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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
WELL icon
251
Welltower
WELL
$173B
$71.7M 0.07%
1,566,893
-92,761
-6% -$6.84M
DD icon
252
DuPont de Nemours
DD
$18.6B
$71.6M 0.07%
1,672,222
+158,175
+10% +$9.68M
KLAC icon
253
KLA
KLAC
$222B
$71.4M 0.07%
4,965,660
+80,340
+2% +$1.29M
FITB
254
Fifth Third Bancorp
FITB
$51.3B
$71.2M 0.07%
4,793,829
+326,421
+7% +$8.14M
BALL icon
255
Ball Corp
BALL
$17.5B
$71.2M 0.07%
1,100,799
+130,153
+13% +$9.11M
STZ icon
256
Constellation Brands
STZ
$22.5B
$70.8M 0.06%
493,532
-47,804
-9% -$8.43M
FAST icon
257
Fastenal
FAST
$54.8B
$70.4M 0.06%
4,507,018
+614,904
+16% +$10.8M
RF icon
258
Regions Financial
RF
$26.4B
$70.3M 0.06%
7,841,052
+18,817
+0.2% +$264K
A icon
259
Agilent Technologies
A
$39.6B
$70.2M 0.06%
979,658
+98,036
+11% +$7.87M
TTE icon
260
TotalEnergies
TTE
$193B
$70.1M 0.06%
1,883,470
-77,613
-4% -$3.49M
BHP icon
261
BHP
BHP
$211B
$69.9M 0.06%
2,134,402
-146,656
-6% -$6.12M
RDS.A
262
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$69.7M 0.06%
1,996,390
-1,269,205
-39% -$59.3M
BP icon
263
BP
BP
$112B
$69M 0.06%
2,828,243
-996,476
-26% -$32.2M
NTT
264
DELISTED
Nippon Telegraph & Telephone
NTT
$68.4M 0.06%
2,896,556
+1,587,942
+121% +$37.5M
MKC icon
265
McCormick & Company Non-Voting
MKC
$14B
$68.1M 0.06%
964,932
+3,888
+0.4% +$302K
SWK icon
266
Stanley Black & Decker
SWK
$14.5B
$67.4M 0.06%
673,633
-31,340
-4% -$4.48M
PAYX icon
267
Paychex
PAYX
$43.4B
$67.1M 0.06%
1,066,230
+65,070
+6% +$5.2M
APH icon
268
Amphenol
APH
$185B
$67.1M 0.06%
3,680,572
+75,224
+2% +$1.79M
ZBH icon
269
Zimmer Biomet
ZBH
$18.8B
$66.4M 0.06%
676,650
-43,726
-6% -$5.73M
FTV icon
270
Fortive
FTV
$18.2B
$66M 0.06%
1,895,990
+217,369
+13% +$9.5M
WMB icon
271
Williams Companies
WMB
$85.8B
$65.6M 0.06%
4,637,563
+1,713,959
+59% +$33.2M
AWK icon
272
American Water Works
AWK
$27B
$65.5M 0.06%
548,125
+63,084
+13% +$8.14M
PPG icon
273
PPG Industries
PPG
$24.9B
$65.5M 0.06%
782,902
-76,278
-9% -$8.47M
NXPI icon
274
NXP Semiconductors
NXPI
$60.8B
$65.4M 0.06%
788,680
-136,412
-15% -$16M
MPC icon
275
Marathon Petroleum
MPC
$90.1B
$65.4M 0.06%
2,766,991
-155,766
-5% -$7.18M
9 10
11
12 13

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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.