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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
MMSI icon
1276
Merit Medical Systems
MMSI
$5.07B
$6.3M 0.01%
201,572
-1,144
-0.6% -$40.8K
BCH icon
1277
Banco de Chile
BCH
$20.9B
$6.29M 0.01%
390,103
+198,892
+104% +$3.78M
MTCH icon
1278
Match Group
MTCH
$9.19B
$6.27M 0.01%
94,975
+10,942
+13% +$804K
IWR icon
1279
iShares Russell Mid-Cap ETF
IWR
$56B
$6.26M 0.01%
145,048
-9,367
-6% -$516K
PSB
1280
DELISTED
PS Business Parks, Inc.
PSB
$6.23M 0.01%
45,940
-1,493
-3% -$232K
ISBC
1281
DELISTED
Investors Bancorp, Inc.
ISBC
$6.17M 0.01%
772,870
-222,635
-22% -$2.4M
PRSP
1282
DELISTED
Perspecta Inc. Common Stock
PRSP
$6.16M 0.01%
337,878
+2,946
+0.9% +$70.9K
PFPT
1283
DELISTED
Proofpoint, Inc.
PFPT
$6.16M 0.01%
60,065
-14,694
-20% -$1.71M
MEDP icon
1284
Medpace
MEDP
$16.1B
$6.15M 0.01%
83,781
-3,279
-4% -$285K
IGD
1285
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$517M
$6.14M 0.01%
1,346,509
+986,583
+274% +$5.61M
MTG icon
1286
MGIC Investment
MTG
$6.16B
$6.14M 0.01%
966,724
-324,325
-25% -$3.92M
PTEN icon
1287
Patterson-UTI
PTEN
$3.98B
$6.13M 0.01%
2,610,302
+1,848,647
+243% +$12M
HEI.A icon
1288
HEICO Corp Class A
HEI.A
$36B
$6.13M 0.01%
95,927
+30,104
+46% +$2.69M
MRNA icon
1289
Moderna
MRNA
$21.8B
$6.13M 0.01%
204,561
+89,418
+78% +$2.06M
ONB icon
1290
Old National Bancorp
ONB
$10.2B
$6.13M 0.01%
464,484
+7,706
+2% +$129K
CCU icon
1291
Compañía de Cervecerías Unidas
CCU
$2.12B
$6.12M 0.01%
457,517
-30,452
-6% -$509K
CDP icon
1292
COPT Defense Properties
CDP
$4.3B
$6.11M 0.01%
276,242
-40,224
-13% -$1.09M
CADE
1293
DELISTED
Cadence Bank
CADE
$6.09M 0.01%
321,993
+83,521
+35% +$2.21M
OLN icon
1294
Olin
OLN
$2.11B
$6.08M 0.01%
521,420
+244,037
+88% +$3.69M
SMTC icon
1295
Semtech
SMTC
$11B
$6.08M 0.01%
162,132
-51,654
-24% -$2.34M
AXTA icon
1296
Axalta
AXTA
$7.66B
$6.08M 0.01%
351,786
-76,346
-18% -$1.95M
WABC icon
1297
Westamerica Bancorp
WABC
$1.38B
$6.08M 0.01%
103,351
-2,931
-3% -$182K
RRC icon
1298
Range Resources
RRC
$9.38B
$6.07M 0.01%
2,662,387
+663,380
+33% +$2.11M
VIRT icon
1299
Virtu Financial
VIRT
$5.11B
$6.06M 0.01%
291,208
+188,733
+184% +$3.49M
CNNE icon
1300
Cannae Holdings
CNNE
$639M
$6.06M 0.01%
180,982
+22,552
+14% +$836K
50 51
52
53 54

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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.