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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 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
GLW icon
226
Corning
GLW
$107B
$84.2M 0.08%
4,101,621
-683,131
-14% -$17.8M
ETR icon
227
Entergy
ETR
$50.3B
$83M 0.08%
1,765,650
-138,930
-7% -$8.23M
EIX icon
228
Edison International
EIX
$30.3B
$82.7M 0.08%
1,509,983
-127,781
-8% -$8.86M
HSBC icon
229
HSBC
HSBC
$352B
$82.7M 0.08%
2,951,448
+356,597
+14% +$12.4M
MET icon
230
MetLife
MET
$62.4B
$81.9M 0.07%
2,678,255
-278,279
-9% -$12.3M
PRU icon
231
Prudential Financial
PRU
$42.6B
$81.5M 0.07%
1,563,104
+18,907
+1% +$1.5M
STX icon
232
Seagate
STX
$173B
$80.6M 0.07%
1,652,048
+46,409
+3% +$2.48M
CAG icon
233
Conagra Brands
CAG
$7.42B
$79.8M 0.07%
2,721,399
+364,587
+15% +$11M
SONY icon
234
Sony
SONY
$137B
$79.3M 0.07%
6,701,320
+367,655
+6% +$4.82M
GWW icon
235
W.W. Grainger
GWW
$64.2B
$78.3M 0.07%
315,084
+20,003
+7% +$5.91M
CHD icon
236
Church & Dwight Co
CHD
$23.7B
$77.9M 0.07%
1,213,038
+3,274
+0.3% +$232K
CTSH icon
237
Cognizant
CTSH
$26.5B
$77.6M 0.07%
1,669,501
-107,031
-6% -$6.38M
IDXX icon
238
Idexx Laboratories
IDXX
$44.9B
$77.5M 0.07%
319,814
+13,322
+4% +$3.48M
SRE icon
239
Sempra
SRE
$58.1B
$76.8M 0.07%
1,358,992
+64,372
+5% +$4.57M
TMUS icon
240
T-Mobile US
TMUS
$195B
$76.7M 0.07%
913,842
+149,947
+20% +$12.7M
DCM
241
DELISTED
NTT DOCOMO, Inc.
DCM
$76.2M 0.07%
2,451,746
+207,742
+9% +$6.46M
MNST icon
242
Monster Beverage
MNST
$95.1B
$75.9M 0.07%
2,699,488
+477,902
+22% +$15.4M
PCAR icon
243
PACCAR
PCAR
$70.5B
$75.8M 0.07%
1,860,809
+280,827
+18% +$13.2M
FE icon
244
FirstEnergy
FE
$28.4B
$75.2M 0.07%
1,876,251
-233,184
-11% -$10.8M
BTI icon
245
British American Tobacco
BTI
$136B
$75M 0.07%
2,194,778
+100,061
+5% +$4.08M
TT icon
246
Trane Technologies
TT
$98.8B
$75M 0.07%
908,067
-22,418
-2% -$2.72M
LYB icon
247
LyondellBasell Industries
LYB
$19.5B
$74.6M 0.07%
1,502,747
+63,648
+4% +$4.68M
RIO icon
248
Rio Tinto
RIO
$152B
$73.5M 0.07%
1,612,846
+260,921
+19% +$13.4M
PEG icon
249
Public Service Enterprise Group
PEG
$38.7B
$73.4M 0.07%
1,633,796
-72,405
-4% -$3.91M
DFS
250
DELISTED
Discover Financial Services
DFS
$72.3M 0.07%
2,026,709
+107,965
+6% +$7.15M
8 9
10
11 12

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MCM
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PSUF
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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.