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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 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
VOYA icon
326
Voya Financial
VOYA
$8.96B
$53.6M 0.05%
1,321,370
+49,120
+4% +$2.68M
DOW icon
327
Dow Inc
DOW
$22B
$53.5M 0.05%
1,829,870
-400,867
-18% -$17M
LUV icon
328
Southwest Airlines
LUV
$21.7B
$53.1M 0.05%
1,491,783
-244,204
-14% -$12.1M
CTAS icon
329
Cintas
CTAS
$86.6B
$52.9M 0.05%
1,222,008
-7,268
-0.6% -$475K
MKL icon
330
Markel Group
MKL
$25.2B
$52.8M 0.05%
56,922
+5,585
+11% +$6.39M
INFO
331
DELISTED
IHS Markit Ltd. Common Shares
INFO
$52.7M 0.05%
878,524
+127,333
+17% +$9.17M
ACWI icon
332
iShares MSCI ACWI ETF
ACWI
$32B
$52.1M 0.05%
832,070
+783,431
+1,611% +$58M
CSGP icon
333
CoStar Group
CSGP
$12.2B
$51.9M 0.05%
884,130
-9,140
-1% -$596K
WDC icon
334
Western Digital
WDC
$159B
$51.6M 0.05%
1,639,055
+12,053
+0.7% +$534K
DGX icon
335
Quest Diagnostics
DGX
$26B
$51.3M 0.05%
638,714
-40,485
-6% -$4.19M
LNC icon
336
Lincoln National
LNC
$7.92B
$51.3M 0.05%
1,948,356
+607,012
+45% +$28.8M
TAK icon
337
Takeda Pharmaceutical
TAK
$56.7B
$51.2M 0.05%
3,373,517
-126,470
-4% -$2.29M
SI
338
DELISTED
SIEMENS AKTIENGESELLSCHAFT ADS
SI
$51.2M 0.05%
1,218,668
-159,818
-12% -$6.71M
FMC icon
339
FMC
FMC
$1.25B
$50.6M 0.05%
619,508
+43,556
+8% +$4.04M
MTB icon
340
M&T Bank
MTB
$36.3B
$50.4M 0.05%
487,571
+88,859
+22% +$13.1M
EOG icon
341
EOG Resources
EOG
$77.7B
$50.4M 0.05%
1,402,607
+94,464
+7% +$6.14M
LULU icon
342
lululemon athletica
LULU
$13.5B
$49.4M 0.05%
260,481
+12,880
+5% +$2.88M
SWKS icon
343
Skyworks Solutions
SWKS
$9.2B
$49.1M 0.04%
548,849
+11,282
+2% +$1.2M
K
344
DELISTED
Kellanova
K
$48.7M 0.04%
865,251
+209,347
+32% +$12.8M
TAP icon
345
Molson Coors Class B
TAP
$8.02B
$48.3M 0.04%
1,238,486
+492,879
+66% +$25M
MELI icon
346
Mercado Libre
MELI
$94.5B
$48.1M 0.04%
98,436
-16,156
-14% -$9.96M
GPC icon
347
Genuine Parts
GPC
$17.9B
$48.1M 0.04%
713,686
-30,858
-4% -$2.75M
KSU
348
DELISTED
Kansas City Southern
KSU
$48M 0.04%
377,153
+53,921
+17% +$8.23M
VMC icon
349
Vulcan Materials
VMC
$36.8B
$47.8M 0.04%
442,001
+71,985
+19% +$9.2M
TEL icon
350
TE Connectivity
TEL
$60B
$47.7M 0.04%
757,160
-82,471
-10% -$7.04M
12 13
14
15 16

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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.