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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
THC icon
1051
Tenet Healthcare
THC
$20.3B
$9.38M 0.01%
651,446
+12,581
+2% +$361K
FLEX icon
1052
Flex
FLEX
$41B
$9.35M 0.01%
1,481,745
-118,584
-7% -$1.03M
ZNGA
1053
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$9.35M 0.01%
1,365,056
+294,564
+28% +$1.94M
AN icon
1054
AutoNation
AN
$7.18B
$9.34M 0.01%
332,680
+64,920
+24% +$2.68M
AMN icon
1055
AMN Healthcare
AMN
$1.35B
$9.33M 0.01%
161,332
+23,035
+17% +$1.58M
VGM icon
1056
Invesco Trust Investment Grade Municipals
VGM
$553M
$9.3M 0.01%
768,971
-72,043
-9% -$917K
WIX icon
1057
WIX.com
WIX
$2.37B
$9.26M 0.01%
91,805
-9,386
-9% -$1.23M
KKR icon
1058
KKR & Co
KKR
$90.7B
$9.25M 0.01%
394,003
+82,057
+26% +$2.36M
SWX icon
1059
Southwest Gas
SWX
$6.54B
$9.23M 0.01%
132,734
+21,147
+19% +$1.52M
OC icon
1060
Owens Corning
OC
$11.2B
$9.23M 0.01%
237,787
+29,775
+14% +$1.67M
ACA icon
1061
Arcosa
ACA
$7.13B
$9.21M 0.01%
231,718
+19,237
+9% +$813K
EQT icon
1062
EQT Corp
EQT
$33B
$9.21M 0.01%
1,302,410
+830,163
+176% +$5.84M
GME icon
1063
GameStop
GME
$9.82B
$9.21M 0.01%
10,519,956
-2,388,944
-19% -$2.56M
WMS icon
1064
Advanced Drainage Systems
WMS
$10.5B
$9.2M 0.01%
312,494
+28,404
+10% +$1.15M
GATX icon
1065
GATX Corp
GATX
$6.45B
$9.17M 0.01%
146,513
-18,379
-11% -$1.34M
MIC
1066
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$9.14M 0.01%
362,161
+6,014
+2% +$230K
SIGI icon
1067
Selective Insurance
SIGI
$5.64B
$9.14M 0.01%
183,836
-4,210
-2% -$256K
BTZ icon
1068
BlackRock Credit Allocation Income Trust
BTZ
$935M
$9.11M 0.01%
780,835
-101,685
-12% -$1.37M
WEX icon
1069
WEX
WEX
$6.35B
$9.08M 0.01%
86,824
+5,857
+7% +$1.09M
PVH icon
1070
PVH
PVH
$4.01B
$9.05M 0.01%
240,526
+26,854
+13% +$2.05M
PUB
1071
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$9.05M 0.01%
1,255,208
+869,126
+225% +$6.27M
KGC icon
1072
Kinross Gold
KGC
$28B
$9.04M 0.01%
2,272,189
-128,225
-5% -$620K
WPP icon
1073
WPP
WPP
$4.41B
$9.02M 0.01%
267,221
-187,180
-41% -$10.2M
SDX
1074
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$9.02M 0.01%
666,846
-264,271
-28% -$3.58M
TS icon
1075
Tenaris
TS
$28.6B
$8.98M 0.01%
744,983
+236,777
+47% +$4.35M
41 42
43
44 45

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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.