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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
NHC icon
1701
National Healthcare
NHC
$3.53B
$3.32M ﹤0.01%
46,222
-27,904
-38% -$2.21M
VRTU
1702
DELISTED
Virtusa Corporation
VRTU
$3.31M ﹤0.01%
116,458
+25,248
+28% +$1.03M
SPDW icon
1703
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$40.2B
$3.3M ﹤0.01%
138,001
-1,734,538
-93% -$49.6M
FHB icon
1704
First Hawaiian
FHB
$3.38B
$3.29M ﹤0.01%
199,128
-180,508
-48% -$4.56M
EPAY
1705
DELISTED
Bottomline Technologies Inc
EPAY
$3.29M ﹤0.01%
89,824
-18,018
-17% -$830K
JBSS icon
1706
John B. Sanfilippo & Son
JBSS
$967M
$3.29M ﹤0.01%
36,776
-4,305
-10% -$347K
AVNT icon
1707
Avient
AVNT
$3.33B
$3.29M ﹤0.01%
173,258
-30,745
-15% -$860K
KTB icon
1708
Kontoor Brands
KTB
$4.63B
$3.29M ﹤0.01%
171,405
-42,523
-20% -$1.52M
MODN
1709
DELISTED
MODEL N, INC.
MODN
$3.29M ﹤0.01%
147,962
+24,902
+20% +$727K
ARI
1710
Apollo Commercial Real Estate
ARI
$867M
$3.28M ﹤0.01%
442,644
-53,415
-11% -$834K
UNFI icon
1711
United Natural Foods
UNFI
$3.08B
$3.28M ﹤0.01%
357,358
-50,191
-12% -$398K
USPH icon
1712
US Physical Therapy
USPH
$1.2B
$3.28M ﹤0.01%
47,553
-7,196
-13% -$759K
GGB icon
1713
Gerdau
GGB
$9.74B
$3.28M ﹤0.01%
2,163,784
+262,455
+14% +$832K
MINI
1714
DELISTED
Mobile Mini Inc
MINI
$3.28M ﹤0.01%
124,942
-9,625
-7% -$350K
LZB icon
1715
La-Z-Boy
LZB
$1.58B
$3.27M ﹤0.01%
159,280
-22,816
-13% -$648K
IMKTA icon
1716
Ingles Markets
IMKTA
$1.71B
$3.24M ﹤0.01%
89,533
-14,838
-14% -$587K
CALY
1717
Callaway Golf Company
CALY
$3.32B
$3.23M ﹤0.01%
315,655
-21,310
-6% -$367K
FG
1718
DELISTED
FGL Holdings Ordinary Shares
FG
$3.22M ﹤0.01%
328,303
+85,769
+35% +$906K
ENPH icon
1719
Enphase Energy
ENPH
$4.96B
$3.21M ﹤0.01%
99,528
+47,402
+91% +$1.79M
DO
1720
DELISTED
Diamond Offshore Drilling
DO
$3.21M ﹤0.01%
1,756,233
+751,578
+75% +$3.07M
MLI icon
1721
Mueller Industries
MLI
$14.7B
$3.21M ﹤0.01%
536,868
-92,488
-15% -$665K
GOF icon
1722
Guggenheim Strategic Opportunities Fund
GOF
$2.23B
$3.21M ﹤0.01%
+210,505
New +$3.69M
ANAT
1723
DELISTED
American National Group, Inc. Common Stock
ANAT
$3.2M ﹤0.01%
38,836
-4,516
-10% -$456K
WDR
1724
DELISTED
Waddell & Reed Financial, Inc.
WDR
$3.19M ﹤0.01%
280,569
-122,036
-30% -$1.82M
RETA
1725
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$3.19M ﹤0.01%
22,101
-5,564
-20% -$1.07M
67 68
69
70 71

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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.