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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
NVT icon
1401
nVent Electric
NVT
$24.9B
$5.16M ﹤0.01%
305,695
-12,868
-4% -$300K
SFM icon
1402
Sprouts Farmers Market
SFM
$8.13B
$5.16M ﹤0.01%
277,329
+42,177
+18% +$707K
UNF icon
1403
Unifirst Corp
UNF
$5.3B
$5.15M ﹤0.01%
34,078
-4,830
-12% -$911K
PRAH
1404
DELISTED
PRA Health Sciences, Inc.
PRAH
$5.13M ﹤0.01%
61,761
-3,988
-6% -$389K
SIG icon
1405
Signet Jewelers
SIG
$3.61B
$5.12M ﹤0.01%
793,657
+10,282
+1% +$211K
EVR icon
1406
Evercore
EVR
$12.4B
$5.1M ﹤0.01%
110,700
+12,848
+13% +$861K
DOOR
1407
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$5.1M ﹤0.01%
107,455
-2,642
-2% -$187K
DXJ icon
1408
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
$5.09M ﹤0.01%
120,867
+7,627
+7% +$375K
SJI
1409
DELISTED
South Jersey Industries, Inc.
SJI
$5.09M ﹤0.01%
203,762
-68,412
-25% -$2.02M
FFIN icon
1410
First Financial Bankshares
FFIN
$5.04B
$5.09M ﹤0.01%
189,480
-38,886
-17% -$1.22M
STAG icon
1411
STAG Industrial
STAG
$7.38B
$5.08M ﹤0.01%
225,694
-46,621
-17% -$1.36M
JBGS
1412
JBG SMITH
JBGS
$818M
$5.08M ﹤0.01%
159,485
+9,215
+6% +$346K
LBTYA icon
1413
Liberty Global Class A
LBTYA
$3.62B
$5.07M ﹤0.01%
307,233
+48,327
+19% +$953K
SITE icon
1414
SiteOne Landscape Supply
SITE
$4.12B
$5.07M ﹤0.01%
68,870
+14,481
+27% +$1.32M
VONG icon
1415
Vanguard Russell 1000 Growth ETF
VONG
$42.8B
$5.07M ﹤0.01%
131,116
+23,156
+21% +$1.03M
ACH
1416
Accendra Health
ACH
$237M
$5.04M ﹤0.01%
550,604
-157,310
-22% -$949K
RLJ icon
1417
RLJ Lodging Trust
RLJ
$1.86B
$5.04M ﹤0.01%
652,638
+388,261
+147% +$5.22M
GMED icon
1418
Globus Medical
GMED
$10.7B
$5.04M ﹤0.01%
118,442
+5,267
+5% +$260K
PLXS icon
1419
Plexus
PLXS
$6.72B
$5.03M ﹤0.01%
92,096
-15,372
-14% -$1.04M
SHEN icon
1420
Shenandoah Telecom
SHEN
$664M
$5.01M ﹤0.01%
101,801
-7,104
-7% -$316K
AAON icon
1421
Aaon
AAON
$7.3B
$5.01M ﹤0.01%
155,616
+15,652
+11% +$545K
PRFT
1422
DELISTED
Perficient Inc
PRFT
$5.01M ﹤0.01%
184,847
-108,712
-37% -$4.74M
MATX icon
1423
Matsons
MATX
$6.13B
$5M ﹤0.01%
163,432
-31,929
-16% -$1.13M
UHT
1424
Universal Health Realty Income Trust
UHT
$603M
$4.99M ﹤0.01%
49,538
+6,055
+14% +$668K
CYBR
1425
DELISTED
CyberArk
CYBR
$4.98M ﹤0.01%
58,225
+13,228
+29% +$1.52M
55 56
57
58 59

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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.