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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
BMO icon
726
Bank of Montreal
BMO
$123B
$17M 0.02%
337,899
-33,583
-9% -$2.28M
WTM icon
727
White Mountains Insurance
WTM
$5.33B
$17M 0.02%
18,656
-5,773
-24% -$5.98M
NFG icon
728
National Fuel Gas
NFG
$7.69B
$17M 0.02%
454,708
+186,271
+69% +$7.64M
DXC icon
729
DXC Technology
DXC
$1.91B
$16.9M 0.02%
1,295,781
+116,632
+10% +$3.08M
TRU icon
730
TransUnion
TRU
$16B
$16.9M 0.02%
255,451
-13,177
-5% -$1.14M
ATR icon
731
AptarGroup
ATR
$8.69B
$16.9M 0.02%
169,328
+13,622
+9% +$1.48M
ALNY icon
732
Alnylam Pharmaceuticals
ALNY
$38.3B
$16.8M 0.02%
154,420
+13,198
+9% +$1.52M
IPGP icon
733
IPG Photonics
IPGP
$3.4B
$16.8M 0.02%
152,199
+47,060
+45% +$6.15M
SCI icon
734
Service Corp International
SCI
$11.8B
$16.8M 0.02%
428,737
+49,817
+13% +$2.32M
TRMB icon
735
Trimble
TRMB
$13.6B
$16.8M 0.02%
526,319
-33,383
-6% -$1.31M
IHG icon
736
InterContinental Hotels
IHG
$23.8B
$16.7M 0.02%
396,641
+49,580
+14% +$2.78M
HOG icon
737
Harley-Davidson
HOG
$2.61B
$16.7M 0.02%
881,448
+359,128
+69% +$10.9M
LPL icon
738
LG Display
LPL
$2.79B
$16.6M 0.02%
3,746,276
+1,040,697
+38% +$6.22M
PACW
739
DELISTED
PacWest Bancorp
PACW
$16.6M 0.02%
927,472
+195,276
+27% +$6.12M
CM icon
740
Canadian Imperial Bank of Commerce
CM
$106B
$16.6M 0.02%
572,448
+37,974
+7% +$1.41M
OHI icon
741
Omega Healthcare
OHI
$15.3B
$16.5M 0.02%
620,429
-736
-0.1% -$27.9K
VIPS icon
742
Vipshop
VIPS
$7.26B
$16.5M 0.02%
1,056,430
+158,832
+18% +$2.26M
MASI
743
DELISTED
Masimo
MASI
$16.4M 0.02%
92,725
+642
+0.7% +$110K
ZD icon
744
Ziff Davis
ZD
$2B
$16.3M 0.02%
251,112
+1,159
+0.5% +$90.5K
PWR icon
745
Quanta Services
PWR
$84.2B
$16.3M 0.01%
514,377
+99,999
+24% +$3.72M
WIT icon
746
Wipro
WIT
$19.5B
$16.3M 0.01%
10,521,600
+143,376
+1% +$252K
NDSN icon
747
Nordson
NDSN
$16.4B
$16.3M 0.01%
120,669
+13,713
+13% +$2.11M
BKU icon
748
Bankunited
BKU
$3.33B
$16.3M 0.01%
869,890
-36,986
-4% -$1.11M
GNTX icon
749
Gentex
GNTX
$5.1B
$16.2M 0.01%
733,162
+5,879
+0.8% +$163K
AGR
750
DELISTED
Avangrid, Inc.
AGR
$16.2M 0.01%
371,031
-34,282
-8% -$1.72M
28 29
30
31 32

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MCM
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PSUF
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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.