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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
SSTK icon
1801
Shutterstock
SSTK
$198M
$2.83M ﹤0.01%
87,950
-1,795
-2% -$71.7K
EPAC icon
1802
Enerpac Tool Group
EPAC
$1.83B
$2.82M ﹤0.01%
170,430
-49,746
-23% -$1.1M
NWS icon
1803
News Corp Class B
NWS
$16.9B
$2.82M ﹤0.01%
313,807
+162,218
+107% +$2.09M
VRE
1804
DELISTED
Veris Residential
VRE
$2.82M ﹤0.01%
185,194
-61,840
-25% -$1.26M
HTLD icon
1805
Heartland Express
HTLD
$948M
$2.82M ﹤0.01%
151,827
+7,128
+5% +$135K
CADE
1806
DELISTED
Cadence Bancorporation
CADE
$2.8M ﹤0.01%
427,875
+232,508
+119% +$3.21M
PBF icon
1807
PBF Energy
PBF
$8.57B
$2.8M ﹤0.01%
395,813
+63,650
+19% +$1.43M
BIG
1808
DELISTED
Big Lots, Inc.
BIG
$2.8M ﹤0.01%
196,829
-108,310
-35% -$2.45M
CHGG icon
1809
Chegg
CHGG
$110M
$2.79M ﹤0.01%
78,049
-220
-0.3% -$8.59K
LBRDA icon
1810
Liberty Broadband Class A
LBRDA
$4.89B
$2.79M ﹤0.01%
26,105
+2,074
+9% +$254K
MATV icon
1811
Mativ Holdings
MATV
$481M
$2.79M ﹤0.01%
100,117
-19,364
-16% -$650K
ETJ
1812
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$567M
$2.78M ﹤0.01%
+334,486
New +$3.02M
PBI icon
1813
Pitney Bowes
PBI
$2.4B
$2.78M ﹤0.01%
1,364,452
-201,066
-13% -$689K
NOVT icon
1814
Novanta
NOVT
$5.08B
$2.78M ﹤0.01%
34,772
-5,923
-15% -$529K
KN icon
1815
Knowles
KN
$3.13B
$2.78M ﹤0.01%
207,543
-119,284
-36% -$2.07M
PEGA icon
1816
Pegasystems
PEGA
$5.02B
$2.77M ﹤0.01%
77,906
+20,446
+36% +$858K
TIVO
1817
DELISTED
Tivo Inc
TIVO
$2.77M ﹤0.01%
391,473
-99,926
-20% -$737K
CVCO icon
1818
Cavco Industries
CVCO
$4.22B
$2.77M ﹤0.01%
19,092
+2,622
+16% +$515K
OVV icon
1819
Ovintiv
OVV
$17.3B
$2.77M ﹤0.01%
1,024,862
+502,617
+96% +$6.6M
SAFE
1820
Safehold
SAFE
$1.16B
$2.77M ﹤0.01%
53,555
-2,676
-5% -$181K
LTHM
1821
DELISTED
Livent Corporation
LTHM
$2.77M ﹤0.01%
526,820
-838,077
-61% -$7.05M
CFFN icon
1822
Capitol Federal Financial
CFFN
$1.09B
$2.76M ﹤0.01%
237,878
-96,254
-29% -$1.23M
FBC
1823
DELISTED
Flagstar Bancorp, Inc. New
FBC
$2.75M ﹤0.01%
138,951
+25,384
+22% +$821K
PRK icon
1824
Park National Corp
PRK
$3.76B
$2.75M ﹤0.01%
35,398
+15,499
+78% +$1.44M
ALRM icon
1825
Alarm.com
ALRM
$2.71B
$2.74M ﹤0.01%
70,345
+9,799
+16% +$427K
71 72
73
74 75

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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.