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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
TRI icon
576
Thomson Reuters
TRI
$46.4B
$25.7M 0.02%
360,088
+11,247
+3% +$876K
OKTA icon
577
Okta
OKTA
$23.8B
$25.6M 0.02%
209,424
+21,902
+12% +$2.75M
FLG
578
Flagstar Bank National Association
FLG
$5.87B
$25.5M 0.02%
903,669
+77,445
+9% +$2.57M
DRE
579
DELISTED
Duke Realty Corp.
DRE
$25.4M 0.02%
783,462
+76,612
+11% +$2.63M
BG icon
580
Bunge Global
BG
$20.9B
$25.4M 0.02%
617,900
-6,524
-1% -$319K
ALLE icon
581
Allegion
ALLE
$13.5B
$25.2M 0.02%
274,215
+18,663
+7% +$2.23M
BN icon
582
Brookfield
BN
$102B
$25M 0.02%
1,584,127
+66,523
+4% +$1.37M
BPOP icon
583
Popular Inc
BPOP
$11B
$24.9M 0.02%
710,533
+113,739
+19% +$5.63M
UHS icon
584
Universal Health Services
UHS
$10.2B
$24.8M 0.02%
250,689
-15,750
-6% -$1.99M
MMP
585
DELISTED
Magellan Midstream Partners, L.P.
MMP
$24.7M 0.02%
676,960
+155,920
+30% +$8.37M
EON
586
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$24.7M 0.02%
2,394,641
+189,466
+9% +$1.95M
RHI icon
587
Robert Half
RHI
$4.11B
$24.6M 0.02%
651,573
+625
+0.1% +$33.8K
HAS icon
588
Hasbro
HAS
$13.5B
$24.6M 0.02%
343,315
+46,311
+16% +$4.01M
FNB icon
589
FNB Corp
FNB
$6.76B
$24.5M 0.02%
3,325,420
+210,674
+7% +$2.22M
HSIC icon
590
Henry Schein
HSIC
$9.78B
$24.3M 0.02%
481,940
-80,301
-14% -$5.09M
UMPQ
591
DELISTED
Umpqua Holdings Corp
UMPQ
$24.2M 0.02%
2,224,525
+379,482
+21% +$5.9M
VE
592
DELISTED
VEOLIA ENVIRONNEMENT
VE
$24.2M 0.02%
1,138,767
-29,871
-3% -$634K
NTES icon
593
NetEase
NTES
$83B
$24M 0.02%
374,000
-4,790
-1% -$315K
PRGO icon
594
Perrigo
PRGO
$1.44B
$24M 0.02%
499,190
+10,276
+2% +$551K
HUN icon
595
Huntsman Corp
HUN
$2.1B
$23.9M 0.02%
1,658,229
+40,619
+3% +$792K
RCL icon
596
Royal Caribbean
RCL
$86.5B
$23.9M 0.02%
743,355
+196,414
+36% +$17.9M
VST icon
597
Vistra
VST
$48.2B
$23.9M 0.02%
1,497,899
+153,703
+11% +$3.13M
TER icon
598
Teradyne
TER
$50B
$23.9M 0.02%
440,407
-1,843
-0.4% -$117K
FBIN icon
599
Fortune Brands Innovations
FBIN
$5.86B
$23.8M 0.02%
644,250
-367
-0.1% -$19.4K
DVN icon
600
Devon Energy
DVN
$51.3B
$23.8M 0.02%
3,439,269
+2,250,796
+189% +$40.7M
22 23
24
25 26

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MCM
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PSUF
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IA
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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.