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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
SYY icon
201
Sysco
SYY
$40.8B
$96.3M 0.09%
2,110,894
-299,848
-12% -$20.7M
COP icon
202
ConocoPhillips
COP
$139B
$95.9M 0.09%
3,113,158
-1,290,253
-29% -$65.6M
SJM icon
203
J.M. Smucker
SJM
$13.2B
$95.9M 0.09%
863,655
+85,555
+11% +$9.15M
XEL icon
204
Xcel Energy
XEL
$50.9B
$95.8M 0.09%
1,588,507
+103,611
+7% +$6.75M
MTD icon
205
Mettler-Toledo International
MTD
$28B
$95.7M 0.09%
138,648
-8,723
-6% -$6.51M
CMS icon
206
CMS Energy
CMS
$23.3B
$95.6M 0.09%
1,627,617
+10,071
+0.6% +$644K
TROW icon
207
T. Rowe Price
TROW
$26B
$92.6M 0.08%
948,346
+134,852
+17% +$16.5M
PSA icon
208
Public Storage
PSA
$62.2B
$92.3M 0.08%
464,929
+76,912
+20% +$16.5M
VLO icon
209
Valero Energy
VLO
$89B
$92.1M 0.08%
2,029,914
-301,601
-13% -$21.9M
BNY
210
Bank of New York Mellon
BNY
$106B
$91.2M 0.08%
2,707,082
+70,004
+3% +$2.94M
SHY icon
211
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$91.1M 0.08%
1,050,591
+1,864
+0.2% +$159K
TDG icon
212
TransDigm Group
TDG
$73.1B
$90.7M 0.08%
283,168
-13,641
-5% -$7.43M
ORLY icon
213
O'Reilly Automotive
ORLY
$76.2B
$90.3M 0.08%
4,499,535
+21,525
+0.5% +$550K
TSLA icon
214
Tesla
TSLA
$1.21T
$89.2M 0.08%
2,552,415
+290,955
+13% +$12.1M
ADM icon
215
Archer Daniels Midland
ADM
$39.7B
$88.3M 0.08%
2,510,724
+100,803
+4% +$4.12M
DLR icon
216
Digital Realty Trust
DLR
$72.2B
$87.6M 0.08%
630,494
+144,036
+30% +$18.3M
BBY icon
217
Best Buy
BBY
$18.9B
$87M 0.08%
1,526,782
+103,147
+7% +$8.18M
COR icon
218
Cencora
COR
$61.8B
$86.9M 0.08%
981,681
+50,441
+5% +$4.44M
DOC icon
219
Healthpeak Properties
DOC
$15.7B
$86.6M 0.08%
3,631,146
-80,729
-2% -$2.63M
AIG icon
220
American International
AIG
$42.6B
$86.5M 0.08%
3,568,022
-856,855
-19% -$36.8M
HSY icon
221
Hershey
HSY
$36.8B
$86.3M 0.08%
651,449
-5,108
-0.8% -$754K
TSN icon
222
Tyson Foods
TSN
$21.7B
$85.8M 0.08%
1,481,783
-42,553
-3% -$3.18M
AMP icon
223
Ameriprise Financial
AMP
$48.8B
$85.1M 0.08%
830,805
+63,700
+8% +$9.44M
YUM icon
224
Yum! Brands
YUM
$41.2B
$84.5M 0.08%
1,233,492
-68,303
-5% -$6.37M
MCHP icon
225
Microchip Technology
MCHP
$41.9B
$84.5M 0.08%
2,492,056
-304,548
-11% -$14.3M
7 8
9
10 11

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MCM
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PSUF
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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.