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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
TEAM icon
701
Atlassian
TEAM
$26.5B
$18M 0.02%
131,252
+27,355
+26% +$3.82M
GT icon
702
Goodyear
GT
$2.09B
$18M 0.02%
3,095,312
+677,376
+28% +$7.4M
EQNR icon
703
Equinor
EQNR
$97.3B
$18M 0.02%
1,478,225
+52,559
+4% +$849K
NOV icon
704
NOV
NOV
$6.84B
$17.9M 0.02%
1,825,293
+40,251
+2% +$759K
SHG icon
705
Shinhan Financial Group
SHG
$32.1B
$17.9M 0.02%
767,117
+25,073
+3% +$742K
GWRE icon
706
Guidewire Software
GWRE
$13.9B
$17.9M 0.02%
225,354
-12,281
-5% -$1.28M
GFI icon
707
Gold Fields
GFI
$28.8B
$17.9M 0.02%
3,757,861
-546,876
-13% -$3.34M
LBTYK icon
708
Liberty Global Class C
LBTYK
$3.5B
$17.8M 0.02%
1,135,442
+432,042
+61% +$8.12M
SEIC icon
709
SEI Investments
SEIC
$12.3B
$17.7M 0.02%
380,943
-38,997
-9% -$2.32M
PC
710
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$17.6M 0.02%
2,353,186
+358,655
+18% +$2.69M
Y
711
DELISTED
Alleghany Corp
Y
$17.6M 0.02%
31,906
+93
+0.3% +$66.9K
IT icon
712
Gartner
IT
$11.1B
$17.6M 0.02%
176,325
+1,858
+1% +$255K
CABO icon
713
Cable One
CABO
$237M
$17.5M 0.02%
10,647
-1,120
-10% -$1.79M
PNR icon
714
Pentair
PNR
$10.6B
$17.4M 0.02%
586,226
+13,246
+2% +$533K
VNO icon
715
Vornado Realty Trust
VNO
$7.65B
$17.4M 0.02%
481,103
+242,835
+102% +$13.8M
PBR icon
716
Petrobras
PBR
$120B
$17.4M 0.02%
3,160,136
-687,197
-18% -$8.2M
NAVI icon
717
Navient
NAVI
$819M
$17.4M 0.02%
2,291,608
+409,647
+22% +$4.89M
BBVA icon
718
Banco Bilbao Vizcaya Argentaria
BBVA
$142B
$17.3M 0.02%
5,656,340
+1,485,065
+36% +$7.06M
THG icon
719
Hanover Insurance
THG
$8.13B
$17.3M 0.02%
190,836
-6,275
-3% -$776K
ELS icon
720
Equity Lifestyle Properties
ELS
$13.1B
$17.3M 0.02%
300,266
+23,858
+9% +$1.63M
CNQ icon
721
Canadian Natural Resources
CNQ
$96.9B
$17.2M 0.02%
2,592,156
-564,306
-18% -$6.73M
ISD
722
PGIM High Yield Bond Fund
ISD
$414M
$17.2M 0.02%
1,484,991
+227,976
+18% +$3.26M
XRX icon
723
Xerox
XRX
$345M
$17.2M 0.02%
906,633
-237,600
-21% -$7.55M
HAIN icon
724
Hain Celestial
HAIN
$44.6M
$17M 0.02%
654,798
-391,133
-37% -$9.76M
GIB icon
725
CGI
GIB
$15.4B
$17M 0.02%
312,346
+24,681
+9% +$1.79M
27 28
29
30 31

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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.