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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
UDR icon
551
UDR
UDR
$12.8B
$26.9M 0.02%
737,264
+58,483
+9% +$2.65M
RDS.B
552
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$26.9M 0.02%
823,070
+8,551
+1% +$401K
BNS icon
553
Scotiabank
BNS
$105B
$26.8M 0.02%
660,053
+37,754
+6% +$1.91M
RDY icon
554
Dr. Reddy's Laboratories
RDY
$9.8B
$26.8M 0.02%
3,321,585
+179,285
+6% +$1.49M
ULTA icon
555
Ulta Beauty
ULTA
$21.8B
$26.7M 0.02%
151,954
-9,812
-6% -$2.45M
BXP icon
556
Boston Properties
BXP
$11.6B
$26.6M 0.02%
288,814
-8,494
-3% -$1.09M
BIO icon
557
Bio-Rad Laboratories Class A
BIO
$8.76B
$26.6M 0.02%
75,840
-9,024
-11% -$3.32M
KMX icon
558
CarMax
KMX
$8.39B
$26.6M 0.02%
493,665
-140,297
-22% -$11.9M
STE icon
559
Steris
STE
$22.9B
$26.5M 0.02%
189,316
+20,689
+12% +$3.09M
BBD icon
560
Banco Bradesco
BBD
$37.4B
$26.5M 0.02%
8,683,357
-292,494
-3% -$1.5M
CSL icon
561
Carlisle Companies
CSL
$13.5B
$26.5M 0.02%
211,235
-2,110
-1% -$313K
FANG icon
562
Diamondback Energy
FANG
$56B
$26.4M 0.02%
1,006,393
+674,990
+204% +$42.5M
VTR icon
563
Ventas
VTR
$47.5B
$26.4M 0.02%
983,486
-170,489
-15% -$8.47M
AFG icon
564
American Financial Group
AFG
$11.9B
$26.3M 0.02%
375,328
+114,591
+44% +$11.1M
CNP icon
565
CenterPoint Energy
CNP
$28.3B
$26.3M 0.02%
1,699,956
+194,383
+13% +$4.46M
TLS
566
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$26.2M 0.02%
2,771,442
-160,877
-5% -$1.52M
LW icon
567
Lamb Weston
LW
$7.42B
$26.2M 0.02%
458,062
-14,558
-3% -$1.2M
TRP icon
568
TC Energy
TRP
$70.1B
$26.2M 0.02%
590,382
+203,647
+53% +$10.3M
FCX icon
569
Freeport-McMoran
FCX
$86.2B
$26.1M 0.02%
3,865,933
+64,308
+2% +$673K
PUK icon
570
Prudential
PUK
$36.4B
$26.1M 0.02%
1,084,564
-60,741
-5% -$1.93M
NAB
571
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$26M 0.02%
5,093,760
-110,014
-2% -$561K
SIVB
572
DELISTED
SVB Financial Group
SIVB
$26M 0.02%
171,795
+50,238
+41% +$11.1M
WRB icon
573
W.R. Berkley
WRB
$28.1B
$25.9M 0.02%
1,116,862
+249,806
+29% +$7.44M
TDY icon
574
Teledyne Technologies
TDY
$29.2B
$25.8M 0.02%
86,940
-12,948
-13% -$4.45M
XOP icon
575
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
$25.8M 0.02%
783,336
+8,274
+1% +$548K
21 22
23
24 25

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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.