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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
NTAP icon
451
NetApp
NTAP
$34B
$35.6M 0.03%
854,434
-10,007
-1% -$517K
CHKP icon
452
Check Point Software Technologies
CHKP
$14.3B
$35.4M 0.03%
351,878
+8,740
+3% +$936K
MRVL icon
453
Marvell Technology
MRVL
$147B
$35.3M 0.03%
1,560,609
+100,100
+7% +$2.4M
DPZ icon
454
Domino's
DPZ
$11.9B
$35M 0.03%
107,877
+5,866
+6% +$1.81M
ARE icon
455
Alexandria Real Estate Equities
ARE
$9.37B
$34.8M 0.03%
253,907
+55,274
+28% +$8.65M
MLM icon
456
Martin Marietta Materials
MLM
$34.2B
$34.8M 0.03%
183,885
+8,789
+5% +$2.1M
GRMN
457
Garmin
GRMN
$56.9B
$34.7M 0.03%
463,095
+50,825
+12% +$4.6M
GL icon
458
Globe Life
GL
$14B
$34.7M 0.03%
482,321
+60,808
+14% +$5.73M
ALXN
459
DELISTED
Alexion Pharmaceuticals
ALXN
$34.7M 0.03%
386,068
+70,790
+22% +$6.95M
AJG icon
460
Arthur J. Gallagher & Co
AJG
$69.1B
$34.6M 0.03%
424,865
+8,997
+2% +$862K
SCCO icon
461
Southern Copper
SCCO
$138B
$34.4M 0.03%
1,319,002
+131,390
+11% +$4.41M
IVZ icon
462
Invesco
IVZ
$12.4B
$34.4M 0.03%
3,789,361
+1,126,953
+42% +$17.1M
QRVO icon
463
Qorvo
QRVO
$7.9B
$34.4M 0.03%
426,633
+65,587
+18% +$6.56M
CAJ
464
DELISTED
Canon, Inc.
CAJ
$34.4M 0.03%
1,588,347
+411,091
+35% +$10.4M
FDS icon
465
Factset
FDS
$10B
$34.3M 0.03%
131,440
+166
+0.1% +$45.2K
AAL icon
466
American Airlines Group
AAL
$9.82B
$34.2M 0.03%
2,803,684
+421,407
+18% +$9.6M
ATO icon
467
Atmos Energy
ATO
$29.7B
$34.2M 0.03%
344,358
+36,168
+12% +$3.98M
WHR icon
468
Whirlpool
WHR
$2.49B
$34.2M 0.03%
398,226
+3,942
+1% +$518K
CP icon
469
Canadian Pacific Kansas City
CP
$81B
$34.1M 0.03%
775,775
+120,550
+18% +$5.93M
CE icon
470
Celanese
CE
$4.82B
$34M 0.03%
463,112
-7,125
-2% -$705K
JBHT icon
471
JB Hunt Transport Services
JBHT
$25.9B
$34M 0.03%
368,355
+58,816
+19% +$6.12M
VEA icon
472
Vanguard FTSE Developed Markets ETF
VEA
$223B
$33.7M 0.03%
1,012,115
+473,571
+88% +$19M
B
473
Barrick Mining
B
$60.9B
$33.6M 0.03%
1,834,954
+7,576
+0.4% +$142K
SYF icon
474
Synchrony
SYF
$24.4B
$33.6M 0.03%
2,089,072
-38,739
-2% -$1.13M
SNN icon
475
Smith & Nephew
SNN
$13.7B
$33.5M 0.03%
935,235
+73,587
+9% +$3.26M
17 18
19
20 21

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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.