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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
AQUA
1776
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$2.95M ﹤0.01%
263,222
+130,451
+98% +$2.46M
OUT icon
1777
Outfront Media
OUT
$5.61B
$2.95M ﹤0.01%
222,297
-123,314
-36% -$3.01M
IGIB icon
1778
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$2.95M ﹤0.01%
53,644
– –
GBX icon
1779
The Greenbrier Companies
GBX
$1.52B
$2.94M ﹤0.01%
165,623
-7,567
-4% -$179K
CTRE icon
1780
CareTrust REIT
CTRE
$9.91B
$2.93M ﹤0.01%
198,214
-2,489
-1% -$49.4K
SITC icon
1781
SITE Centers
SITC
$225M
$2.93M ﹤0.01%
721,304
-201,142
-22% -$1.74M
TMP icon
1782
Tompkins Financial
TMP
$1.43B
$2.91M ﹤0.01%
40,585
-2,163
-5% -$179K
VO icon
1783
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$2.91M ﹤0.01%
88,360
-244,668
-73% -$10.1M
NPO icon
1784
Enpro
NPO
$6.63B
$2.91M ﹤0.01%
73,451
-4,296
-6% -$237K
NOMD icon
1785
Nomad Foods
NOMD
$1.66B
$2.9M ﹤0.01%
156,065
+38,254
+32% +$744K
CENTA icon
1786
Central Garden & Pet Co Class A
CENTA
$2.37B
$2.9M ﹤0.01%
141,545
-4,586
-3% -$102K
IBP icon
1787
Installed Building Products
IBP
$6.01B
$2.89M ﹤0.01%
72,588
+11,521
+19% +$746K
AVAV icon
1788
AeroVironment
AVAV
$7.56B
$2.88M ﹤0.01%
47,285
-5,045
-10% -$315K
WNS
1789
DELISTED
WNS Holdings
WNS
$2.88M ﹤0.01%
66,904
-21,016
-24% -$1.35M
STNE icon
1790
StoneCo
STNE
$2.77B
$2.87M ﹤0.01%
131,808
+10,176
+8% +$388K
DMC
1791
Del Monte Corp
DMC
$1.41B
$2.87M ﹤0.01%
103,752
+3,613
+4% +$115K
LYFT icon
1792
Lyft
LYFT
$6.02B
$2.87M ﹤0.01%
106,699
+48,753
+84% +$1.94M
DHT icon
1793
DHT Holdings
DHT
$2.99B
$2.86M ﹤0.01%
372,918
-58,387
-14% -$370K
NTB icon
1794
Bank of N.T. Butterfield & Son
NTB
$2.43B
$2.85M ﹤0.01%
167,334
+43,522
+35% +$1.28M
PLAB icon
1795
Photronics
PLAB
$1.79B
$2.84M ﹤0.01%
276,426
-52,710
-16% -$690K
MGY icon
1796
Magnolia Oil & Gas
MGY
$6.09B
$2.83M ﹤0.01%
708,626
+519,188
+274% +$4.47M
PFSI icon
1797
PennyMac Financial
PFSI
$3.92B
$2.83M ﹤0.01%
128,116
+24,351
+23% +$784K
CZR
1798
DELISTED
Caesars Entertainment Corporation
CZR
$2.83M ﹤0.01%
418,911
-99,605
-19% -$1.17M
TX icon
1799
Ternium
TX
$9.67B
$2.83M ﹤0.01%
237,722
-14,685
-6% -$272K
ATNI icon
1800
ATN International
ATNI
$366M
$2.83M ﹤0.01%
48,170
+8,943
+23% +$507K
70 71
72
73 74

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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.