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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
VOD icon
476
Vodafone
VOD
$36.5B
$33.5M 0.03%
2,431,643
-776,700
-24% -$13.9M
AVY icon
477
Avery Dennison
AVY
$12.9B
$33.3M 0.03%
327,086
+16,219
+5% +$1.99M
DT
478
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$33.3M 0.03%
2,573,629
-469,463
-15% -$6.07M
OKE icon
479
Oneok
OKE
$56.5B
$33.2M 0.03%
1,522,221
+207,340
+16% +$12.6M
BAY
480
DELISTED
BAYER AG SPONS ADR
BAY
$32.9M 0.03%
2,275,938
-301,496
-12% -$4.36M
CCL icon
481
Carnival Corporation Ltd
CCL
$38.2B
$32.9M 0.03%
2,498,514
+1,060,135
+74% +$37.7M
TD icon
482
Toronto Dominion Bank
TD
$199B
$32.9M 0.03%
775,965
-15,661
-2% -$803K
ALC icon
483
Alcon
ALC
$33.4B
$32.9M 0.03%
646,784
+41,191
+7% +$2.37M
TXT icon
484
Textron
TXT
$14.8B
$32.8M 0.03%
1,230,767
+420,044
+52% +$17M
CHRW icon
485
C.H. Robinson
CHRW
$17.6B
$32.8M 0.03%
495,449
+76,285
+18% +$5.48M
AXA
486
DELISTED
AXA ADS (1 ORD SHS)
AXA
$32.8M 0.03%
1,896,031
+96,921
+5% +$1.68M
QGEN icon
487
Qiagen
QGEN
$8.52B
$32.8M 0.03%
742,817
-17,409
-2% -$680K
OXY icon
488
Occidental Petroleum
OXY
$56.1B
$32.7M 0.03%
2,823,690
+1,149,860
+69% +$37.8M
BR icon
489
Broadridge
BR
$17.7B
$32.5M 0.03%
342,324
+47,275
+16% +$5.39M
WY icon
490
Weyerhaeuser
WY
$18B
$32.4M 0.03%
1,914,049
-286,574
-13% -$7.54M
COO icon
491
Cooper Companies
COO
$14B
$32.4M 0.03%
470,732
+71,892
+18% +$5.85M
NDAQ icon
492
Nasdaq
NDAQ
$52.6B
$32.4M 0.03%
1,023,735
+195,912
+24% +$6.94M
UAL icon
493
United Airlines
UAL
$39.7B
$32.3M 0.03%
1,025,101
-10,386
-1% -$687K
CHT icon
494
Chunghwa Telecom
CHT
$33.1B
$32.3M 0.03%
908,448
+72,796
+9% +$2.62M
EXR icon
495
Extra Space Storage
EXR
$31.3B
$32.1M 0.03%
335,521
+37,374
+13% +$3.89M
HST icon
496
Host Hotels & Resorts
HST
$17.2B
$31.6M 0.03%
2,865,525
-46,663
-2% -$705K
VEEV icon
497
Veeva Systems
VEEV
$33B
$31.6M 0.03%
201,809
+43,488
+27% +$6.37M
JNPR
498
DELISTED
Juniper Networks
JNPR
$31.5M 0.03%
1,644,051
+370,584
+29% +$8.32M
AIZ icon
499
Assurant
AIZ
$14B
$31.5M 0.03%
302,278
+17,480
+6% +$2.16M
S
500
DELISTED
Sprint Corporation
S
$31.4M 0.03%
3,637,861
+863,165
+31% +$6.06M
18 19
20
21 22

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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.