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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
FOX icon
1201
Fox Class B
FOX
$21.9B
$7.27M 0.01%
317,784
+96,252
+43% +$3.11M
LPX icon
1202
Louisiana-Pacific
LPX
$5.06B
$7.25M 0.01%
421,683
+10,624
+3% +$294K
SYKE
1203
DELISTED
SYKES Enterprises Inc
SYKE
$7.22M 0.01%
266,298
+52,043
+24% +$1.68M
CRI icon
1204
Carter's
CRI
$1.42B
$7.21M 0.01%
109,633
-14,872
-12% -$1.43M
IQI icon
1205
Invesco Quality Municipal Securities
IQI
$525M
$7.2M 0.01%
614,945
-156,733
-20% -$1.95M
CBU icon
1206
Community Bank
CBU
$3.4B
$7.2M 0.01%
122,457
+4,572
+4% +$297K
EAT icon
1207
Brinker International
EAT
$9.08B
$7.2M 0.01%
599,447
+279,937
+88% +$9.42M
QSR icon
1208
Restaurant Brands International
QSR
$25.8B
$7.18M 0.01%
179,438
-7,385
-4% -$418K
SPR
1209
DELISTED
Spirit AeroSystems
SPR
$7.17M 0.01%
299,780
+10,507
+4% +$581K
CVI icon
1210
CVR Energy
CVI
$3.6B
$7.17M 0.01%
433,610
+206,665
+91% +$6.22M
RBC icon
1211
RBC Bearings
RBC
$17.5B
$7.16M 0.01%
63,471
-3,307
-5% -$512K
ABEV icon
1212
Ambev
ABEV
$48.1B
$7.16M 0.01%
3,111,834
-1,654,258
-35% -$5.98M
MFGP
1213
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$7.15M 0.01%
1,409,637
+1,007,379
+250% +$10.2M
WWE
1214
DELISTED
World Wrestling Entertainment
WWE
$7.13M 0.01%
210,133
+94,301
+81% +$4.57M
ALE
1215
DELISTED
Allete
ALE
$7.13M 0.01%
117,427
-34,620
-23% -$2.62M
MD icon
1216
Pediatrix Medical
MD
$2.16B
$7.12M 0.01%
611,989
+6,137
+1% +$127K
OFG icon
1217
OFG Bancorp
OFG
$2.23B
$7.12M 0.01%
637,235
+164,670
+35% +$2.95M
GPK icon
1218
Graphic Packaging
GPK
$3.19B
$7.12M 0.01%
583,838
-255,777
-30% -$3.77M
CBRL icon
1219
Cracker Barrel
CBRL
$1.26B
$7.12M 0.01%
85,559
+12,256
+17% +$1.68M
IDCC icon
1220
InterDigital
IDCC
$7.81B
$7.1M 0.01%
159,033
+12,203
+8% +$643K
CDK
1221
DELISTED
CDK Global, Inc.
CDK
$7.06M 0.01%
214,889
-11,343
-5% -$542K
ODP
1222
DELISTED
ODP
ODP
$7.02M 0.01%
427,980
+67,242
+19% +$1.5M
SANM icon
1223
Sanmina
SANM
$10.2B
$7.02M 0.01%
257,187
-56,304
-18% -$1.64M
ETRN
1224
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$7.01M 0.01%
1,394,338
+762,130
+121% +$6.67M
BLKB icon
1225
Blackbaud
BLKB
$1.92B
$7.01M 0.01%
126,186
-5,399
-4% -$382K
47 48
49
50 51

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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.