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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
COLD icon
1351
Americold
COLD
$4.02B
$5.57M 0.01%
163,531
+19,352
+13% +$648K
HDS
1352
DELISTED
HD Supply Holdings, Inc.
HDS
$5.56M 0.01%
195,724
+9,612
+5% +$359K
AGO icon
1353
Assured Guaranty
AGO
$3.66B
$5.55M 0.01%
215,123
-48,014
-18% -$1.99M
HURN icon
1354
Huron Consulting
HURN
$2.41B
$5.55M 0.01%
122,313
-3,277
-3% -$198K
EMBJ
1355
Embraer S.A. ADS
EMBJ
$12.2B
$5.54M 0.01%
748,652
+56,895
+8% +$861K
FRPT icon
1356
Freshpet
FRPT
$2.93B
$5.54M 0.01%
86,745
-7,039
-8% -$452K
GWPH
1357
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$5.53M 0.01%
63,152
+17,057
+37% +$1.81M
DOC
1358
DELISTED
PHYSICIANS REALTY TRUST
DOC
$5.53M 0.01%
396,702
-400
-0.1% -$7.35K
SRC
1359
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$5.53M 0.01%
211,445
-103,751
-33% -$4.7M
TECK icon
1360
Teck Resources
TECK
$29.6B
$5.52M 0.01%
729,630
+300,842
+70% +$3.6M
QLYS icon
1361
Qualys
QLYS
$5.1B
$5.51M 0.01%
63,373
+12,711
+25% +$1.07M
NSA
1362
DELISTED
National Storage Affiliates Trust
NSA
$5.51M 0.01%
186,039
+16,916
+10% +$561K
IMO icon
1363
Imperial Oil
IMO
$62.7B
$5.5M 0.01%
488,202
+357,477
+273% +$7.46M
VVV icon
1364
Valvoline
VVV
$4.9B
$5.5M 0.01%
420,065
-22,371
-5% -$429K
HHH icon
1365
Howard Hughes
HHH
$3.81B
$5.48M 0.01%
113,723
+5,889
+5% +$590K
PRA
1366
DELISTED
ProAssurance
PRA
$5.47M 0.01%
218,639
-16,000
-7% -$483K
AEIS icon
1367
Advanced Energy
AEIS
$11.6B
$5.46M 0.01%
112,489
-13,282
-11% -$843K
PK icon
1368
Park Hotels & Resorts
PK
$3.03B
$5.43M 0.01%
687,063
+238,964
+53% +$4.49M
CNMD icon
1369
CONMED
CNMD
$1.39B
$5.43M 0.01%
94,843
-19,235
-17% -$1.77M
SCHF icon
1370
Schwab International Equity ETF
SCHF
$66.6B
$5.43M 0.01%
419,934
+120,968
+40% +$1.86M
SPSC icon
1371
SPS Commerce
SPSC
$2.69B
$5.41M 0.01%
116,351
-12,095
-9% -$638K
CIG icon
1372
CEMIG Preferred Shares
CIG
$6.26B
$5.41M ﹤0.01%
6,243,262
-926,845
-13% -$1.43M
FBP icon
1373
First Bancorp
FBP
$4.42B
$5.4M ﹤0.01%
1,015,480
-98,405
-9% -$809K
FORM icon
1374
FormFactor
FORM
$8.28B
$5.39M ﹤0.01%
268,383
-6,018
-2% -$144K
RPAI
1375
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$5.38M ﹤0.01%
1,041,506
+407,344
+64% +$4.3M
53 54
55
56 57

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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.