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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
DEO icon
176
Diageo
DEO
$49.3B
$110M 0.1%
869,066
-122,515
-12% -$18.4M
AFL icon
177
Aflac
AFL
$65.7B
$110M 0.1%
3,218,265
-437,481
-12% -$20M
IUSG icon
178
iShares Core S&P US Growth ETF
IUSG
$31B
$108M 0.1%
1,897,068
+1,892,470
+41,159% +$125M
REGN icon
179
Regeneron Pharmaceuticals
REGN
$71.9B
$108M 0.1%
221,297
+51,064
+30% +$21.1M
CLX icon
180
Clorox
CLX
$12B
$107M 0.1%
616,832
-15,714
-2% -$2.6M
SNY icon
181
Sanofi
SNY
$108B
$106M 0.1%
2,416,249
+186,955
+8% +$8.95M
EA icon
182
Electronic Arts
EA
$52.4B
$106M 0.1%
1,054,214
+98,889
+10% +$10.4M
CTXS
183
DELISTED
Citrix Systems Inc
CTXS
$105M 0.1%
744,341
+79,205
+12% +$9.45M
HCA icon
184
HCA Healthcare
HCA
$89.9B
$105M 0.1%
1,171,150
-66,495
-5% -$8.61M
ES icon
185
Eversource Energy
ES
$28.6B
$104M 0.1%
1,328,497
+56,253
+4% +$4.94M
CNC icon
186
Centene
CNC
$31B
$104M 0.1%
1,748,728
+396,373
+29% +$24.1M
GSK icon
187
GSK
GSK
$108B
$104M 0.09%
2,185,616
-115,799
-5% -$6.18M
VRSN icon
188
VeriSign
VRSN
$25.4B
$102M 0.09%
567,619
+50,447
+10% +$9.92M
EMR icon
189
Emerson Electric
EMR
$84.9B
$102M 0.09%
2,134,683
-181,616
-8% -$12M
SCHW
190
Charles Schwab
SCHW
$184B
$101M 0.09%
3,015,812
+79,096
+3% +$3.32M
GD icon
191
General Dynamics
GD
$106B
$101M 0.09%
764,088
+86,915
+13% +$14.4M
GM icon
192
General Motors
GM
$82.1B
$101M 0.09%
4,864,347
-462,594
-9% -$14.1M
KMI icon
193
Kinder Morgan
KMI
$70.3B
$100M 0.09%
7,197,088
+535,032
+8% +$10.2M
AZO icon
194
AutoZone
AZO
$50.8B
$100M 0.09%
118,353
+3,576
+3% +$3.72M
FDX icon
195
FedEx
FDX
$73.5B
$99.5M 0.09%
820,458
+131,866
+19% +$18.6M
COF icon
196
Capital One
COF
$128B
$99.4M 0.09%
1,971,872
-179,070
-8% -$15.7M
ILMN icon
197
Illumina
ILMN
$29.2B
$98.1M 0.09%
369,279
-15,091
-4% -$4.22M
VT icon
198
Vanguard Total World Stock ETF
VT
$76.5B
$97.7M 0.09%
+1,555,171
New +$117M
HPQ icon
199
HP
HPQ
$25.4B
$97.1M 0.09%
5,593,263
+432,051
+8% +$8.74M
STT icon
200
State Street
STT
$49.8B
$96.6M 0.09%
1,814,102
+59,611
+3% +$4.14M
6 7
8
9 10

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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.