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
EL icon
151
Estee Lauder
EL
$30.3B
$136M 0.12%
852,917
-1,358
-0.2% -$262K
AZN icon
152
AstraZeneca
AZN
$269B
$133M 0.12%
1,494,369
-73,171
-5% -$6.89M
NVO
153
Novo Nordisk
NVO
$224B
$131M 0.12%
4,359,260
-145,162
-3% -$4.32M
WBA
154
DELISTED
Walgreens Boots Alliance
WBA
$131M 0.12%
2,863,048
-29,607
-1% -$1.5M
TM icon
155
Toyota
TM
$219B
$131M 0.12%
1,090,421
+76,968
+8% +$10.3M
EW icon
156
Edwards Lifesciences
EW
$48.5B
$129M 0.12%
2,044,671
-9,387
-0.5% -$677K
ADI icon
157
Analog Devices
ADI
$178B
$127M 0.12%
1,419,880
+33,368
+2% +$3.65M
BSX icon
158
Boston Scientific
BSX
$69.7B
$124M 0.11%
3,803,796
-310,880
-8% -$12.1M
ATVI
159
DELISTED
Activision Blizzard
ATVI
$123M 0.11%
2,066,561
+345,445
+20% +$20.5M
WEC icon
160
WEC Energy
WEC
$37.7B
$122M 0.11%
1,389,776
+71,195
+5% +$6.85M
MSCI icon
161
MSCI
MSCI
$41.5B
$119M 0.11%
411,288
-44,068
-10% -$12.5M
GIS icon
162
General Mills
GIS
$20.2B
$119M 0.11%
2,249,187
+223,085
+11% +$11.8M
MSI icon
163
Motorola Solutions
MSI
$72.1B
$118M 0.11%
889,811
+22,886
+3% +$3.84M
ASML icon
164
ASML
ASML
$602B
$118M 0.11%
450,328
+11,466
+3% +$3.26M
NSC icon
165
Norfolk Southern
NSC
$77.6B
$118M 0.11%
805,536
+5,232
+0.7% +$966K
SBAC icon
166
SBA Communications
SBAC
$19.1B
$117M 0.11%
434,467
+39,838
+10% +$10.5M
ADSK icon
167
Autodesk
ADSK
$50.2B
$117M 0.11%
748,930
+18,042
+2% +$3.31M
GPN icon
168
Global Payments
GPN
$23.5B
$116M 0.11%
801,068
+103,137
+15% +$18.8M
ITOT icon
169
iShares Core S&P Total US Stock Market ETF
ITOT
$93.2B
$115M 0.11%
2,015,651
-49,761
-2% -$3.41M
ED icon
170
Consolidated Edison
ED
$42B
$115M 0.11%
1,475,454
+113,002
+8% +$9.91M
EBAY icon
171
eBay
EBAY
$51.6B
$114M 0.1%
3,802,118
+514,019
+16% +$17.9M
AON icon
172
Aon
AON
$80.6B
$114M 0.1%
689,249
+29,190
+4% +$5.98M
CMI icon
173
Cummins
CMI
$87.9B
$113M 0.1%
838,042
+58,293
+7% +$9.09M
PSX icon
174
Phillips 66
PSX
$83.7B
$113M 0.1%
2,110,745
-74,562
-3% -$6.07M
MCK icon
175
McKesson
MCK
$103B
$111M 0.1%
822,396
+131,783
+19% +$19.3M
5 6
7
8 9

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.