We are live on ! Find out more
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
TMO icon
51
Thermo Fisher Scientific
TMO
$208B
$359M 0.33%
1,264,585
+36,995
+3% +$11.7M
ACN icon
52
Accenture
ACN
$94.3B
$357M 0.33%
2,189,375
-18,215
-0.8% -$3.51M
UNP icon
53
Union Pacific
UNP
$178B
$351M 0.32%
2,487,289
-84,618
-3% -$14M
HON icon
54
Honeywell
HON
$77.9B
$346M 0.32%
2,746,789
-40,941
-1% -$6.32M
MDT icon
55
Medtronic
MDT
$108B
$346M 0.32%
3,831,999
+90,107
+2% +$9.59M
CVS icon
56
CVS Health
CVS
$137B
$343M 0.31%
5,781,673
+237,302
+4% +$15.8M
IBM icon
57
IBM
IBM
$204B
$340M 0.31%
3,206,920
-119,477
-4% -$15.1M
C icon
58
Citigroup
C
$223B
$336M 0.31%
7,988,471
-1,042,919
-12% -$70M
DHR icon
59
Danaher
DHR
$138B
$313M 0.29%
2,553,745
-10,691
-0.4% -$1.44M
QCOM icon
60
Qualcomm
QCOM
$179B
$307M 0.28%
4,543,982
-161,110
-3% -$13.2M
INTU icon
61
Intuit
INTU
$83.1B
$301M 0.28%
1,310,317
+113,212
+9% +$30.7M
WFC icon
62
Wells Fargo
WFC
$264B
$297M 0.27%
10,359,664
-2,757,875
-21% -$117M
LIN icon
63
Linde
LIN
$234B
$296M 0.27%
1,711,193
+105,386
+7% +$20.8M
LMT icon
64
Lockheed Martin
LMT
$134B
$290M 0.27%
855,496
+70,205
+9% +$27.6M
LOW icon
65
Lowe's Companies
LOW
$119B
$286M 0.26%
3,321,191
-130,211
-4% -$14.2M
MDLZ icon
66
Mondelez International
MDLZ
$77.9B
$282M 0.26%
5,622,592
+163,717
+3% +$8.87M
SPY icon
67
State Street SPDR S&P 500 ETF Trust
SPY
$781B
$273M 0.25%
1,058,749
-290,120
-22% -$88.5M
SBUX icon
68
Starbucks
SBUX
$118B
$261M 0.24%
3,967,447
+60,475
+2% +$4.89M
BABA icon
69
Alibaba
BABA
$276B
$258M 0.24%
1,329,095
-51,550
-4% -$10.8M
TJX icon
70
TJX Companies
TJX
$173B
$258M 0.24%
5,399,234
-45,849
-0.8% -$2.64M
AVGO icon
71
Broadcom
AVGO
$1.82T
$254M 0.23%
10,732,790
-559,380
-5% -$15.8M
TGT icon
72
Target
TGT
$63.7B
$253M 0.23%
2,721,203
+122,865
+5% +$13.6M
MMM icon
73
3M
MMM
$91.9B
$250M 0.23%
2,193,897
+36,028
+2% +$4.74M
FIS icon
74
Fidelity National Information Services
FIS
$22.3B
$248M 0.23%
2,036,160
+134,250
+7% +$18.6M
SPGI icon
75
S&P Global
SPGI
$130B
$245M 0.22%
1,001,327
+69,651
+7% +$19.1M
1 2
3
4 5

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.