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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
IOSP icon
1451
Innospec
IOSP
$2.12B
$4.78M ﹤0.01%
68,766
-79
-0.1% -$7.22K
MQY icon
1452
BlackRock MuniYield Quality Fund
MQY
$805M
$4.78M ﹤0.01%
328,231
-18,962
-5% -$282K
MGEE icon
1453
MGE Energy Inc
MGEE
$3B
$4.77M ﹤0.01%
72,902
-15,755
-18% -$1.18M
CLGX
1454
DELISTED
Corelogic, Inc.
CLGX
$4.77M ﹤0.01%
156,152
-11,980
-7% -$531K
TY icon
1455
TRI-Continental Corp
TY
$1.86B
$4.77M ﹤0.01%
227,933
+22,205
+11% +$580K
MSD
1456
Morgan Stanley Emerging Markets Debt Fund
MSD
$146M
$4.76M ﹤0.01%
622,480
+172,747
+38% +$1.59M
KMT icon
1457
Kennametal
KMT
$2.59B
$4.75M ﹤0.01%
254,914
+35,811
+16% +$1.02M
MMT
1458
Aberdeen Multi-Market Income Fund
MMT
$236M
$4.74M ﹤0.01%
942,640
+7,609
+0.8% +$44.2K
ABG icon
1459
Asbury Automotive
ABG
$4.31B
$4.73M ﹤0.01%
85,591
-19,311
-18% -$1.68M
DAN icon
1460
Dana Inc
DAN
$2.9B
$4.73M ﹤0.01%
605,265
+38,006
+7% +$524K
HWC icon
1461
Hancock Whitney
HWC
$6.2B
$4.71M ﹤0.01%
241,187
+54,420
+29% +$1.88M
NVCR icon
1462
NovoCure
NVCR
$1.73B
$4.71M ﹤0.01%
69,892
-2,843
-4% -$225K
OMF icon
1463
OneMain Financial
OMF
$7.23B
$4.7M ﹤0.01%
246,037
-53,166
-18% -$1.98M
UTL icon
1464
Unitil
UTL
$970M
$4.7M ﹤0.01%
89,899
-1,367
-1% -$81K
PRI icon
1465
Primerica
PRI
$9.98B
$4.7M ﹤0.01%
53,128
+5,767
+12% +$659K
SMI
1466
DELISTED
Semiconductor Manufacturing Intl
SMI
$4.7M ﹤0.01%
600,721
-5,590
-0.9% -$43.7K
EGOV
1467
DELISTED
NIC Inc
EGOV
$4.69M ﹤0.01%
203,874
-42,087
-17% -$859K
WLK icon
1468
Westlake Corp
WLK
$9.03B
$4.68M ﹤0.01%
122,679
+47,320
+63% +$2.66M
CSII
1469
DELISTED
Cardiovascular Systems, Inc.
CSII
$4.68M ﹤0.01%
132,867
-57,746
-30% -$2.43M
HI
1470
DELISTED
Hillenbrand
HI
$4.67M ﹤0.01%
244,540
+11,500
+5% +$299K
THO icon
1471
Thor Industries
THO
$3.9B
$4.67M ﹤0.01%
110,785
+7,575
+7% +$526K
CNS icon
1472
Cohen & Steers
CNS
$4.23B
$4.67M ﹤0.01%
102,682
-13,975
-12% -$884K
RMBS icon
1473
Rambus
RMBS
$9.87B
$4.67M ﹤0.01%
420,387
+127,418
+43% +$1.76M
BND icon
1474
Vanguard Total Bond Market
BND
$157B
$4.66M ﹤0.01%
54,590
+7,060
+15% +$600K
ICFI icon
1475
ICF International
ICFI
$1.46B
$4.66M ﹤0.01%
67,791
-42,534
-39% -$3.47M
57 58
59
60 61

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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.