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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
VICI icon
901
VICI Properties
VICI
$29B
$12M 0.01%
723,745
+62,082
+9% +$1.45M
NXST icon
902
Nexstar Media Group
NXST
$5.88B
$12M 0.01%
208,158
-11,669
-5% -$1.23M
DHC
903
Diversified Healthcare Trust
DHC
$2.17B
$12M 0.01%
3,309,305
+1,901,738
+135% +$12.5M
TKR icon
904
Timken Company
TKR
$9.46B
$12M 0.01%
370,625
+147,082
+66% +$6.96M
SYNH
905
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$12M 0.01%
304,025
-2,230
-0.7% -$130K
FMS icon
906
Fresenius Medical Care
FMS
$13.8B
$12M 0.01%
365,157
+84,693
+30% +$3.15M
IGR
907
CBRE Global Real Estate Income Fund
IGR
$718M
$12M 0.01%
2,284,486
+596,640
+35% +$4.35M
BVN icon
908
Compañía de Minas Buenaventura
BVN
$8.09B
$12M 0.01%
1,640,646
-52,098
-3% -$593K
PBH icon
909
Prestige Consumer Healthcare
PBH
$2.37B
$11.9M 0.01%
325,019
-79,153
-20% -$3.07M
DAR icon
910
Darling Ingredients
DAR
$9.69B
$11.9M 0.01%
621,060
-83,540
-12% -$2.12M
TTEK icon
911
Tetra Tech
TTEK
$8.42B
$11.9M 0.01%
840,320
-13,770
-2% -$235K
KDP icon
912
Keurig Dr Pepper
KDP
$43B
$11.9M 0.01%
488,765
+75,094
+18% +$2.03M
AVT icon
913
Avnet
AVT
$7.12B
$11.9M 0.01%
472,142
+55,984
+13% +$1.91M
LXP icon
914
LXP Industrial Trust
LXP
$3.52B
$11.8M 0.01%
238,484
-25,038
-10% -$1.33M
FR icon
915
First Industrial Realty Trust
FR
$8.75B
$11.8M 0.01%
355,640
+23,938
+7% +$950K
RGEN icon
916
Repligen
RGEN
$7.03B
$11.8M 0.01%
122,152
+17,443
+17% +$1.68M
BLD
917
DELISTED
TopBuild
BLD
$11.7M 0.01%
163,731
-21,080
-11% -$2.15M
AGNC icon
918
AGNC Investment
AGNC
$12.7B
$11.7M 0.01%
1,101,817
+391,779
+55% +$6.54M
DSU icon
919
BlackRock Debt Strategies Fund
DSU
$591M
$11.7M 0.01%
1,379,211
-28,652
-2% -$298K
TTC icon
920
Toro Company
TTC
$8.72B
$11.6M 0.01%
178,882
-8,115
-4% -$616K
CBSH icon
921
Commerce Bancshares
CBSH
$8.55B
$11.6M 0.01%
309,718
+27,096
+10% +$1.28M
ENTG icon
922
Entegris
ENTG
$17.8B
$11.6M 0.01%
259,841
+20,016
+8% +$1.04M
BFH icon
923
Bread Financial
BFH
$4.47B
$11.6M 0.01%
432,469
+271,388
+168% +$18.5M
COUP
924
DELISTED
Coupa Software Incorporated
COUP
$11.6M 0.01%
83,085
+521
+0.6% +$80.6K
QVCGA
925
DELISTED
QVC Group Inc Series A
QVCGA
$11.6M 0.01%
39,156
+12,751
+48% +$4.55M
35 36
37
38 39

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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.