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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
TWO
1101
Two Harbors Investment
TWO
$1.27B
$8.61M 0.01%
565,084
+336,403
+147% +$17.2M
DEA
1102
Easterly Government Properties
DEA
$1.15B
$8.58M 0.01%
139,303
+18,261
+15% +$1.09M
SAFM
1103
DELISTED
Sanderson Farms Inc
SAFM
$8.58M 0.01%
69,551
+3,041
+5% +$424K
FHN icon
1104
First Horizon
FHN
$12.1B
$8.57M 0.01%
1,063,752
-187,105
-15% -$2.59M
ARMK icon
1105
Aramark
ARMK
$15.1B
$8.56M 0.01%
593,859
+35,748
+6% +$941K
NATI
1106
DELISTED
National Instruments Corp
NATI
$8.56M 0.01%
258,754
-33,500
-11% -$1.34M
WTS icon
1107
Watts Water Technologies
WTS
$11.5B
$8.54M 0.01%
100,841
-2,710
-3% -$259K
SC
1108
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$8.52M 0.01%
612,592
-153,970
-20% -$3.43M
STRA icon
1109
Strategic Education
STRA
$1.92B
$8.52M 0.01%
60,955
-1,569
-3% -$240K
AIF
1110
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$8.52M 0.01%
751,684
+67,675
+10% +$964K
MAT icon
1111
Mattel
MAT
$4.42B
$8.51M 0.01%
965,382
-77,787
-7% -$954K
TTD icon
1112
Trade Desk
TTD
$8.59B
$8.5M 0.01%
440,230
-42,150
-9% -$1.09M
REXR icon
1113
Rexford Industrial Realty
REXR
$8.56B
$8.48M 0.01%
206,768
+39,339
+23% +$1.81M
ONC
1114
BeOne Medicines Ltd
ONC
$33.4B
$8.45M 0.01%
68,622
+4,458
+7% +$697K
SBH icon
1115
Sally Beauty Holdings
SBH
$1.46B
$8.45M 0.01%
1,045,409
+110,104
+12% +$1.46M
VSH icon
1116
Vishay Intertechnology
VSH
$5.18B
$8.42M 0.01%
584,375
-223,442
-28% -$4.22M
TFSL icon
1117
TFS Financial
TFSL
$5.06B
$8.39M 0.01%
549,674
-77,604
-12% -$1.52M
VTA
1118
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$8.37M 0.01%
1,049,394
+557,220
+113% +$5.88M
TCOM icon
1119
Trip.com Group
TCOM
$29.3B
$8.37M 0.01%
356,709
-37,056
-9% -$1.16M
SPXC icon
1120
SPX Corp
SPXC
$9.98B
$8.36M 0.01%
256,099
-183
-0.1% -$8.24K
WKC icon
1121
World Kinect Corp
WKC
$2.03B
$8.35M 0.01%
331,462
+53,908
+19% +$1.84M
FSD
1122
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$8.34M 0.01%
684,852
+195,190
+40% +$2.84M
QTS
1123
DELISTED
QTS REALTY TRUST, INC.
QTS
$8.31M 0.01%
143,321
+38,260
+36% +$2.14M
BKI
1124
DELISTED
Black Knight, Inc. Common Stock
BKI
$8.3M 0.01%
143,038
-620
-0.4% -$40.6K
OLED icon
1125
Universal Display
OLED
$3.76B
$8.29M 0.01%
62,918
-1,047
-2% -$180K
43 44
45
46 47

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MCM
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PSUF
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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.