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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
BKR icon
626
Baker Hughes
BKR
$58.3B
$22.1M 0.02%
2,101,761
-156,876
-7% -$2.95M
VER
627
DELISTED
VEREIT, Inc.
VER
$22.1M 0.02%
901,949
-501,087
-36% -$21.2M
SGEN
628
DELISTED
Seagen Inc. Common Stock
SGEN
$22M 0.02%
190,886
+18,900
+11% +$2.09M
POOL icon
629
Pool Corp
POOL
$7.05B
$21.9M 0.02%
111,148
+314
+0.3% +$66.8K
RVTY icon
630
Revvity
RVTY
$12.6B
$21.9M 0.02%
290,470
-1,492
-0.5% -$132K
HWM icon
631
Howmet Aerospace
HWM
$109B
$21.8M 0.02%
1,772,266
-193,661
-10% -$4.03M
POR icon
632
Portland General Electric
POR
$5.82B
$21.8M 0.02%
454,145
-55,769
-11% -$3.12M
IR icon
633
Ingersoll Rand
IR
$33.1B
$21.8M 0.02%
877,458
+700,480
+396% +$22.2M
FFIV icon
634
F5
FFIV
$22B
$21.7M 0.02%
203,741
+5,557
+3% +$680K
PAYC icon
635
Paycom
PAYC
$7.88B
$21.6M 0.02%
106,756
+8,622
+9% +$2.36M
E icon
636
ENI
E
$78B
$21.6M 0.02%
1,087,832
+219,670
+25% +$5.57M
GLPI icon
637
Gaming and Leisure Properties
GLPI
$13B
$21.3M 0.02%
767,306
-64,053
-8% -$2.63M
REP
638
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$21.2M 0.02%
2,347,775
+248,512
+12% +$2.25M
CY
639
DELISTED
Cypress Semiconductor
CY
$21.2M 0.02%
908,299
-92,695
-9% -$2.12M
ACIW icon
640
ACI Worldwide
ACIW
$6.12B
$21.1M 0.02%
875,586
-7,876
-0.9% -$251K
AV
641
DELISTED
Aviva Plc
AV
$21.1M 0.02%
3,208,100
+732,310
+30% +$4.81M
LYV icon
642
Live Nation Entertainment
LYV
$42.9B
$21.1M 0.02%
463,275
-6,622
-1% -$409K
LSXMK
643
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$21M 0.02%
871,922
-4,437
-0.5% -$149K
AMCR icon
644
Amcor
AMCR
$21.2B
$21M 0.02%
516,697
-44,645
-8% -$2.14M
TECD
645
DELISTED
Tech Data Corp
TECD
$20.9M 0.02%
159,842
-53,015
-25% -$7.35M
AEL
646
DELISTED
American Equity Investment Life Holding Company
AEL
$20.8M 0.02%
1,106,898
+98,908
+10% +$2.52M
VTRS icon
647
Viatris
VTRS
$20.8B
$20.7M 0.02%
1,389,609
-356,100
-20% -$6.82M
PANW icon
648
Palo Alto Networks
PANW
$256B
$20.7M 0.02%
757,878
-49,584
-6% -$1.73M
IRM icon
649
Iron Mountain
IRM
$35.9B
$20.6M 0.02%
865,256
+81,950
+10% +$2.48M
MGA icon
650
Magna International
MGA
$18.8B
$20.6M 0.02%
644,701
-113,726
-15% -$5.25M
24 25
26
27 28

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AF
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MCM
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PSUF
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IA
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SCC
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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.