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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
IWM icon
501
iShares Russell 2000 ETF
IWM
$79.1B
$31.3M 0.03%
273,842
-7,997
-3% -$1.19M
NBIS
502
Nebius Group N.V.
NBIS
$37.6B
$31.3M 0.03%
918,512
-59,202
-6% -$2.44M
J icon
503
Jacobs Solutions
J
$16B
$31.2M 0.03%
475,269
+62,808
+15% +$4.72M
LBRDK icon
504
Liberty Broadband Class C
LBRDK
$4.89B
$31.1M 0.03%
281,264
+11,216
+4% +$1.4M
VIGI icon
505
Vanguard International Dividend Appreciation ETF
VIGI
$9.01B
$31M 0.03%
+531,448
New +$35.9M
EMD
506
Western Asset Emerging Markets Debt Fund
EMD
$606M
$30.9M 0.03%
2,934,973
+47,216
+2% +$641K
RNR icon
507
RenaissanceRe
RNR
$13.8B
$30.8M 0.03%
206,462
-5,123
-2% -$912K
UNM icon
508
Unum
UNM
$13.2B
$30.8M 0.03%
2,048,983
+905,084
+79% +$21.8M
CBOE icon
509
Cboe Global Markets
CBOE
$32.2B
$30.7M 0.03%
343,823
-6,173
-2% -$691K
MPT
510
Medical Properties Trust
MPT
$2.84B
$30.5M 0.03%
1,762,162
-69,908
-4% -$1.46M
CCEP icon
511
Coca-Cola Europacific Partners
CCEP
$49.1B
$30.4M 0.03%
811,228
-45,859
-5% -$2.23M
EDU icon
512
New Oriental
EDU
$9.32B
$30.4M 0.03%
281,258
-57,748
-17% -$7.41M
WBK
513
DELISTED
Westpac Banking Corporation
WBK
$30.4M 0.03%
2,967,605
+1,108,297
+60% +$16.5M
SAN icon
514
Banco Santander
SAN
$191B
$30.4M 0.03%
13,480,499
+4,101,462
+44% +$14.1M
HES
515
DELISTED
Hess
HES
$30.3M 0.03%
909,841
-53,639
-6% -$2.9M
BF
516
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$30.2M 0.03%
2,581,486
-237,924
-8% -$2.78M
JD icon
517
JD.com
JD
$43.5B
$30.1M 0.03%
743,989
+60,743
+9% +$2.43M
CPB icon
518
Campbell Soup
CPB
$6.85B
$30.1M 0.03%
652,520
+71,691
+12% +$3.45M
RACE icon
519
Ferrari
RACE
$67.8B
$30.1M 0.03%
197,234
+12,224
+7% +$1.97M
RGA icon
520
Reinsurance Group of America
RGA
$15.5B
$30M 0.03%
356,989
+46,360
+15% +$6.04M
PHG icon
521
Philips
PHG
$25.5B
$30M 0.03%
940,926
-25,375
-3% -$898K
MDY icon
522
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
$30M 0.03%
114,045
+32,784
+40% +$11.1M
MITSY
523
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$30M 0.03%
109,246
+6,168
+6% +$1.69M
CDW icon
524
CDW
CDW
$18.9B
$29.8M 0.03%
319,504
-45,521
-12% -$5.57M
ITUB icon
525
Itaú Unibanco
ITUB
$89.8B
$29.7M 0.03%
9,095,830
-198,859
-2% -$1.02M
19 20
21
22 23

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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.