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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
MPLX icon
676
MPLX
MPLX
$58.6B
$19.2M 0.02%
1,651,276
+385,021
+30% +$7.89M
BURL icon
677
Burlington
BURL
$23.4B
$19.1M 0.02%
120,309
-24,077
-17% -$5.07M
CS
678
DELISTED
Credit Suisse Group
CS
$19.1M 0.02%
2,356,390
-1,301,839
-36% -$15.1M
SEE
679
DELISTED
Sealed Air
SEE
$19M 0.02%
769,259
+67,053
+10% +$2.19M
HE icon
680
Hawaiian Electric Industries
HE
$2.26B
$19M 0.02%
440,560
-43,089
-9% -$1.99M
CACI icon
681
CACI
CACI
$10.8B
$18.9M 0.02%
89,685
+3,141
+4% +$781K
BMRN icon
682
BioMarin Pharmaceuticals
BMRN
$11.9B
$18.9M 0.02%
224,037
+15,173
+7% +$1.31M
ROL icon
683
Rollins
ROL
$18.6B
$18.9M 0.02%
783,716
+188,601
+32% +$4.65M
NLY icon
684
Annaly Capital Management
NLY
$17.3B
$18.9M 0.02%
930,486
+142,675
+18% +$5.02M
WF icon
685
Woori Financial
WF
$15.9B
$18.9M 0.02%
1,003,795
+289,098
+40% +$6.99M
MOS icon
686
The Mosaic Company
MOS
$7.19B
$18.7M 0.02%
1,731,915
+526,696
+44% +$8.94M
JHX icon
687
James Hardie Industries
JHX
$15.2B
$18.7M 0.02%
1,561,723
+273,181
+21% +$4.99M
ING icon
688
ING
ING
$92.9B
$18.7M 0.02%
3,629,639
+737,699
+26% +$7.11M
WBD icon
689
Warner Bros
WBD
$64.3B
$18.7M 0.02%
960,392
-137,034
-12% -$3.76M
SU icon
690
Suncor Energy
SU
$77.7B
$18.6M 0.02%
1,180,139
+53,039
+5% +$1.39M
FICO icon
691
Fair Isaac
FICO
$31.8B
$18.6M 0.02%
60,501
-375
-0.6% -$138K
LKQ icon
692
LKQ Corp
LKQ
$6.72B
$18.6M 0.02%
906,902
-48,258
-5% -$1.43M
MFC icon
693
Manulife Financial
MFC
$73B
$18.5M 0.02%
1,471,728
+55,253
+4% +$960K
KSS icon
694
Kohl's
KSS
$2.16B
$18.4M 0.02%
1,258,400
+113,723
+10% +$4.26M
CMC icon
695
Commercial Metals
CMC
$7.53B
$18.3M 0.02%
1,160,722
+87,923
+8% +$1.67M
KIM icon
696
Kimco Realty
KIM
$17.5B
$18.3M 0.02%
1,893,390
-403,915
-18% -$6.94M
OSK icon
697
Oshkosh
OSK
$8.82B
$18.3M 0.02%
283,775
+6,446
+2% +$505K
LQD icon
698
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$18.2M 0.02%
147,687
+145,649
+7,147% +$18.6M
UMC icon
699
United Microelectronic
UMC
$42.9B
$18.2M 0.02%
8,404,423
-70,555
-0.8% -$178K
CHL
700
DELISTED
China Mobile Limited
CHL
$18.1M 0.02%
480,730
-21,527
-4% -$865K
26 27
28
29 30

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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.