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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 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
WAIR
3526
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
– –
-140,258
Closed -$1.55M
MDCO
3527
DELISTED
Medicines Co
MDCO
– –
-201,674
Closed -$17.1M
AVP
3528
DELISTED
Avon Products, Inc.
AVP
– –
-1,981,062
Closed -$11.2M
ENFC
3529
DELISTED
Entegra Financial Corp.
ENFC
– –
-8,346
Closed -$252K
LKSD
3530
DELISTED
LSC Communications, Inc.
LKSD
– –
-104,061
Closed -$21K
ANW
3531
DELISTED
Aegean Marine Petroleum Network
ANW
$0 ﹤0.01%
39,600
– –
OIBR
3532
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
– –
-386,267
Closed -$100K
IO
3533
DELISTED
ION Geophysical Corporation
IO
– –
-11,017
Closed -$96K
SPP
3534
DELISTED
SAPPI LTD ADS(RP 1 0RD SH)
SPP
– –
-62,484
Closed -$197K
AZ
3535
DELISTED
Allianz Se Sponsored Adr Repstg 1/10 Ord Sh
AZ
– –
-3,868,504
Closed -$93.7M
MCF
3536
DELISTED
Contango Oil & Gas Co.
MCF
– –
-12,376
Closed -$45K
WLH
3537
DELISTED
WILLIAM LYON HOMES
WLH
– –
-143,480
Closed -$2.87M
NIHD
3538
DELISTED
NII Holdings, Inc. Common Stock
NIHD
– –
-62,769
Closed -$136K
PRMW
3539
DELISTED
Primo Water Corporation
PRMW
– –
-14,402
Closed -$162K
138 139 140 141
142

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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.