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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
XLY icon
2101
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$1.72M ﹤0.01%
35,134
-17,154
-33% -$1.01M
ASPU
2102
DELISTED
ASPEN GROUP, INC.
ASPU
$1.72M ﹤0.01%
+215,272
New +$1.8M
CCRN
2103
DELISTED
Cross Country Healthcare
CCRN
$1.72M ﹤0.01%
254,964
+107,688
+73% +$1.02M
KRO icon
2104
KRONOS Worldwide
KRO
$693M
$1.72M ﹤0.01%
203,415
+47,030
+30% +$494K
PAG icon
2105
Penske Automotive Group
PAG
$14.3B
$1.72M ﹤0.01%
61,280
-7,164
-10% -$312K
PHX
2106
DELISTED
PHX Minerals
PHX
$1.72M ﹤0.01%
465,085
+347,856
+297% +$2.32M
SAH icon
2107
Sonic Automotive
SAH
$2.9B
$1.72M ﹤0.01%
129,168
-74,799
-37% -$1.95M
CNSL
2108
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$1.71M ﹤0.01%
376,603
-24,214
-6% -$123K
FLWS icon
2109
1-800-Flowers.com
FLWS
$250M
$1.71M ﹤0.01%
129,287
-623
-0.5% -$9.59K
ENDP
2110
DELISTED
Endo International plc
ENDP
$1.71M ﹤0.01%
461,762
-49,378
-10% -$250K
CHY
2111
Calamos Convertible and High Income Fund
CHY
$1.01B
$1.71M ﹤0.01%
+193,147
New +$2.07M
HCCI
2112
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$1.71M ﹤0.01%
105,020
-3,847
-4% -$97.5K
CMO
2113
DELISTED
Capstead Mortgage Corp.
CMO
$1.71M ﹤0.01%
406,054
-78,934
-16% -$563K
DDOG icon
2114
Datadog
DDOG
$95.4B
$1.7M ﹤0.01%
+47,154
New +$1.94M
SUZ icon
2115
Suzano
SUZ
$10.5B
$1.7M ﹤0.01%
247,007
+56,180
+29% +$485K
FORR icon
2116
Forrester Research
FORR
$223M
$1.69M ﹤0.01%
57,944
+14,880
+35% +$566K
VSTO
2117
DELISTED
Vista Outdoor Inc.
VSTO
$1.69M ﹤0.01%
192,549
+15,159
+9% +$115K
STR
2118
DELISTED
Sitio Royalties
STR
$1.69M ﹤0.01%
196,637
+156,850
+394% +$2.82M
LIVN icon
2119
LivaNova
LIVN
$4.4B
$1.69M ﹤0.01%
37,319
-5,623
-13% -$364K
NFBK
2120
DELISTED
Northfield Bancorp
NFBK
$1.69M ﹤0.01%
150,923
-29,103
-16% -$429K
REX icon
2121
REX American Resources
REX
$1.42B
$1.69M ﹤0.01%
217,764
+68,052
+45% +$773K
AUB icon
2122
Atlantic Union Bankshares
AUB
$6.02B
$1.69M ﹤0.01%
77,050
-926
-1% -$28.7K
BPFH
2123
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$1.67M ﹤0.01%
233,291
-2,749
-1% -$28.3K
CTBI icon
2124
Community Trust Bancorp
CTBI
$1.42B
$1.67M ﹤0.01%
52,362
-23,307
-31% -$942K
NX icon
2125
Quanex
NX
$819M
$1.67M ﹤0.01%
165,171
+64,604
+64% +$1.03M
83 84
85
86 87

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MCM
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PSUF
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BAM
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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.