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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
NOC icon
101
Northrop Grumman
NOC
$78.7B
$194M 0.18%
639,700
+28,098
+5% +$9.77M
HUM icon
102
Humana
HUM
$45.3B
$193M 0.18%
615,714
+21,886
+4% +$7.38M
CL icon
103
Colgate-Palmolive
CL
$75.6B
$193M 0.18%
2,913,088
+209,619
+8% +$14.8M
AMAT icon
104
Applied Materials
AMAT
$376B
$193M 0.18%
4,205,940
+254,115
+6% +$14.6M
ISRG icon
105
Intuitive Surgical
ISRG
$131B
$189M 0.17%
1,145,433
+99,648
+10% +$18.3M
SO icon
106
Southern Company
SO
$111B
$189M 0.17%
3,485,496
+361,390
+12% +$22.9M
BLK icon
107
Blackrock
BLK
$168B
$186M 0.17%
421,867
+48,179
+13% +$23.7M
ZTS icon
108
Zoetis
ZTS
$32.8B
$185M 0.17%
1,575,602
+18,136
+1% +$2.39M
SHW icon
109
Sherwin-Williams
SHW
$86.8B
$185M 0.17%
1,208,463
+12,990
+1% +$2.34M
ECL icon
110
Ecolab
ECL
$79.6B
$185M 0.17%
1,185,102
+92,141
+8% +$17.3M
ICE icon
111
Intercontinental Exchange
ICE
$86.3B
$180M 0.16%
2,229,521
-16,099
-0.7% -$1.46M
PLD icon
112
Prologis
PLD
$138B
$174M 0.16%
2,165,544
+370,041
+21% +$32.3M
EQIX icon
113
Equinix
EQIX
$103B
$172M 0.16%
274,609
+32,338
+13% +$19.3M
ETN icon
114
Eaton
ETN
$148B
$171M 0.16%
2,200,550
+283,118
+15% +$26M
GS icon
115
Goldman Sachs
GS
$304B
$169M 0.15%
1,094,666
-89,131
-8% -$18.9M
AGN
116
DELISTED
Allergan plc
AGN
$166M 0.15%
939,902
+98,626
+12% +$18.6M
APD icon
117
Air Products & Chemicals
APD
$65.9B
$166M 0.15%
831,826
+94,077
+13% +$21.4M
IEMG icon
118
iShares Core MSCI Emerging Markets ETF
IEMG
$147B
$166M 0.15%
4,098,619
+92,761
+2% +$4.56M
BA icon
119
Boeing
BA
$170B
$165M 0.15%
1,109,421
-371,326
-25% -$102M
FISV
120
Fiserv Inc
FISV
$28.8B
$164M 0.15%
1,723,009
+128,825
+8% +$14.3M
MRSH
121
Marsh
MRSH
$90.8B
$162M 0.15%
1,874,557
+92,260
+5% +$9.84M
SYK icon
122
Stryker
SYK
$133B
$162M 0.15%
971,751
-32,731
-3% -$6.4M
PGR icon
123
Progressive
PGR
$129B
$159M 0.15%
2,148,840
+96,412
+5% +$7.43M
UPS icon
124
United Parcel Service
UPS
$92.4B
$158M 0.14%
1,689,489
-478,011
-22% -$49.5M
EXC icon
125
Exelon
EXC
$49.2B
$158M 0.14%
6,002,596
+123,804
+2% +$3.89M
3 4
5
6 7

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MCM
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PSUF
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SCC
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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.