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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
CB icon
126
Chubb
CB
$141B
$156M 0.14%
1,393,726
-132,810
-9% -$19M
BAX icon
127
Baxter International
BAX
$12.6B
$153M 0.14%
1,881,642
+108,010
+6% +$9.32M
BKNG icon
128
Booking.com
BKNG
$154B
$152M 0.14%
2,830,325
-554,750
-16% -$38.9M
RTN
129
DELISTED
Raytheon Company
RTN
$152M 0.14%
1,160,670
-61,886
-5% -$12.3M
LRCX icon
130
Lam Research
LRCX
$337B
$151M 0.14%
6,310,190
+88,290
+1% +$2.54M
NEM icon
131
Newmont
NEM
$96.4B
$151M 0.14%
3,341,269
+245,755
+8% +$11.1M
MU icon
132
Micron Technology
MU
$927B
$151M 0.14%
3,589,878
+263,231
+8% +$13.7M
PNC icon
133
PNC Financial Services
PNC
$100B
$150M 0.14%
1,569,957
-89,710
-5% -$12.1M
MS icon
134
Morgan Stanley
MS
$333B
$150M 0.14%
4,418,218
-16,149
-0.4% -$761K
ALL icon
135
Allstate
ALL
$70.1B
$148M 0.14%
1,612,901
+97,587
+6% +$10.6M
LHX icon
136
L3Harris
LHX
$56.9B
$147M 0.13%
818,741
+95,215
+13% +$19.5M
AEP icon
137
American Electric Power
AEP
$72.4B
$147M 0.13%
1,843,491
+109,796
+6% +$10.4M
TRV icon
138
Travelers Companies
TRV
$82.9B
$147M 0.13%
1,479,372
+21,180
+1% +$2.63M
TFC icon
139
Truist Financial
TFC
$64.7B
$147M 0.13%
4,756,016
-684,415
-13% -$32.4M
NOW icon
140
ServiceNow
NOW
$114B
$145M 0.13%
2,534,880
+541,150
+27% +$33.8M
SAP icon
141
SAP
SAP
$209B
$144M 0.13%
1,307,068
+41,143
+3% +$5.19M
CSX icon
142
CSX Corp
CSX
$94.2B
$141M 0.13%
7,402,218
-618,123
-8% -$14.4M
AMD icon
143
Advanced Micro Devices
AMD
$741B
$141M 0.13%
3,106,164
+386,363
+14% +$18.6M
ROP icon
144
Roper Technologies
ROP
$38.7B
$141M 0.13%
452,011
+26,555
+6% +$9.41M
ROST icon
145
Ross Stores
ROST
$80.5B
$141M 0.13%
1,618,235
-25,947
-2% -$2.77M
UN
146
DELISTED
Unilever NV New York Registry Shares
UN
$141M 0.13%
2,882,282
-206,961
-7% -$11.3M
WM icon
147
Waste Management
WM
$96.1B
$140M 0.13%
1,514,211
+83,760
+6% +$9.61M
DE icon
148
Deere & Co
DE
$173B
$139M 0.13%
1,009,512
-63,733
-6% -$10.1M
USB icon
149
US Bancorp
USB
$100B
$139M 0.13%
4,040,827
-1,284,435
-24% -$61.9M
VNQ icon
150
Vanguard Real Estate ETF
VNQ
$40B
$136M 0.12%
1,953,986
+269,655
+16% +$23.7M
4 5
6
7 8

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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.