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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
BCX icon
1976
BlackRock Resources & Commodities Strategy Trust
BCX
$919M
$2.12M ﹤0.01%
419,996
+175,877
+72% +$1.2M
HFWA icon
1977
Heritage Financial
HFWA
$1.22B
$2.12M ﹤0.01%
105,865
+15,508
+17% +$383K
SCS
1978
DELISTED
Steelcase
SCS
$2.11M ﹤0.01%
213,501
-121,487
-36% -$2M
CZR icon
1979
Caesars Entertainment
CZR
$6.06B
$2.1M ﹤0.01%
146,098
-93,224
-39% -$4.36M
GOOD
1980
Gladstone Commercial Corp
GOOD
$605M
$2.1M ﹤0.01%
146,451
+18,006
+14% +$343K
VMO icon
1981
Invesco Municipal Opportunity Trust
VMO
$651M
$2.1M ﹤0.01%
183,604
-259,706
-59% -$3.21M
PRDO icon
1982
Perdoceo Education
PRDO
$1.99B
$2.1M ﹤0.01%
194,157
-51,595
-21% -$802K
WIRE
1983
DELISTED
Encore Wire Corp
WIRE
$2.1M ﹤0.01%
49,904
-1,450
-3% -$74.8K
XLI icon
1984
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$2.09M ﹤0.01%
35,454
-10,865
-23% -$819K
CVA
1985
DELISTED
Covanta Holding Corporation
CVA
$2.09M ﹤0.01%
244,257
-61,227
-20% -$825K
MBI icon
1986
MBIA
MBI
$261M
$2.07M ﹤0.01%
289,924
-145,595
-33% -$1.23M
UIS icon
1987
Unisys
UIS
$209M
$2.07M ﹤0.01%
167,477
-53,840
-24% -$689K
MAGN
1988
Magnera Corp
MAGN
$472M
$2.06M ﹤0.01%
12,994
-3,124
-19% -$615K
AX icon
1989
Axos Financial
AX
$5.77B
$2.06M ﹤0.01%
113,561
-79,268
-41% -$1.99M
AVYA
1990
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$2.06M ﹤0.01%
254,410
-98,718
-28% -$1.17M
ATRI
1991
DELISTED
Atrion Corp
ATRI
$2.06M ﹤0.01%
3,165
+268
+9% +$183K
GSH
1992
DELISTED
Guangshen Railway Co. Ltd
GSH
$2.05M ﹤0.01%
192,275
-782,221
-80% -$10.5M
MOFG
1993
DELISTED
MidWestOne Financial Group
MOFG
$2.05M ﹤0.01%
97,916
+87,637
+853% +$2.58M
IIPR icon
1994
Innovative Industrial Properties
IIPR
$1.71B
$2.04M ﹤0.01%
26,936
+2,083
+8% +$176K
PLAN
1995
DELISTED
Anaplan, Inc.
PLAN
$2.04M ﹤0.01%
67,381
-36,272
-35% -$1.81M
PFS icon
1996
Provident Financial Services
PFS
$3.22B
$2.03M ﹤0.01%
157,897
-82,179
-34% -$1.67M
UGP icon
1997
Ultrapar
UGP
$6.95B
$2.03M ﹤0.01%
834,968
-153,954
-16% -$739K
WGO icon
1998
Winnebago Industries
WGO
$856M
$2.03M ﹤0.01%
72,872
+10,501
+17% +$507K
LTM
1999
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$2.03M ﹤0.01%
765,063
-76,267
-9% -$548K
CSFL
2000
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$2.03M ﹤0.01%
117,601
+17,872
+18% +$387K
78 79
80
81 82

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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.