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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
STLA icon
751
Stellantis
STLA
$17.4B
$16.2M 0.01%
2,253,539
+694,359
+45% +$8.23M
SHOP icon
752
Shopify
SHOP
$168B
$16.2M 0.01%
388,580
-22,510
-5% -$1.01M
LHCG
753
DELISTED
LHC Group LLC
LHCG
$16.1M 0.01%
115,121
+2,784
+2% +$388K
AU icon
754
AngloGold Ashanti
AU
$39.4B
$16.1M 0.01%
970,035
-192,288
-17% -$3.77M
ORAN
755
DELISTED
Orange
ORAN
$16.1M 0.01%
1,335,390
+96,322
+8% +$1.31M
BWXT icon
756
BWX Technologies
BWXT
$14.4B
$16.1M 0.01%
331,160
+23,879
+8% +$1.42M
JLL icon
757
Jones Lang LaSalle
JLL
$15.8B
$16.1M 0.01%
159,484
+6,089
+4% +$914K
OTEX icon
758
Open Text
OTEX
$6.28B
$16.1M 0.01%
460,822
+118,637
+35% +$5.03M
UGI icon
759
UGI
UGI
$7.87B
$16.1M 0.01%
602,795
+209,378
+53% +$7.93M
FTI icon
760
TechnipFMC
FTI
$28.6B
$16.1M 0.01%
3,205,120
+2,150,244
+204% +$23.6M
FCN icon
761
FTI Consulting
FCN
$5.14B
$16.1M 0.01%
134,022
-66,644
-33% -$7.84M
BBL
762
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$16M 0.01%
528,724
-14,905
-3% -$587K
EDP
763
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$16M 0.01%
392,724
-20,773
-5% -$847K
OGE icon
764
OGE Energy
OGE
$9.87B
$16M 0.01%
520,646
-157,002
-23% -$6.35M
JAZZ icon
765
Jazz Pharmaceuticals
JAZZ
$16.1B
$16M 0.01%
160,291
-28,576
-15% -$3.69M
ASX icon
766
ASE Group
ASX
$68.3B
$16M 0.01%
4,274,305
+448,017
+12% +$2.1M
PSO icon
767
Pearson
PSO
$10.6B
$16M 0.01%
2,319,610
+1,417,638
+157% +$10.3M
ICLR icon
768
Icon
ICLR
$13.7B
$15.9M 0.01%
116,675
-6,502
-5% -$1.04M
XYZ
769
Block Inc
XYZ
$48.9B
$15.9M 0.01%
302,695
-5,630
-2% -$385K
M icon
770
Macy's
M
$6.51B
$15.8M 0.01%
3,224,246
+772,741
+32% +$10.5M
HOLX
771
DELISTED
Hologic
HOLX
$15.8M 0.01%
450,736
-44,701
-9% -$2.13M
CRL icon
772
Charles River Laboratories
CRL
$11.3B
$15.8M 0.01%
125,127
+5,282
+4% +$792K
LII icon
773
Lennox International
LII
$15B
$15.7M 0.01%
86,461
-3,131
-3% -$723K
NVR icon
774
NVR
NVR
$17.1B
$15.7M 0.01%
6,110
+633
+12% +$2.27M
FOXA icon
775
Fox Class A
FOXA
$24.8B
$15.7M 0.01%
664,024
-76,537
-10% -$2.52M
29 30
31
32 33

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AF
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MCM
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PSUF
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IA
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SCC
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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.