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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
HDB icon
351
HDFC Bank
HDB
$123B
$47.3M 0.04%
2,458,394
-198,166
-7% -$5.33M
CBRE icon
352
CBRE Group
CBRE
$43.3B
$47.1M 0.04%
1,249,110
+3,699
+0.3% +$204K
BRK.A icon
353
Berkshire Hathaway Class A
BRK.A
$1.1T
$47.1M 0.04%
173
-24
-12% -$7.65M
AME icon
354
Ametek
AME
$53.9B
$47M 0.04%
652,898
+78,368
+14% +$7.07M
CMA
355
DELISTED
Comerica
CMA
$46.6M 0.04%
1,589,162
+1,003,244
+171% +$54.5M
VXUS icon
356
Vanguard Total International Stock ETF
VXUS
$151B
$46M 0.04%
+1,097,001
New +$55.7M
SNPS icon
357
Synopsys
SNPS
$71.6B
$45.9M 0.04%
356,442
+24,744
+7% +$3.52M
LVS icon
358
Las Vegas Sands
LVS
$31.4B
$45.9M 0.04%
1,080,227
+235,301
+28% +$14.2M
HRL icon
359
Hormel Foods
HRL
$14.2B
$45.8M 0.04%
981,780
+89,614
+10% +$4.08M
IPG
360
DELISTED
Interpublic Group of Companies
IPG
$45.7M 0.04%
2,822,682
+380,261
+16% +$8.03M
MUFG icon
361
Mitsubishi UFJ Financial
MUFG
$247B
$45.6M 0.04%
12,450,943
-2,236,767
-15% -$10.7M
BAP icon
362
Credicorp
BAP
$30.5B
$45M 0.04%
314,700
-27,881
-8% -$5.27M
PNW icon
363
Pinnacle West Capital
PNW
$12.4B
$45M 0.04%
593,392
-24,906
-4% -$2.26M
CINF icon
364
Cincinnati Financial
CINF
$27.8B
$44.8M 0.04%
593,979
+96,200
+19% +$9.59M
VIG icon
365
Vanguard Dividend Appreciation ETF
VIG
$111B
$44.7M 0.04%
432,436
+407,383
+1,626% +$48.6M
CPRT icon
366
Copart
CPRT
$28.5B
$44.6M 0.04%
2,601,444
+63,024
+2% +$1.4M
PHM icon
367
Pultegroup
PHM
$25.2B
$44.4M 0.04%
1,989,950
+8,745
+0.4% +$338K
RY icon
368
Royal Bank of Canada
RY
$287B
$44.3M 0.04%
719,339
+48,728
+7% +$3.62M
CFG icon
369
Citizens Financial Group
CFG
$30.1B
$44.2M 0.04%
2,351,306
+470,822
+25% +$15.4M
LH icon
370
Labcorp
LH
$25.2B
$44.2M 0.04%
406,975
-35,815
-8% -$5.16M
VAR
371
DELISTED
Varian Medical Systems, Inc.
VAR
$43.6M 0.04%
424,749
+16,883
+4% +$2.23M
PARA
372
DELISTED
Paramount Global Class B
PARA
$43.5M 0.04%
3,106,916
+959,580
+45% +$27.5M
CNI icon
373
Canadian National Railway
CNI
$78.5B
$43.4M 0.04%
559,114
+47,599
+9% +$4.15M
LEN icon
374
Lennar Class A
LEN
$20.4B
$43.3M 0.04%
1,171,379
+69,298
+6% +$3.92M
FTNT icon
375
Fortinet
FTNT
$112B
$43.2M 0.04%
2,136,795
+93,775
+5% +$2.01M
13 14
15
16 17

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AF
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MCM
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PSUF
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IA
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SCC
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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.