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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
LEG icon
801
Leggett & Platt
LEG
$1.4B
$14.9M 0.01%
557,152
+91,871
+20% +$3.82M
MSGS icon
802
Madison Square Garden
MSGS
$9.59B
$14.8M 0.01%
98,249
+5,753
+6% +$1.12M
EXPO icon
803
Exponent
EXPO
$3.19B
$14.8M 0.01%
205,925
+5,965
+3% +$433K
NBL
804
DELISTED
Noble Energy, Inc.
NBL
$14.8M 0.01%
2,447,137
+1,203,043
+97% +$19.3M
ICUI icon
805
ICU Medical
ICUI
$4.16B
$14.6M 0.01%
72,162
+7,063
+11% +$1.36M
HZNP
806
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$14.5M 0.01%
490,986
-117,975
-19% -$3.99M
VTIP icon
807
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$14.5M 0.01%
298,280
+141,179
+90% +$6.93M
SMCI icon
808
Super Micro Computer
SMCI
$16.6B
$14.5M 0.01%
6,814,530
-1,330,430
-16% -$3.38M
EQC
809
DELISTED
Equity Commonwealth
EQC
$14.5M 0.01%
457,067
-38,100
-8% -$1.22M
WYNN icon
810
Wynn Resorts
WYNN
$10.3B
$14.5M 0.01%
240,465
-35,726
-13% -$4M
CFR icon
811
Cullen/Frost Bankers
CFR
$10.5B
$14.4M 0.01%
258,483
+88,844
+52% +$7.24M
DKS icon
812
Dick's Sporting Goods
DKS
$18.4B
$14.4M 0.01%
677,290
+39,111
+6% +$1.5M
WAB icon
813
Wabtec
WAB
$49.3B
$14.4M 0.01%
299,168
-9,113
-3% -$626K
RAD
814
DELISTED
Rite Aid Corporation
RAD
$14.4M 0.01%
958,696
+314,137
+49% +$4.39M
BRO icon
815
Brown & Brown
BRO
$25.1B
$14.4M 0.01%
396,829
+67,260
+20% +$2.84M
RPM icon
816
RPM International
RPM
$13.8B
$14.3M 0.01%
240,356
+30,809
+15% +$2.12M
G icon
817
Genpact
G
$6.22B
$14.3M 0.01%
489,231
-84,558
-15% -$3.31M
ORI icon
818
Old Republic International
ORI
$10.9B
$14.3M 0.01%
934,987
+65,558
+8% +$1.35M
FNF icon
819
Fidelity National Financial
FNF
$14.4B
$14.3M 0.01%
595,992
+15,315
+3% +$601K
WPC icon
820
W.P. Carey
WPC
$17B
$14.2M 0.01%
249,564
+74,434
+43% +$5.65M
VALE icon
821
Vale
VALE
$62.3B
$14.2M 0.01%
1,709,796
-999,112
-37% -$10.9M
ARDC
822
Are Dynamic Credit Allocation Fund
ARDC
$295M
$14.2M 0.01%
1,312,481
+267,716
+26% +$3.82M
ALK icon
823
Alaska Air
ALK
$5.11B
$14.1M 0.01%
495,103
+95,670
+24% +$5.2M
MDU icon
824
MDU Resources
MDU
$4.18B
$14.1M 0.01%
1,723,950
+313,130
+22% +$3.3M
GRFS
825
Grifois
GRFS
$5.55B
$14.1M 0.01%
699,616
+46,387
+7% +$1.04M
31 32
33
34 35

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MCM
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PSUF
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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.