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
BDX icon
76
Becton Dickinson
BDX
$43.8B
$240M 0.22%
1,069,206
+49,332
+5% +$12.2M
CME icon
77
CME Group
CME
$91.8B
$233M 0.21%
1,345,560
+87,450
+7% +$17.4M
CHTR icon
78
Charter Communications
CHTR
$15.7B
$232M 0.21%
531,974
+26,495
+5% +$13M
DUK icon
79
Duke Energy
DUK
$100B
$230M 0.21%
2,842,871
+191,417
+7% +$17.6M
VRTX icon
80
Vertex Pharmaceuticals
VRTX
$122B
$226M 0.21%
951,159
+127,575
+15% +$29.3M
BIIB icon
81
Biogen
BIIB
$29.5B
$225M 0.21%
711,597
+82,136
+13% +$24.9M
MO icon
82
Altria Group
MO
$122B
$224M 0.21%
5,804,897
+535,963
+10% +$23.8M
DG icon
83
Dollar General
DG
$27.2B
$224M 0.21%
1,485,525
-8,293
-0.6% -$1.28M
IWF icon
84
iShares Russell 1000 Growth ETF
IWF
$120B
$224M 0.21%
5,949,816
-2,178,996
-27% -$93.9M
GE icon
85
GE Aerospace
GE
$375B
$220M 0.2%
5,558,422
-670,662
-11% -$35.8M
CCI icon
86
Crown Castle
CCI
$32.4B
$217M 0.2%
1,499,765
+116,349
+8% +$17.3M
KR icon
87
Kroger
KR
$35.5B
$216M 0.2%
7,181,136
+325,028
+5% +$9.54M
NVS icon
88
Novartis
NVS
$297B
$215M 0.2%
2,606,725
-19,926
-0.8% -$1.78M
CI icon
89
Cigna
CI
$77B
$215M 0.2%
1,212,472
+56,443
+5% +$10.9M
VTI icon
90
Vanguard Total Stock Market ETF
VTI
$655B
$214M 0.2%
1,659,354
+1,611,321
+3,355% +$249M
RTX icon
91
RTX Corp
RTX
$294B
$213M 0.2%
3,594,172
-428,110
-11% -$36.2M
MCO icon
92
Moody's
MCO
$84.2B
$210M 0.19%
994,670
+46,120
+5% +$11.2M
KMB icon
93
Kimberly-Clark
KMB
$37B
$209M 0.19%
1,636,180
+38,212
+2% +$5.29M
ADP icon
94
Automatic Data Processing
ADP
$102B
$206M 0.19%
1,506,922
-104,537
-6% -$16.8M
ELV icon
95
Elevance Health
ELV
$82.1B
$206M 0.19%
906,022
-58,232
-6% -$15.9M
D icon
96
Dominion Energy
D
$61.8B
$205M 0.19%
2,834,810
+430,721
+18% +$35.2M
ITW icon
97
Illinois Tool Works
ITW
$81.9B
$204M 0.19%
1,436,591
+71,474
+5% +$12.1M
CAT icon
98
Caterpillar
CAT
$402B
$201M 0.18%
1,729,035
+38,533
+2% +$4.92M
TSM icon
99
TSMC
TSM
$2.07T
$200M 0.18%
4,181,533
-67,705
-2% -$3.7M
AXP icon
100
American Express
AXP
$226B
$197M 0.18%
2,302,238
-134,780
-6% -$15.7M
2 3
4
5 6

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.