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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
TMIC
851
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$13.2M 0.01%
268,446
+51,012
+23% +$2.51M
TWLO icon
852
Twilio
TWLO
$29B
$13.2M 0.01%
147,382
+1,142
+0.8% +$125K
LITE icon
853
Lumentum
LITE
$53.9B
$13.2M 0.01%
178,540
+18,435
+12% +$1.45M
ENOV icon
854
Enovis
ENOV
$1.69B
$13.2M 0.01%
385,885
+42,329
+12% +$2.33M
KEP icon
855
Korea Electric Power
KEP
$15.5B
$13.2M 0.01%
1,741,829
-248,895
-13% -$2.47M
PSXP
856
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$13.1M 0.01%
360,493
+115,908
+47% +$6.15M
IRDM icon
857
Iridium Communications
IRDM
$5.05B
$13.1M 0.01%
588,102
+151
+0% +$3.91K
INDA icon
858
iShares MSCI India ETF
INDA
$6.88B
$13.1M 0.01%
543,635
-2,227
-0.4% -$71.2K
AVA icon
859
Avista
AVA
$3.39B
$13.1M 0.01%
307,346
+4,072
+1% +$196K
SR icon
860
Spire
SR
$4.76B
$13M 0.01%
174,995
+18,924
+12% +$1.52M
FL
861
DELISTED
Foot Locker
FL
$13M 0.01%
591,032
+50,615
+9% +$1.72M
AMH icon
862
American Homes 4 Rent
AMH
$11.9B
$13M 0.01%
560,635
+8,816
+2% +$233K
MHK icon
863
Mohawk Industries
MHK
$7.29B
$13M 0.01%
170,507
-101,672
-37% -$12M
JBLU icon
864
JetBlue
JBLU
$2.29B
$13M 0.01%
1,450,070
+139,750
+11% +$2.32M
GAP
865
The Gap Inc
GAP
$7.34B
$13M 0.01%
1,840,689
+769,172
+72% +$11.4M
FNV icon
866
Franco-Nevada
FNV
$42.7B
$13M 0.01%
130,198
+13,204
+11% +$1.43M
ALSN icon
867
Allison Transmission
ALSN
$9.57B
$13M 0.01%
397,242
-87,595
-18% -$3.65M
RP
868
DELISTED
RealPage, Inc.
RP
$13M 0.01%
244,734
+16,478
+7% +$939K
MGLN
869
DELISTED
Magellan Health Services, Inc.
MGLN
$13M 0.01%
269,205
-4,030
-1% -$259K
SPYV icon
870
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.2B
$12.9M 0.01%
500,306
-2,756,711
-85% -$88M
MOH icon
871
Molina Healthcare
MOH
$10.2B
$12.9M 0.01%
92,164
+21,490
+30% +$2.88M
UFS
872
DELISTED
DOMTAR CORPORATION (New)
UFS
$12.8M 0.01%
592,702
+100,925
+21% +$3.21M
INVH icon
873
Invitation Homes
INVH
$17.6B
$12.8M 0.01%
599,336
+107,904
+22% +$3.06M
CIT
874
DELISTED
CIT Group Inc.
CIT
$12.8M 0.01%
741,300
-10,130
-1% -$382K
DLB icon
875
Dolby
DLB
$4.9B
$12.7M 0.01%
234,505
+39,722
+20% +$2.6M
33 34
35
36 37

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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.