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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
DECK icon
876
Deckers Outdoor
DECK
$13.6B
$12.7M 0.01%
568,746
-37,698
-6% -$1.05M
VYX icon
877
NCR Voyix
VYX
$1.12B
$12.7M 0.01%
1,167,815
+5,749
+0.5% +$98.7K
TDOC icon
878
Teladoc Health
TDOC
$1.19B
$12.6M 0.01%
81,432
+19,507
+32% +$2.27M
VMW
879
DELISTED
VMware, Inc
VMW
$12.6M 0.01%
103,816
+9,344
+10% +$1.28M
BUD icon
880
AB InBev
BUD
$166B
$12.6M 0.01%
284,845
-247,974
-47% -$16.2M
CTLT
881
DELISTED
CATALENT, INC.
CTLT
$12.5M 0.01%
240,751
+76,545
+47% +$4.18M
AWR icon
882
American States Water
AWR
$3.37B
$12.4M 0.01%
152,011
-2,247
-1% -$193K
ET icon
883
Energy Transfer Partners
ET
$69.6B
$12.3M 0.01%
2,681,693
+1,094,597
+69% +$11.7M
LSTR icon
884
Landstar System
LSTR
$5.75B
$12.3M 0.01%
128,478
+12,157
+10% +$1.29M
EE
885
DELISTED
El Paso Electric Company
EE
$12.3M 0.01%
180,928
-41,295
-19% -$2.8M
XPO icon
886
XPO
XPO
$23.4B
$12.3M 0.01%
728,626
-67,806
-9% -$1.81M
CBT icon
887
Cabot Corp
CBT
$4.55B
$12.3M 0.01%
469,555
+88,107
+23% +$3.35M
HAE icon
888
Haemonetics
HAE
$3.85B
$12.2M 0.01%
122,841
+12,831
+12% +$1.39M
AMTD
889
DELISTED
TD Ameritrade Holding Corp
AMTD
$12.2M 0.01%
353,111
+98,817
+39% +$4.3M
CIEN icon
890
Ciena
CIEN
$52.7B
$12.2M 0.01%
307,348
+10,611
+4% +$435K
INOV
891
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$12.2M 0.01%
734,003
+48,721
+7% +$925K
ON icon
892
ON Semiconductor
ON
$32.6B
$12.2M 0.01%
979,909
-205,940
-17% -$4.03M
BBWI icon
893
Bath & Body Works
BBWI
$4.02B
$12.2M 0.01%
1,300,519
+211,442
+19% +$3.36M
HXL icon
894
Hexcel
HXL
$7.76B
$12.1M 0.01%
325,697
+52,565
+19% +$3.39M
SLG icon
895
SL Green Realty
SLG
$3.81B
$12.1M 0.01%
290,277
+67,492
+30% +$5.26M
FPF
896
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.07B
$12.1M 0.01%
678,719
+96,859
+17% +$2.16M
ZTO icon
897
ZTO Express
ZTO
$18.1B
$12.1M 0.01%
457,022
+30,695
+7% +$744K
ADX icon
898
Adams Diversified Equity Fund
ADX
$3.09B
$12.1M 0.01%
958,179
+443,935
+86% +$6.61M
STWD icon
899
Starwood Property Trust
STWD
$6.02B
$12.1M 0.01%
1,176,555
+9,194
+0.8% +$201K
LAD icon
900
Lithia Motors
LAD
$9.24B
$12.1M 0.01%
147,365
-12,928
-8% -$1.56M
34 35
36
37 38

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MCM
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PSUF
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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.