0.01%
190,439
-31,204
-14% -$1.69M
HQY icon
1233
HealthEquity
HQY
$8.41B
$6.89M 0.01%
136,114
-3,936
-3% -$261K
TI
1234
DELISTED
Telecom Italia
TI
$6.87M 0.01%
1,734,558
-476,444
-22% -$1.89M
TMX
1235
DELISTED
Terminix Global Holdings, Inc.
TMX
$6.86M 0.01%
254,037
-63,319
-20% -$2.16M
WWD icon
1236
Woodward
WWD
$21.5B
$6.84M 0.01%
115,145
+24,702
+27% +$2.56M
TIMB icon
1237
TIM SA
TIMB
$9.15B
$6.84M 0.01%
562,365
+88,230
+19% +$1.57M
CAE icon
1238
CAE Inc. Common Shares
CAE
$8.31B
$6.83M 0.01%
541,339
-18,560
-3% -$469K
UBSI icon
1239
United Bankshares
UBSI
$6.63B
$6.83M 0.01%
295,842
-6,794
-2% -$213K
CRWD icon
1240
CrowdStrike
CRWD
$194B
$6.83M 0.01%
+490,388
New +$6.92M
TMHC
1241
DELISTED
Taylor Morrison
TMHC
$6.8M 0.01%
617,782
+274,185
+80% +$5.89M
BHK icon
1242
BlackRock Core Bond Trust
BHK
$641M
$6.79M 0.01%
512,989
-42,747
-8% -$623K
OPLN
1243
Openlane
OPLN
$4.21B
$6.75M 0.01%
562,517
-26,680
-5% -$521K
SVC
1244
Service Properties Trust
SVC
$1.04B
$6.71M 0.01%
248,714
+82,039
+49% +$7.36M
AXON
1245
Axon Enterprise
AXON
$42.5B
$6.7M 0.01%
94,683
+7,010
+8% +$525K
BDN
1246
Brandywine Realty Trust
BDN
$524M
$6.7M 0.01%
636,652
-30,333
-5% -$428K
FSLR icon
1247
First Solar
FSLR
$22.7B
$6.7M 0.01%
185,659
-7,934
-4% -$377K
SE icon
1248
Sea Limited
SE
$65.2B
$6.67M 0.01%
150,645
+13,766
+10% +$617K
RA
1249
Brookfield Real Assets Income Fund
RA
$708M
$6.66M 0.01%
+453,855
New +$9.06M
WLY icon
1250
John Wiley & Sons Class A
WLY
$2.65B
$6.66M 0.01%
177,619
-5,528
-3% -$232K
48 49
50
51 52

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MCM
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PSUF
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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.