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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
AOS icon
651
A.O. Smith
AOS
$8.55B
$20.5M 0.02%
542,750
-1,686
-0.3% -$71.8K
AAP icon
652
Advance Auto Parts
AAP
$3.53B
$20.5M 0.02%
219,799
+19,045
+9% +$2.47M
NWL icon
653
Newell Brands
NWL
$2.21B
$20.5M 0.02%
1,540,781
-258,687
-14% -$4.45M
KNBWY
654
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$20.3M 0.02%
1,038,773
+86,792
+9% +$1.69M
AGCO icon
655
AGCO
AGCO
$8.41B
$20.2M 0.02%
428,404
-26,517
-6% -$1.68M
KT icon
656
KT
KT
$8.74B
$20.2M 0.02%
2,600,365
+74,196
+3% +$735K
EPAM icon
657
EPAM Systems
EPAM
$5.58B
$20.2M 0.02%
108,929
+19,923
+22% +$4.3M
HAL icon
658
Halliburton
HAL
$26.1B
$20.2M 0.02%
2,949,722
-760,696
-21% -$13.2M
NLSN
659
DELISTED
Nielsen Holdings plc
NLSN
$20.1M 0.02%
1,603,865
+426,652
+36% +$7.99M
SNA icon
660
Snap-on
SNA
$21.5B
$20M 0.02%
183,673
+11,007
+6% +$1.63M
REG icon
661
Regency Centers
REG
$14.9B
$19.9M 0.02%
519,086
+117,854
+29% +$6.78M
XME icon
662
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
$19.8M 0.02%
1,227,556
+5,776
+0.5% +$134K
ZBRA icon
663
Zebra Technologies
ZBRA
$13.5B
$19.7M 0.02%
107,405
-21,934
-17% -$4.93M
NSANY
664
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$19.7M 0.02%
2,942,978
+1,260,118
+75% +$8.44M
AIV
665
Aimco
AIV
$377M
$19.7M 0.02%
4,197,039
-100,066
-2% -$641K
CXO
666
DELISTED
CONCHO RESOURCES INC.
CXO
$19.6M 0.02%
457,408
+1,044
+0.2% +$72.6K
MRO
667
DELISTED
Marathon Oil Corporation
MRO
$19.5M 0.02%
5,917,024
+2,684,908
+83% +$24.7M
SUI icon
668
Sun Communities
SUI
$15.8B
$19.4M 0.02%
155,705
+3,856
+3% +$582K
PARR icon
669
Par Pacific Holdings
PARR
$4.17B
$19.4M 0.02%
2,737,001
+284,294
+12% +$4.75M
TECH icon
670
Bio-Techne
TECH
$11.2B
$19.3M 0.02%
407,680
-15,860
-4% -$793K
SLGN icon
671
Silgan Holdings
SLGN
$4.51B
$19.3M 0.02%
664,641
+51,911
+8% +$1.56M
MAN icon
672
ManpowerGroup
MAN
$2.6B
$19.3M 0.02%
363,680
+21,837
+6% +$1.82M
UTHR icon
673
United Therapeutics
UTHR
$26.1B
$19.2M 0.02%
202,865
+5,999
+3% +$570K
TAL icon
674
TAL Education Group
TAL
$6.04B
$19.2M 0.02%
360,901
-6,518
-2% -$351K
MPWR icon
675
Monolithic Power Systems
MPWR
$61.4B
$19.2M 0.02%
114,710
-2,086
-2% -$357K
25 26
27
28 29

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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.