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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
VVR icon
1026
Invesco Senior Income Trust
VVR
$459M
$9.74M 0.01%
3,025,177
+2,867,591
+1,820% +$11.4M
AAWW
1027
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$9.73M 0.01%
379,018
+167,593
+79% +$4.19M
COHR icon
1028
Coherent
COHR
$48.7B
$9.72M 0.01%
341,219
-82,724
-20% -$2.69M
ELAN icon
1029
Elanco Animal Health
ELAN
$13.2B
$9.71M 0.01%
433,577
+95,338
+28% +$2.61M
BBBY
1030
DELISTED
Bed Bath & Beyond Inc
BBBY
$9.7M 0.01%
2,304,131
-60,370
-3% -$703K
COLM icon
1031
Columbia Sportswear
COLM
$3.21B
$9.7M 0.01%
139,014
+4,917
+4% +$417K
IONS icon
1032
Ionis Pharmaceuticals
IONS
$8.85B
$9.68M 0.01%
204,824
+12,228
+6% +$682K
BHF icon
1033
Brighthouse Financial
BHF
$3.64B
$9.68M 0.01%
400,521
-68,279
-15% -$2.42M
BDJ icon
1034
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.71B
$9.67M 0.01%
1,481,484
-641,128
-30% -$5.47M
COR
1035
DELISTED
Coresite Realty Corporation
COR
$9.67M 0.01%
83,421
-14,443
-15% -$1.61M
ICL icon
1036
ICL Group
ICL
$6.69B
$9.65M 0.01%
3,144,884
+878,568
+39% +$3.4M
GTLS
1037
DELISTED
Chart Industries
GTLS
$9.62M 0.01%
332,086
+263,468
+384% +$14.3M
NEO icon
1038
NeoGenomics
NEO
$2.04B
$9.6M 0.01%
347,713
-67,103
-16% -$2.01M
IPHI
1039
DELISTED
INPHI CORPORATION
IPHI
$9.59M 0.01%
121,102
+30,438
+34% +$2.37M
FLS icon
1040
Flowserve
FLS
$9.63B
$9.58M 0.01%
401,055
+36,212
+10% +$1.46M
OGS icon
1041
ONE Gas
OGS
$4.9B
$9.57M 0.01%
114,399
-12,690
-10% -$1.12M
EME icon
1042
Emcor
EME
$35.4B
$9.52M 0.01%
155,252
-14,918
-9% -$1.15M
STMP
1043
DELISTED
Stamps.com, Inc.
STMP
$9.51M 0.01%
73,126
+6,605
+10% +$692K
NNN icon
1044
NNN REIT
NNN
$9.16B
$9.48M 0.01%
294,573
+19,552
+7% +$982K
PODD icon
1045
Insulet
PODD
$11.5B
$9.48M 0.01%
57,219
+6,633
+13% +$1.21M
NOK icon
1046
Nokia
NOK
$50.7B
$9.46M 0.01%
3,051,594
+878,940
+40% +$3.27M
CW icon
1047
Curtiss-Wright
CW
$26.5B
$9.45M 0.01%
102,272
+18,930
+23% +$2.43M
ITRI icon
1048
Itron
ITRI
$4.33B
$9.45M 0.01%
169,256
-1,380
-0.8% -$105K
GHC icon
1049
Graham Holdings Company
GHC
$5.28B
$9.41M 0.01%
27,570
-43
-0.2% -$21.8K
DELL icon
1050
Dell
DELL
$262B
$9.38M 0.01%
468,092
+8,687
+2% +$200K
40 41
42
43 44

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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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ACI
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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.