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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 Morningstar 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
WU icon
401
Western Union
WU
$2.53B
$40M 0.04%
2,205,526
+216,514
+11% +$5.31M
O icon
402
Realty Income
O
$61.1B
$39.8M 0.04%
822,873
+80,791
+11% +$5.63M
ZION icon
403
Zions Bancorporation
ZION
$10.1B
$39.7M 0.04%
1,482,875
+80,738
+6% +$3.33M
XRAY icon
404
Dentsply Sirona
XRAY
$2.84B
$39.7M 0.04%
1,021,375
-70,936
-6% -$3.61M
ESS icon
405
Essex Property Trust
ESS
$19.1B
$39.6M 0.04%
179,655
+12,985
+8% +$3.73M
ABB
406
DELISTED
ABB Ltd
ABB
$39.6M 0.04%
2,291,836
+107,593
+5% +$2.35M
HBAN icon
407
Huntington Bancshares
HBAN
$34B
$39.5M 0.04%
4,814,633
+882,919
+22% +$10.9M
KYO
408
DELISTED
Kyocera Adr
KYO
$39.4M 0.04%
672,814
+166,988
+33% +$9.79M
AES icon
409
AES
AES
$10.6B
$39.4M 0.04%
2,898,897
-205,488
-7% -$3.68M
HMC icon
410
Honda
HMC
$39.8B
$39.4M 0.04%
1,753,597
+586,739
+50% +$15M
BWA icon
411
BorgWarner
BWA
$12.8B
$39.3M 0.04%
1,829,654
+683,006
+60% +$19.7M
MUI
412
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$39.3M 0.04%
3,005,363
+119,586
+4% +$1.71M
CMG icon
413
Chipotle Mexican Grill
CMG
$43.9B
$39.2M 0.04%
2,992,050
+213,850
+8% +$3.38M
HIT
414
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$38.8M 0.04%
675,688
-15,502
-2% -$891K
NI icon
415
NiSource
NI
$21.5B
$38.7M 0.04%
1,551,423
+12,628
+0.8% +$349K
APTV icon
416
Aptiv
APTV
$12.3B
$38.7M 0.04%
786,721
+3,440
+0.4% +$270K
INCY icon
417
Incyte
INCY
$25.8B
$38.7M 0.04%
528,303
+986
+0.2% +$74.5K
INGR icon
418
Ingredion
INGR
$6.42B
$38.7M 0.04%
511,989
+19,450
+4% +$1.67M
HLT icon
419
Hilton Worldwide
HLT
$72.4B
$38.5M 0.04%
563,673
+69,502
+14% +$6.77M
AMX icon
420
America Movil
AMX
$74.6B
$38.3M 0.04%
3,253,983
-702,965
-18% -$11M
JKHY icon
421
Jack Henry & Associates
JKHY
$11.4B
$38.2M 0.04%
246,207
+22,810
+10% +$3.54M
IBN icon
422
ICICI Bank
IBN
$107B
$37.9M 0.03%
4,462,000
+525,484
+13% +$6.96M
WAT icon
423
Waters Corp
WAT
$37.3B
$37.9M 0.03%
208,184
-10,240
-5% -$2.16M
TSCO icon
424
Tractor Supply
TSCO
$16.3B
$37.9M 0.03%
2,239,165
-58,775
-3% -$1.05M
PBCT
425
DELISTED
People's United Financial Inc
PBCT
$37.7M 0.03%
3,411,934
+1,087,437
+47% +$16.1M
15 16
17
18 19

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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.