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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
AVB icon
301
AvalonBay Communities
AVB
$27.5B
$57.9M 0.05%
393,251
+8,994
+2% +$1.81M
RELX icon
302
RELX
RELX
$66.8B
$57.7M 0.05%
2,696,022
+96,924
+4% +$2.35M
ANSS
303
DELISTED
Ansys
ANSS
$57.7M 0.05%
248,052
+25,734
+12% +$6.63M
DXCM icon
304
DexCom
DXCM
$29B
$57.3M 0.05%
850,584
+43,256
+5% +$2.69M
NEA icon
305
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.36B
$57.1M 0.05%
4,216,538
-149,826
-3% -$2.13M
EG icon
306
Everest Group
EG
$15.6B
$57.1M 0.05%
296,680
+24,681
+9% +$6.3M
IP icon
307
International Paper
IP
$22.6B
$56.9M 0.05%
1,928,941
-63,911
-3% -$2.37M
DHI icon
308
D.R. Horton
DHI
$41.2B
$56.9M 0.05%
1,672,110
+93,919
+6% +$4.88M
RSG icon
309
Republic Services
RSG
$67.4B
$56.8M 0.05%
756,325
+4,382
+0.6% +$396K
EQR icon
310
Equity Residential
EQR
$25.8B
$56.6M 0.05%
916,423
+57,138
+7% +$4.42M
EXPD icon
311
Expeditors International
EXPD
$22.3B
$56.4M 0.05%
845,082
-89,851
-10% -$6.41M
CTVA icon
312
Corteva
CTVA
$60.5B
$56.1M 0.05%
2,387,511
+230,449
+11% +$6.34M
NAD icon
313
Nuveen Quality Municipal Income Fund
NAD
$2.73B
$56.1M 0.05%
4,080,491
-243,477
-6% -$3.52M
BF.B icon
314
Brown-Forman Class B
BF.B
$13.5B
$56M 0.05%
1,008,663
+102,177
+11% +$6.57M
FRC
315
DELISTED
First Republic Bank
FRC
$56M 0.05%
680,497
+248,140
+57% +$26.3M
CDNS icon
316
Cadence Design Systems
CDNS
$91.8B
$55.4M 0.05%
839,438
+42,832
+5% +$2.97M
WTW icon
317
Willis Towers Watson
WTW
$29.8B
$55.2M 0.05%
325,264
+57,945
+22% +$11.4M
AKAM icon
318
Akamai
AKAM
$15.6B
$55.2M 0.05%
603,313
+60,144
+11% +$5.58M
INFY icon
319
Infosys
INFY
$51B
$55M 0.05%
6,699,737
+214,153
+3% +$2.15M
PPL
320
PPL Corp
PPL
$26.9B
$55M 0.05%
2,226,809
-265,904
-11% -$8.57M
UL icon
321
Unilever
UL
$142B
$54.4M 0.05%
956,317
-1,935
-0.2% -$121K
DAL icon
322
Delta Air Lines
DAL
$56.7B
$54.2M 0.05%
1,900,240
-325,352
-15% -$16.1M
LUMN icon
323
Lumen
LUMN
$6.43B
$54.1M 0.05%
5,714,068
-827,386
-13% -$10.3M
ROK icon
324
Rockwell Automation
ROK
$51.1B
$54M 0.05%
358,005
+52,305
+17% +$9.69M
NGG icon
325
National Grid
NGG
$79.3B
$53.9M 0.05%
1,046,032
+118,569
+13% +$6.55M
11 12
13
14 15

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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.