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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
AHRT
1476
AH Realty Trust
AHRT
$529M
$4.65M ﹤0.01%
434,668
+21,781
+5% +$353K
CNK icon
1477
Cinemark Holdings
CNK
$4.24B
$4.64M ﹤0.01%
455,876
+81,353
+22% +$2.09M
BRKL
1478
DELISTED
Brookline Bancorp
BRKL
$4.64M ﹤0.01%
411,096
+106,023
+35% +$1.51M
Z icon
1479
Zillow
Z
$7.79B
$4.63M ﹤0.01%
128,662
+12,111
+10% +$559K
LMNX
1480
DELISTED
Luminex Corp
LMNX
$4.63M ﹤0.01%
168,047
+12,030
+8% +$295K
PGRE
1481
DELISTED
Paramount Group
PGRE
$4.62M ﹤0.01%
525,504
-129,995
-20% -$1.61M
AZTA icon
1482
Azenta
AZTA
$1.3B
$4.61M ﹤0.01%
151,220
-13,834
-8% -$503K
HOMB icon
1483
Home BancShares
HOMB
$6.23B
$4.61M ﹤0.01%
384,651
-51,988
-12% -$901K
COKE icon
1484
Coca-Cola Consolidated
COKE
$12.5B
$4.61M ﹤0.01%
221,020
-24,380
-10% -$608K
JHG
1485
DELISTED
Janus Henderson
JHG
$4.61M ﹤0.01%
300,655
-19,628
-6% -$432K
TPH
1486
DELISTED
Tri Pointe Homes
TPH
$4.6M ﹤0.01%
524,906
+155,414
+42% +$2.27M
BYD icon
1487
Boyd Gaming
BYD
$6.32B
$4.59M ﹤0.01%
318,189
-20,755
-6% -$532K
CVET
1488
DELISTED
Covetrus, Inc. Common Stock
CVET
$4.59M ﹤0.01%
563,355
-169,229
-23% -$1.93M
BMI icon
1489
Badger Meter
BMI
$3.89B
$4.58M ﹤0.01%
85,421
-16,253
-16% -$990K
UVV icon
1490
Universal Corp
UVV
$1.31B
$4.56M ﹤0.01%
103,053
-14,805
-13% -$739K
FCPT icon
1491
Four Corners Property Trust
FCPT
$2.81B
$4.55M ﹤0.01%
243,315
+645
+0.3% +$17.4K
SSB icon
1492
SouthState Bank Corp
SSB
$10.2B
$4.55M ﹤0.01%
77,418
+26,983
+54% +$1.99M
WD icon
1493
Walker & Dunlop
WD
$1.71B
$4.54M ﹤0.01%
112,759
+8,110
+8% +$511K
JGH icon
1494
Nuveen Global High Income Fund
JGH
$352M
$4.54M ﹤0.01%
406,039
-25,328
-6% -$384K
NVRO
1495
DELISTED
NEVRO CORP.
NVRO
$4.54M ﹤0.01%
45,397
+11,905
+36% +$1.43M
EPR icon
1496
EPR Properties
EPR
$4.75B
$4.54M ﹤0.01%
187,369
+50,528
+37% +$2.9M
NS
1497
DELISTED
NuStar Energy L.P.
NS
$4.52M ﹤0.01%
526,358
+156,325
+42% +$3.4M
BSBR icon
1498
Santander
BSBR
$42.5B
$4.52M ﹤0.01%
912,466
+267,066
+41% +$2.25M
FMBI
1499
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$4.51M ﹤0.01%
340,737
-26,526
-7% -$500K
ROCK icon
1500
Gibraltar Industries
ROCK
$1.25B
$4.5M ﹤0.01%
104,782
+16,034
+18% +$802K
58 59
60
61 62

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AF
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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.