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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
TNC icon
1526
Tennant Co
TNC
$1.43B
$4.3M ﹤0.01%
74,224
+2,511
+4% +$185K
FULT icon
1527
Fulton Financial
FULT
$4.66B
$4.29M ﹤0.01%
373,445
-83,042
-18% -$1.27M
FND icon
1528
Floor & Decor
FND
$6.13B
$4.29M ﹤0.01%
133,546
+4,375
+3% +$204K
GPI icon
1529
Group 1 Automotive
GPI
$3.42B
$4.28M ﹤0.01%
96,642
-15,027
-13% -$1.27M
AMSF icon
1530
AMERISAFE
AMSF
$543M
$4.27M ﹤0.01%
66,295
+4,270
+7% +$280K
BLMN icon
1531
Bloomin' Brands
BLMN
$741M
$4.27M ﹤0.01%
597,849
-33,172
-5% -$577K
KALU icon
1532
Kaiser Aluminum
KALU
$2.61B
$4.26M ﹤0.01%
61,555
-19,558
-24% -$1.84M
BEAT
1533
DELISTED
BioTelemetry, Inc.
BEAT
$4.26M ﹤0.01%
110,534
+16,015
+17% +$737K
PRLB icon
1534
Protolabs
PRLB
$1.79B
$4.25M ﹤0.01%
55,846
-9,174
-14% -$850K
PPBI
1535
DELISTED
Pacific Premier Bancorp
PPBI
$4.25M ﹤0.01%
225,308
+83,362
+59% +$2.22M
PRGS icon
1536
Progress Software
PRGS
$1.66B
$4.24M ﹤0.01%
132,441
-42,510
-24% -$1.71M
ADSW
1537
DELISTED
Advanced Disposal Services Inc
ADSW
$4.23M ﹤0.01%
129,098
-11,248
-8% -$369K
FIX icon
1538
Comfort Systems
FIX
$60.9B
$4.23M ﹤0.01%
115,630
+32,080
+38% +$1.42M
MDC
1539
DELISTED
M.D.C. Holdings, Inc.
MDC
$4.22M ﹤0.01%
196,344
-7,136
-4% -$250K
FUL icon
1540
H.B. Fuller
FUL
$2.97B
$4.21M ﹤0.01%
150,839
-6,278
-4% -$264K
ADNT icon
1541
Adient
ADNT
$1.65B
$4.2M ﹤0.01%
462,818
-92,040
-17% -$1.85M
PEB icon
1542
Pebblebrook Hotel Trust
PEB
$2.15B
$4.19M ﹤0.01%
384,598
+149,370
+64% +$3.04M
UI icon
1543
Ubiquiti
UI
$33.7B
$4.18M ﹤0.01%
29,536
-7,178
-20% -$1.1M
TWOU
1544
DELISTED
2U Inc
TWOU
$4.18M ﹤0.01%
6,568
+253
+4% +$171K
SPGM icon
1545
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.72B
$4.18M ﹤0.01%
124,289
+19,762
+19% +$789K
CLF icon
1546
Cleveland-Cliffs
CLF
$6.57B
$4.18M ﹤0.01%
1,057,632
+343,218
+48% +$2.16M
UCB
1547
United Community Banks
UCB
$4.24B
$4.18M ﹤0.01%
228,169
-10,046
-4% -$259K
IRT icon
1548
Independence Realty Trust
IRT
$3.92B
$4.16M ﹤0.01%
465,722
+22,688
+5% +$307K
CBZ icon
1549
CBIZ
CBZ
$2.99B
$4.16M ﹤0.01%
198,921
-9,920
-5% -$253K
RH icon
1550
RH
RH
$3.13B
$4.16M ﹤0.01%
41,364
-21,746
-34% -$4.05M
60 61
62
63 64

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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.