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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
ABCB icon
1626
Ameris Bancorp
ABCB
$5.85B
$3.73M ﹤0.01%
157,216
+601
+0.4% +$21.4K
CMP icon
1627
Compass Minerals
CMP
$1.23B
$3.73M ﹤0.01%
97,079
-14,686
-13% -$800K
PLAY icon
1628
Dave & Buster's
PLAY
$377M
$3.73M ﹤0.01%
285,421
+9,427
+3% +$323K
CHNG
1629
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$3.73M ﹤0.01%
373,466
+308,213
+472% +$4.31M
AMCX icon
1630
AMC Global Media
AMCX
$492M
$3.73M ﹤0.01%
153,368
+56,976
+59% +$1.93M
NBTB icon
1631
NBT Bancorp
NBTB
$2.74B
$3.72M ﹤0.01%
114,972
-27,250
-19% -$998K
APAM icon
1632
Artisan Partners
APAM
$2.79B
$3.71M ﹤0.01%
172,727
+76,149
+79% +$2.28M
GDOT icon
1633
Green Dot
GDOT
$743M
$3.71M ﹤0.01%
146,033
-245,021
-63% -$7.05M
ROG icon
1634
Rogers Corp
ROG
$2.21B
$3.71M ﹤0.01%
39,268
+1,985
+5% +$226K
BPYU
1635
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
$3.71M ﹤0.01%
436,700
+125,739
+40% +$2.04M
CHDN icon
1636
Churchill Downs
CHDN
$5.88B
$3.66M ﹤0.01%
71,182
-45,960
-39% -$2.96M
PAHC icon
1637
Phibro Animal Health
PAHC
$1.47B
$3.66M ﹤0.01%
151,605
+60,189
+66% +$1.47M
TCBI icon
1638
Texas Capital Bancshares
TCBI
$4.3B
$3.66M ﹤0.01%
165,171
+6,739
+4% +$313K
VISN
1639
Vistance Networks Inc
VISN
$2.65B
$3.66M ﹤0.01%
401,785
-148,600
-27% -$1.73M
AMJ
1640
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$3.65M ﹤0.01%
404,689
-1,829,627
-82% -$32M
CMPR icon
1641
Cimpress
CMPR
$2.39B
$3.64M ﹤0.01%
68,370
-19,091
-22% -$1.94M
MQT
1642
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$3.63M ﹤0.01%
294,143
-27,183
-8% -$351K
HALO icon
1643
Halozyme
HALO
$9.79B
$3.6M ﹤0.01%
200,412
-55,121
-22% -$1.05M
MNK
1644
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$3.6M ﹤0.01%
1,820,210
+374,734
+26% +$1.42M
EGIO
1645
DELISTED
Edgio, Inc. Common Stock
EGIO
$3.6M ﹤0.01%
15,788
-9,224
-37% -$1.83M
CBD
1646
DELISTED
Companhia Brasileira de Distribuicao
CBD
$3.59M ﹤0.01%
284,462
-76,742
-21% -$1.37M
CLDR
1647
DELISTED
Cloudera, Inc.
CLDR
$3.59M ﹤0.01%
455,666
+60,406
+15% +$590K
SFNC icon
1648
Simmons First National
SFNC
$3.41B
$3.58M ﹤0.01%
194,740
-18,065
-8% -$410K
PAC icon
1649
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$3.58M ﹤0.01%
66,410
-4,385
-6% -$472K
AVAL icon
1650
Grupo Aval
AVAL
$6.27B
$3.58M ﹤0.01%
817,240
+171,304
+27% +$1.29M
64 65
66
67 68

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.