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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
XLNX
276
DELISTED
Xilinx Inc
XLNX
$65.3M 0.06%
837,596
+11,179
+1% +$974K
CAH icon
277
Cardinal Health
CAH
$53.7B
$64.8M 0.06%
1,351,038
+95,155
+8% +$4.94M
CTRA
278
DELISTED
Coterra Energy
CTRA
$64.6M 0.06%
3,756,972
+2,093,402
+126% +$33.1M
AEE icon
279
Ameren
AEE
$30.4B
$64.3M 0.06%
883,494
-23,937
-3% -$1.9M
VFC icon
280
VF Corp
VFC
$5.92B
$64M 0.06%
1,184,221
+14,614
+1% +$1.14M
LDOS icon
281
Leidos
LDOS
$14.4B
$63.8M 0.06%
696,590
+83,101
+14% +$8.38M
HPE icon
282
Hewlett Packard
HPE
$58.8B
$63.1M 0.06%
6,495,935
-77,267
-1% -$1.01M
JCI icon
283
Johnson Controls International
JCI
$85.1B
$62.8M 0.06%
2,329,611
-216,710
-9% -$8.07M
SPYG icon
284
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$49.4B
$62.7M 0.06%
1,753,403
+799,584
+84% +$32.7M
MAR icon
285
Marriott International
MAR
$100B
$62.5M 0.06%
834,961
-126,830
-13% -$15.8M
IUSV icon
286
iShares Core S&P US Value ETF
IUSV
$27.3B
$62.3M 0.06%
1,349,607
+655,660
+94% +$37.7M
OMC icon
287
Omnicom Group
OMC
$23.5B
$62M 0.06%
1,129,670
-91,822
-8% -$6.52M
GGG icon
288
Graco
GGG
$13.2B
$61.7M 0.06%
1,266,836
-22,220
-2% -$1.14M
DTE icon
289
DTE Energy
DTE
$29.9B
$61.6M 0.06%
761,678
+53,551
+8% +$5.43M
TFX icon
290
Teleflex
TFX
$5.96B
$61M 0.06%
208,248
+2,107
+1% +$735K
KEY icon
291
KeyCorp
KEY
$23.8B
$60.8M 0.06%
5,864,341
+811,907
+16% +$13.5M
PH icon
292
Parker-Hannifin
PH
$120B
$60.4M 0.06%
465,499
+4,400
+1% +$796K
HIG icon
293
Hartford Financial Services
HIG
$39.9B
$59.7M 0.05%
1,692,848
+84,813
+5% +$4.42M
KEYS icon
294
Keysight
KEYS
$50.7B
$59.6M 0.05%
711,905
+15,706
+2% +$1.49M
VRSK icon
295
Verisk Analytics
VRSK
$27.9B
$59.1M 0.05%
424,305
+44,244
+12% +$6.93M
CERN
296
DELISTED
Cerner Corp
CERN
$59.1M 0.05%
938,704
+87,047
+10% +$6.19M
TIF
297
DELISTED
Tiffany & Co.
TIF
$58.9M 0.05%
455,168
-4,016
-0.9% -$528K
F icon
298
Ford
F
$60.9B
$58.8M 0.05%
12,176,107
-850,351
-7% -$6.37M
KHC icon
299
Kraft Heinz
KHC
$32.8B
$58.7M 0.05%
2,373,066
+346,821
+17% +$9.51M
RMD icon
300
ResMed
RMD
$31.1B
$58.2M 0.05%
394,982
+61,938
+19% +$9.87M
10 11
12
13 14

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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.