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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
CPK icon
1126
Chesapeake Utilities
CPK
$3.16B
$8.27M 0.01%
96,499
+49,081
+104% +$4.56M
JRI icon
1127
Nuveen Real Asset Income & Growth Fund
JRI
$353M
$8.27M 0.01%
837,838
+66,435
+9% +$1.08M
AEG icon
1128
Aegon
AEG
$13.9B
$8.26M 0.01%
3,595,012
+1,126,420
+46% +$3.75M
ADC icon
1129
Agree Realty
ADC
$9.34B
$8.25M 0.01%
133,235
+27,654
+26% +$1.97M
ENSG icon
1130
The Ensign Group
ENSG
$10.2B
$8.2M 0.01%
218,001
-13,206
-6% -$579K
GNW icon
1131
Genworth Financial
GNW
$3.77B
$8.19M 0.01%
2,465,269
+123,024
+5% +$510K
WAFD icon
1132
WaFd
WAFD
$2.69B
$8.16M 0.01%
314,427
+13,331
+4% +$426K
FHI icon
1133
Federated Hermes
FHI
$4.51B
$8.16M 0.01%
428,319
-62,765
-13% -$1.86M
EXLS icon
1134
EXL Service
EXLS
$5.19B
$8.16M 0.01%
783,925
+174,800
+29% +$2.38M
R icon
1135
Ryder
R
$9.89B
$8.15M 0.01%
308,402
-9,304
-3% -$392K
SSD icon
1136
Simpson Manufacturing
SSD
$7.67B
$8.15M 0.01%
131,555
+17,706
+16% +$1.38M
DNKN
1137
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$8.14M 0.01%
153,362
-4,338
-3% -$301K
MRCY icon
1138
Mercury Systems
MRCY
$5.7B
$8.14M 0.01%
114,126
+17,740
+18% +$1.34M
HLF icon
1139
Herbalife
HLF
$1.25B
$8.12M 0.01%
278,310
-9,835
-3% -$366K
KMPR icon
1140
Kemper
KMPR
$1.68B
$8.11M 0.01%
109,089
+10,863
+11% +$814K
UFPI icon
1141
UFP Industries
UFPI
$4.9B
$8.07M 0.01%
217,015
-5,268
-2% -$242K
LPLA icon
1142
LPL Financial
LPLA
$27.9B
$8.06M 0.01%
148,132
-21,391
-13% -$1.72M
PINC
1143
DELISTED
Premier
PINC
$8.06M 0.01%
246,322
-29,692
-11% -$968K
NSIT icon
1144
Insight Enterprises
NSIT
$3.83B
$8.06M 0.01%
191,277
-1,059
-0.6% -$61.3K
VKQ icon
1145
Invesco Municipal Trust
VKQ
$540M
$8.06M 0.01%
688,683
-208,173
-23% -$2.57M
EXEL icon
1146
Exelixis
EXEL
$13.5B
$8.05M 0.01%
467,583
+52,414
+13% +$959K
ERIE icon
1147
Erie Indemnity
ERIE
$12.8B
$8.04M 0.01%
54,201
-15,019
-22% -$2.42M
NCLH icon
1148
Norwegian Cruise Line
NCLH
$8.43B
$8.04M 0.01%
733,075
-2,931
-0.4% -$118K
ITT icon
1149
ITT
ITT
$17.1B
$8M 0.01%
176,424
+2,158
+1% +$134K
RYAAY icon
1150
Ryanair
RYAAY
$30.5B
$8M 0.01%
376,533
-87,017
-19% -$2.74M
44 45
46
47 48

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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.