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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
TWTR
426
DELISTED
Twitter, Inc.
TWTR
$37.5M 0.03%
1,526,353
+72,647
+5% +$2.35M
IX icon
427
ORIX
IX
$42.7B
$37.4M 0.03%
3,162,190
+203,700
+7% +$3.21M
PPLI
428
People Inc
PPLI
$3.12B
$37.4M 0.03%
1,166,089
-263,571
-18% -$10.4M
DASTY
429
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$37.3M 0.03%
252,247
+2,011
+0.8% +$298K
IEX icon
430
IDEX
IEX
$17B
$37.3M 0.03%
269,875
+73,968
+38% +$11.6M
SPG icon
431
Simon Property Group
SPG
$76.4B
$37.3M 0.03%
679,260
+65,899
+11% +$7.88M
EEM icon
432
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$37.3M 0.03%
1,091,755
+208,490
+24% +$8.55M
BEN icon
433
Franklin Resources
BEN
$16.8B
$37.1M 0.03%
2,222,705
+1,172,166
+112% +$26.9M
DVA icon
434
DaVita
DVA
$15.5B
$37.1M 0.03%
487,128
+59,799
+14% +$4.7M
DINO icon
435
HF Sinclair
DINO
$16.2B
$37M 0.03%
1,510,052
+487,417
+48% +$18.2M
BIDU icon
436
Baidu
BIDU
$35.7B
$36.8M 0.03%
365,517
-57,066
-14% -$6.95M
NICE icon
437
Nice
NICE
$6.15B
$36.8M 0.03%
256,431
-10,887
-4% -$1.76M
URI icon
438
United Rentals
URI
$65.7B
$36.6M 0.03%
355,223
+2,825
+0.8% +$374K
DOCU
439
DocuSign
DOCU
$11.1B
$36.5M 0.03%
395,121
+55,277
+16% +$4.45M
VWO icon
440
Vanguard FTSE Emerging Markets ETF
VWO
$117B
$36.4M 0.03%
1,085,983
+394,102
+57% +$16.1M
L icon
441
Loews
L
$24.5B
$36.3M 0.03%
1,042,651
+237,717
+30% +$11.2M
MAA icon
442
Mid-America Apartment Communities
MAA
$16B
$36.3M 0.03%
352,063
+19,052
+6% +$2.48M
XYL icon
443
Xylem
XYL
$28.5B
$36.2M 0.03%
556,318
+66,947
+14% +$5.28M
ANET icon
444
Arista Networks
ANET
$199B
$36.2M 0.03%
2,859,264
+1,284,016
+82% +$16.7M
MAS icon
445
Masco
MAS
$14.3B
$35.9M 0.03%
1,039,144
+30,248
+3% +$1.32M
ENB icon
446
Enbridge
ENB
$120B
$35.9M 0.03%
1,234,849
+184,473
+18% +$6.84M
SKM icon
447
SK Telecom
SKM
$11.4B
$35.9M 0.03%
1,339,119
-28,822
-2% -$958K
MKTX icon
448
MarketAxess Holdings
MKTX
$4.47B
$35.9M 0.03%
107,829
+4,752
+5% +$1.66M
BAH icon
449
Booz Allen Hamilton
BAH
$8.44B
$35.8M 0.03%
521,840
-14,941
-3% -$1.1M
PXD
450
DELISTED
Pioneer Natural Resource Co.
PXD
$35.8M 0.03%
509,984
+33,831
+7% +$4.02M
16 17
18
19 20

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MCM
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PSUF
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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.