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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
ALGN icon
376
Align Technology
ALGN
$12.9B
$43.1M 0.04%
247,528
+5,643
+2% +$1.35M
YUMC icon
377
Yum China
YUMC
$15.7B
$42.6M 0.04%
998,452
-351,700
-26% -$15.7M
EMN icon
378
Eastman Chemical
EMN
$7.69B
$42.5M 0.04%
913,185
+121,885
+15% +$7.83M
EVRG icon
379
Evergy
EVRG
$19.4B
$42.5M 0.04%
771,848
+79,906
+12% +$5.25M
FUJI
380
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$42.3M 0.04%
845,538
+96,875
+13% +$4.85M
PKG icon
381
Packaging Corp of America
PKG
$22.2B
$42.1M 0.04%
485,069
+47,767
+11% +$4.63M
HII icon
382
Huntington Ingalls Industries
HII
$11B
$42.1M 0.04%
230,838
+35,005
+18% +$8.16M
VONV icon
383
Vanguard Russell 1000 Value ETF
VONV
$20.5B
$42M 0.04%
964,384
+892,958
+1,250% +$48.9M
CPAY icon
384
Corpay
CPAY
$25.7B
$42M 0.04%
224,937
-30,064
-12% -$8.3M
UBER icon
385
Uber
UBER
$145B
$41.9M 0.04%
1,500,046
+1,297,597
+641% +$42.7M
BCE icon
386
BCE
BCE
$20.8B
$41.7M 0.04%
1,020,912
+132,913
+15% +$5.96M
DOV icon
387
Dover
DOV
$26.7B
$41.7M 0.04%
496,614
+43,007
+9% +$4.56M
NRG icon
388
NRG Energy
NRG
$26.2B
$41.3M 0.04%
1,514,602
+345,665
+30% +$11.9M
SLB icon
389
SLB Ltd
SLB
$72.7B
$41.2M 0.04%
3,054,716
-154,486
-5% -$4.47M
AGG icon
390
iShares Core US Aggregate Bond ETF
AGG
$138B
$41.1M 0.04%
356,448
-450,694
-56% -$51.4M
NUE icon
391
Nucor
NUE
$58.3B
$40.8M 0.04%
1,133,178
+85,035
+8% +$3.78M
IQV icon
392
IQVIA
IQV
$40.7B
$40.6M 0.04%
376,519
-27,405
-7% -$3.92M
DLTR icon
393
Dollar Tree
DLTR
$24.8B
$40.5M 0.04%
551,362
-98,837
-15% -$8.41M
NTRS icon
394
Northern Trust
NTRS
$21.8B
$40.5M 0.04%
536,507
+30,799
+6% +$2.82M
GEN icon
395
Gen Digital
GEN
$16.5B
$40.3M 0.04%
2,155,737
+207,898
+11% +$4.5M
LNT icon
396
Alliant Energy
LNT
$18.6B
$40.3M 0.04%
833,978
+27,287
+3% +$1.49M
EFX icon
397
Equifax
EFX
$22B
$40.3M 0.04%
337,006
+29,409
+10% +$4.28M
SMFG icon
398
Sumitomo Mitsui Financial
SMFG
$159B
$40.2M 0.04%
8,402,094
+570,200
+7% +$3.67M
WRK
399
DELISTED
WestRock Company
WRK
$40.2M 0.04%
1,423,548
+151,297
+12% +$5.44M
PFG icon
400
Principal Financial Group
PFG
$24.3B
$40.1M 0.04%
1,279,336
+130,820
+11% +$6.19M
14 15
16
17 18

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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.