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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
HUBB icon
1001
Hubbell
HUBB
$25B
$10.1M 0.01%
88,145
+6,112
+7% +$825K
OZK icon
1002
Bank OZK
OZK
$5.57B
$10.1M 0.01%
604,817
-112,696
-16% -$2.9M
FIVN icon
1003
FIVE9
FIVN
$2.12B
$10.1M 0.01%
131,620
-9,986
-7% -$712K
SIX
1004
DELISTED
Six Flags Entertainment Corp.
SIX
$10.1M 0.01%
801,546
+394,072
+97% +$11.7M
SPEM icon
1005
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.1B
$10M 0.01%
353,016
+315,779
+848% +$10.9M
AWP
1006
abrdn Global Premier Properties Fund
AWP
$375M
$10M 0.01%
788,497
+318,928
+68% +$5.72M
TXNM
1007
TXNM Energy Inc
TXNM
$6.42B
$10M 0.01%
263,720
-18,153
-6% -$880K
AUO
1008
DELISTED
AU Optronics Corp
AUO
$9.99M 0.01%
5,021,687
-66,573
-1% -$132K
WEN icon
1009
Wendy's
WEN
$1.4B
$9.99M 0.01%
671,417
-170,425
-20% -$3.35M
KPN
1010
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$9.97M 0.01%
4,226,314
-1,488,822
-26% -$3.51M
DISH
1011
DELISTED
DISH Network Corp.
DISH
$9.97M 0.01%
498,682
-21,397
-4% -$694K
BCPC
1012
Balchem Corp
BCPC
$5.23B
$9.96M 0.01%
100,924
+15,024
+17% +$1.54M
PTC icon
1013
PTC
PTC
$15.7B
$9.93M 0.01%
162,233
+4,208
+3% +$312K
VEU icon
1014
Vanguard FTSE All-World ex-US ETF
VEU
$66.8B
$9.93M 0.01%
242,080
+64,417
+36% +$3.17M
DCI icon
1015
Donaldson
DCI
$10.7B
$9.93M 0.01%
257,008
+19,438
+8% +$951K
CRUS icon
1016
Cirrus Logic
CRUS
$6.65B
$9.9M 0.01%
150,840
-11,626
-7% -$859K
USFD icon
1017
US Foods
USFD
$22.1B
$9.88M 0.01%
558,151
-68,539
-11% -$2.3M
HR icon
1018
Healthcare Realty
HR
$7.46B
$9.88M 0.01%
407,089
+40,753
+11% +$1.23M
SKX
1019
DELISTED
Skechers
SKX
$9.84M 0.01%
414,409
-93,372
-18% -$3.22M
KNX icon
1020
Knight Transportation
KNX
$11.3B
$9.83M 0.01%
299,709
-48,383
-14% -$1.71M
HELE icon
1021
Helen of Troy
HELE
$649M
$9.82M 0.01%
68,195
-803
-1% -$136K
ASH icon
1022
Ashland
ASH
$3.33B
$9.82M 0.01%
196,073
-44,054
-18% -$3.03M
HRB icon
1023
H&R Block
HRB
$5.61B
$9.81M 0.01%
696,573
+222,710
+47% +$4.66M
VC icon
1024
Visteon
VC
$2.8B
$9.8M 0.01%
204,186
-4,933
-2% -$358K
SJR
1025
DELISTED
Shaw Communications Inc.
SJR
$9.74M 0.01%
601,543
+25,903
+4% +$470K
39 40
41
42 43

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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.