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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
WBC
826
DELISTED
WABCO HOLDINGS INC.
WBC
$14M 0.01%
103,744
+22,952
+28% +$3.09M
SPOT icon
827
Spotify
SPOT
$107B
$14M 0.01%
115,231
+17,879
+18% +$2.53M
DB icon
828
Deutsche Bank
DB
$69.6B
$13.9M 0.01%
2,170,896
-134,442
-6% -$1.12M
WSM icon
829
Williams-Sonoma
WSM
$27.5B
$13.9M 0.01%
655,296
+52,392
+9% +$1.67M
NTR icon
830
Nutrien
NTR
$33.9B
$13.9M 0.01%
409,511
+114,873
+39% +$4.6M
CIB icon
831
Grupo Cibest SA
CIB
$22.3B
$13.9M 0.01%
556,425
+34,047
+7% +$1.53M
JEF icon
832
Jefferies Financial Group
JEF
$12.7B
$13.9M 0.01%
1,061,955
-226,402
-18% -$4.32M
TGNA
833
DELISTED
TEGNA Inc
TGNA
$13.9M 0.01%
1,275,848
-88,085
-6% -$1.41M
CUBE icon
834
CubeSmart
CUBE
$9.34B
$13.8M 0.01%
516,180
+63,108
+14% +$1.89M
WH icon
835
Wyndham Hotels & Resorts
WH
$5.65B
$13.8M 0.01%
437,950
-6,198
-1% -$315K
VB icon
836
Vanguard Morningstar Small-Cap ETF
VB
$79.6B
$13.8M 0.01%
119,305
+116,865
+4,790% +$17.6M
TDK
837
DELISTED
TDK CORP AMER DEP SH
TDK
$13.8M 0.01%
179,934
-6,907
-4% -$528K
AMG icon
838
Affiliated Managers Group
AMG
$9.65B
$13.7M 0.01%
232,472
-65,519
-22% -$4.91M
BKH icon
839
Black Hills Corp
BKH
$5.5B
$13.7M 0.01%
214,571
-3,241
-1% -$245K
LGND icon
840
Ligand Pharmaceuticals
LGND
$5.94B
$13.7M 0.01%
301,904
-3,153
-1% -$179K
IAA
841
DELISTED
IAA, Inc. Common Stock
IAA
$13.6M 0.01%
455,275
-60,581
-12% -$2.62M
TEF
842
DELISTED
Telefonica
TEF
$13.5M 0.01%
3,662,428
+1,299,894
+55% +$6.43M
HRC
843
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$13.5M 0.01%
134,270
-9,591
-7% -$993K
VIV icon
844
Telefônica Brasil
VIV
$20.6B
$13.5M 0.01%
1,416,870
+307,246
+28% +$3.9M
ABMD
845
DELISTED
Abiomed Inc
ABMD
$13.5M 0.01%
92,949
+4,021
+5% +$668K
GNRC icon
846
Generac Holdings
GNRC
$11.3B
$13.5M 0.01%
144,444
+5,965
+4% +$614K
AKZOY
847
DELISTED
Akzo Nobel NV
AKZOY
$13.3M 0.01%
609,555
-176,119
-22% -$3.84M
GDDY icon
848
GoDaddy
GDDY
$13.2B
$13.3M 0.01%
232,381
+6,527
+3% +$432K
SEO
849
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$13.2M 0.01%
1,322,092
-1,567
-0.1% -$15.7K
SON icon
850
Sonoco
SON
$5.62B
$13.2M 0.01%
284,747
+22,036
+8% +$1.17M
32 33
34
35 36

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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.