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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
SIMO icon
976
Silicon Motion
SIMO
$8.65B
$10.7M 0.01%
290,587
+51,881
+22% +$2.24M
TELN
977
DELISTED
TELENOR ASA
TELN
$10.6M 0.01%
731,785
+106,436
+17% +$1.55M
EQH icon
978
Equitable Holdings
EQH
$13.3B
$10.6M 0.01%
735,782
+211,917
+40% +$4.63M
XEC
979
DELISTED
CIMAREX ENERGY CO
XEC
$10.6M 0.01%
628,466
-228,222
-27% -$8.2M
TCF
980
DELISTED
TCF Financial Corporation Common Stock
TCF
$10.6M 0.01%
466,569
-514
-0.1% -$19.3K
BSAC icon
981
Banco Santander Chile
BSAC
$16.5B
$10.6M 0.01%
697,671
+225,145
+48% +$4.3M
EIM
982
Eaton Vance Municipal Bond Fund
EIM
$494M
$10.5M 0.01%
844,443
-341,634
-29% -$4.38M
WDFC icon
983
WD-40
WDFC
$3.06B
$10.5M 0.01%
52,370
+4,988
+11% +$939K
BGY icon
984
BlackRock Enhanced International Dividend Trust
BGY
$521M
$10.5M 0.01%
2,335,725
+153,786
+7% +$825K
PAGS icon
985
PagSeguro Digital
PAGS
$2.75B
$10.5M 0.01%
543,607
+20,860
+4% +$633K
CEO
986
DELISTED
CNOOC Limited
CEO
$10.5M 0.01%
101,394
-1,217
-1% -$173K
MKTAY
987
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$10.4M 0.01%
345,890
+26,500
+8% +$797K
ACM icon
988
Aecom
ACM
$9.22B
$10.4M 0.01%
347,798
+100,588
+41% +$4.3M
AWF
989
AllianceBernstein Global High Income Fund
AWF
$872M
$10.4M 0.01%
1,119,574
+824,700
+280% +$9.42M
MTN icon
990
Vail Resorts
MTN
$5.45B
$10.3M 0.01%
70,071
-4,270
-6% -$919K
NWG icon
991
NatWest
NWG
$73.7B
$10.3M 0.01%
3,528,414
+845,213
+32% +$4.45M
MGM icon
992
MGM Resorts International
MGM
$11.7B
$10.3M 0.01%
872,216
-135,728
-13% -$3.49M
TCO
993
DELISTED
Taubman Centers Inc.
TCO
$10.3M 0.01%
245,191
+94,965
+63% +$3.96M
AER icon
994
AerCap
AER
$24.1B
$10.2M 0.01%
449,551
-478,144
-52% -$23.6M
SQM icon
995
Sociedad Química y Minera de Chile
SQM
$19.5B
$10.2M 0.01%
452,088
-27,625
-6% -$746K
AWI icon
996
Armstrong World Industries
AWI
$7.37B
$10.2M 0.01%
128,145
+15,093
+13% +$1.45M
GMAB icon
997
Genmab
GMAB
$17.6B
$10.2M 0.01%
480,072
+2,843
+0.6% +$63.4K
GLIBA
998
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
$10.2M 0.01%
178,298
+25,333
+17% +$1.72M
MMS icon
999
Maximus
MMS
$3.19B
$10.2M 0.01%
174,509
-25,948
-13% -$1.76M
HEI icon
1000
HEICO Corp
HEI
$49.5B
$10.1M 0.01%
135,915
+17,622
+15% +$1.93M
38 39
40
41 42

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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.