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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
CRH icon
601
CRH
CRH
$66.6B
$23.8M 0.02%
885,330
-58,520
-6% -$2.01M
RGLD icon
602
Royal Gold
RGLD
$16.6B
$23.7M 0.02%
270,143
-24,355
-8% -$2.51M
AFB
603
AllianceBernstein National Municipal Income Fund
AFB
$315M
$23.6M 0.02%
1,854,821
+127,642
+7% +$1.75M
WDAY icon
604
Workday
WDAY
$41.5B
$23.6M 0.02%
181,437
+15,504
+9% +$2.61M
EFA icon
605
iShares MSCI EAFE ETF
EFA
$76.4B
$23.6M 0.02%
441,243
+105,184
+31% +$6.68M
ANZ
606
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$23.4M 0.02%
2,242,340
+147,696
+7% +$1.54M
STM icon
607
STMicroelectronics
STM
$43.1B
$23.4M 0.02%
1,094,257
-3,243
-0.3% -$85.5K
MYI icon
608
BlackRock MuniYield Quality Fund III
MYI
$715M
$23.3M 0.02%
1,824,641
+283,002
+18% +$3.83M
SPLK
609
DELISTED
Splunk Inc
SPLK
$23.3M 0.02%
184,313
-5,603
-3% -$824K
CF icon
610
CF Industries
CF
$19.6B
$23.2M 0.02%
853,272
-5,400
-0.6% -$201K
BCS icon
611
Barclays
BCS
$87.8B
$23.1M 0.02%
5,110,054
+667,018
+15% +$5.15M
DOX icon
612
Amdocs
DOX
$6.03B
$23.1M 0.02%
420,864
-186
-0% -$12.5K
EPD icon
613
Enterprise Products Partners
EPD
$83.7B
$23.1M 0.02%
1,615,810
+334,770
+26% +$7.78M
FMX icon
614
Fomento Económico Mexicano
FMX
$41.2B
$22.9M 0.02%
378,372
-68,710
-15% -$5.81M
NFJ
615
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.39B
$22.8M 0.02%
2,377,282
+103,253
+5% +$1.24M
CNO icon
616
CNO Financial Group
CNO
$4.94B
$22.8M 0.02%
1,842,829
+184,782
+11% +$3.03M
KB icon
617
KB Financial Group
KB
$40.6B
$22.7M 0.02%
835,714
+123,866
+17% +$4.2M
CCK icon
618
Crown Holdings
CCK
$13B
$22.6M 0.02%
389,754
-79,001
-17% -$5.5M
CX icon
619
Cemex
CX
$16.9B
$22.6M 0.02%
10,648,799
+33,807
+0.3% +$114K
IFX
620
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$22.5M 0.02%
1,552,810
+307,742
+25% +$4.46M
PKX icon
621
POSCO
PKX
$14.7B
$22.4M 0.02%
686,583
+90,078
+15% +$3.84M
EVV
622
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
$22.3M 0.02%
2,106,889
+474,937
+29% +$5.88M
CCOI icon
623
Cogent Communications
CCOI
$635M
$22.3M 0.02%
271,659
+34,387
+14% +$2.6M
EXPE icon
624
Expedia Group
EXPE
$36.5B
$22.2M 0.02%
395,309
+64,776
+20% +$6.22M
DRI icon
625
Darden Restaurants
DRI
$24.3B
$22.1M 0.02%
406,155
+18,274
+5% +$1.78M
23 24
25
26 27

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MCM
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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.