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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
MED icon
1326
Medifast
MED
$109M
$5.82M 0.01%
93,050
-21,518
-19% -$1.96M
CCJ icon
1327
Cameco
CCJ
$37.6B
$5.81M 0.01%
760,419
+459,158
+152% +$3.76M
MZTI
1328
The Marzetti Company
MZTI
$2.93B
$5.81M 0.01%
40,172
+3,928
+11% +$596K
VEDL
1329
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$5.77M 0.01%
1,620,796
+273,253
+20% +$1.89M
KBR icon
1330
KBR
KBR
$4.64B
$5.75M 0.01%
277,804
-33,390
-11% -$863K
NHY
1331
DELISTED
NORSK HYDRO A. S. ADR
NHY
$5.74M 0.01%
2,677,835
+374,493
+16% +$803K
JBTM
1332
JBT Marel
JBTM
$7.21B
$5.74M 0.01%
77,230
-10,669
-12% -$1.07M
SEM
1333
DELISTED
Select Medical
SEM
$5.73M 0.01%
709,126
-198,610
-22% -$2.36M
EXAS
1334
DELISTED
Exact Sciences
EXAS
$5.72M 0.01%
98,664
-40,017
-29% -$3.25M
APO icon
1335
Apollo Global Management
APO
$72.4B
$5.71M 0.01%
170,351
-26,454
-13% -$1.14M
VLY icon
1336
Valley National Bancorp
VLY
$7.9B
$5.7M 0.01%
779,536
-206,797
-21% -$2.02M
NUVA
1337
DELISTED
NuVasive, Inc.
NUVA
$5.7M 0.01%
112,484
+22,433
+25% +$1.5M
GDS icon
1338
GDS Holdings
GDS
$6.56B
$5.7M 0.01%
98,267
+13,173
+15% +$734K
UAA icon
1339
Under Armour
UAA
$2.84B
$5.69M 0.01%
618,052
-322,400
-34% -$5.18M
SNP
1340
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$5.69M 0.01%
116,878
+4,592
+4% +$244K
AEO icon
1341
American Eagle Outfitters
AEO
$2.88B
$5.69M 0.01%
715,509
+342,821
+92% +$4.36M
MNTA
1342
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$5.68M 0.01%
208,833
+51,625
+33% +$1.44M
APA icon
1343
APA Corp
APA
$13.2B
$5.67M 0.01%
1,355,528
+58,334
+4% +$1.3M
ANDE icon
1344
Andersons Inc
ANDE
$2.41B
$5.65M 0.01%
301,485
+21,928
+8% +$463K
VG
1345
DELISTED
Vonage Holdings Corporation
VG
$5.65M 0.01%
781,234
-116,055
-13% -$946K
SAIA icon
1346
Saia
SAIA
$9.25B
$5.62M 0.01%
76,419
-21,403
-22% -$1.88M
CAKE icon
1347
Cheesecake Factory
CAKE
$5.04B
$5.59M 0.01%
327,184
+4,950
+2% +$167K
MUR icon
1348
Murphy Oil
MUR
$5.7B
$5.58M 0.01%
910,908
+36,370
+4% +$669K
MCR
1349
DELISTED
MFS Charter Income Trust
MCR
$5.58M 0.01%
753,571
+38,871
+5% +$313K
GBCI icon
1350
Glacier Bancorp
GBCI
$6.42B
$5.57M 0.01%
163,907
-13,611
-8% -$542K
52 53
54
55 56

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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.