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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
H icon
1376
Hyatt Hotels
H
$16.4B
$5.38M ﹤0.01%
112,387
+19,981
+22% +$1.51M
HOPE icon
1377
Hope Bancorp
HOPE
$1.79B
$5.37M ﹤0.01%
653,797
+34,272
+6% +$428K
AYI icon
1378
Acuity Brands
AYI
$9.83B
$5.37M ﹤0.01%
62,728
-8,027
-11% -$880K
CORE
1379
DELISTED
Core Mark Holding Co., Inc.
CORE
$5.37M ﹤0.01%
187,944
-5,075
-3% -$126K
BL icon
1380
BlackLine
BL
$1.84B
$5.37M ﹤0.01%
102,054
+7,419
+8% +$434K
IJR icon
1381
iShares Core S&P Small-Cap ETF
IJR
$109B
$5.35M ﹤0.01%
95,330
+10,665
+13% +$794K
SBRA icon
1382
Sabra Healthcare REIT
SBRA
$5.34B
$5.34M ﹤0.01%
489,408
+106,856
+28% +$1.97M
BGS icon
1383
B&G Foods
BGS
$287M
$5.34M ﹤0.01%
295,327
+59,506
+25% +$932K
RYN icon
1384
Rayonier
RYN
$6.55B
$5.33M ﹤0.01%
249,542
-35,971
-13% -$907K
AJRD
1385
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$5.28M ﹤0.01%
126,140
+12,761
+11% +$627K
LCII icon
1386
LCI Industries
LCII
$2.49B
$5.27M ﹤0.01%
78,922
-12,024
-13% -$1.17M
SHOO icon
1387
Steven Madden
SHOO
$3.37B
$5.27M ﹤0.01%
226,981
-33,355
-13% -$1.16M
GH icon
1388
Guardant Health
GH
$21.5B
$5.27M ﹤0.01%
75,732
-2,528
-3% -$194K
LFUS icon
1389
Littelfuse
LFUS
$11.2B
$5.26M ﹤0.01%
39,414
+322
+0.8% +$53.9K
PDCO
1390
DELISTED
Patterson Companies, Inc.
PDCO
$5.24M ﹤0.01%
342,867
-124,970
-27% -$2.7M
PNFP icon
1391
Pinnacle Financial Partners Inc
PNFP
$15.9B
$5.23M ﹤0.01%
139,289
+36,551
+36% +$1.98M
FCFS icon
1392
FirstCash
FCFS
$8.85B
$5.21M ﹤0.01%
72,601
+2,211
+3% +$179K
SCO
1393
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$5.2M ﹤0.01%
2,442,924
-1,125,557
-32% -$2.4M
CSGS
1394
DELISTED
CSG Systems International
CSGS
$5.2M ﹤0.01%
124,162
-13,383
-10% -$637K
FN icon
1395
Fabrinet
FN
$15.6B
$5.19M ﹤0.01%
95,207
+12,009
+14% +$726K
SWCH
1396
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$5.19M ﹤0.01%
359,954
-143,754
-29% -$2.19M
ATH
1397
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$5.18M ﹤0.01%
208,757
+57,277
+38% +$2.28M
HTZ
1398
DELISTED
Hertz Global Holdings, Inc.
HTZ
$5.18M ﹤0.01%
838,189
-123,897
-13% -$1.67M
CVBF icon
1399
CVB Financial
CVBF
$3.94B
$5.18M ﹤0.01%
258,163
+14,085
+6% +$283K
PTR
1400
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$5.16M ﹤0.01%
143,328
+77,479
+118% +$3.26M
54 55
56
57 58

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MCM
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PSUF
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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.