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 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
NGHC
926
DELISTED
National General Holdings Corp
NGHC
$11.6M 0.01%
699,437
+102,103
+17% +$2.04M
TREX icon
927
Trex
TREX
$4.56B
$11.5M 0.01%
288,052
-5,542
-2% -$260K
EHC icon
928
Encompass Health
EHC
$11B
$11.5M 0.01%
225,882
+5,716
+3% +$330K
SIRI icon
929
SiriusXM
SIRI
$10.4B
$11.5M 0.01%
232,193
+1,575
+0.7% +$103K
TRN icon
930
Trinity Industries
TRN
$2.73B
$11.5M 0.01%
712,932
+132,259
+23% +$2.65M
NYT icon
931
New York Times
NYT
$12.3B
$11.4M 0.01%
372,821
+22,498
+6% +$773K
COLB icon
932
Columbia Banking Systems
COLB
$8.84B
$11.4M 0.01%
427,025
+48,721
+13% +$1.71M
TWNK
933
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$11.4M 0.01%
1,070,793
+63,120
+6% +$801K
COTY icon
934
Coty
COTY
$2.37B
$11.4M 0.01%
2,211,256
-515,955
-19% -$4.84M
MUSA icon
935
Murphy USA
MUSA
$11.4B
$11.4M 0.01%
135,086
-15,588
-10% -$1.62M
VCSH icon
936
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$11.4M 0.01%
143,910
+17
+0% +$1.37K
EC icon
937
Ecopetrol
EC
$35B
$11.4M 0.01%
1,195,306
-11,078
-0.9% -$183K
FLIR
938
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$11.4M 0.01%
356,435
-22,878
-6% -$1.08M
WCN
939
Waste Connections
WCN
$41.9B
$11.3M 0.01%
146,388
+19,114
+15% +$1.8M
DISCK
940
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$11.3M 0.01%
646,694
-44,904
-6% -$1.16M
SLM icon
941
SLM Corp
SLM
$4.86B
$11.3M 0.01%
1,576,576
+47,063
+3% +$454K
RL icon
942
Ralph Lauren
RL
$23B
$11.3M 0.01%
169,420
+22,075
+15% +$2.32M
SABA
943
Saba Capital Income & Opportunities Fund II
SABA
$223M
$11.3M 0.01%
1,056,895
+366,105
+53% +$4.3M
WSO icon
944
Watsco Inc
WSO
$12.8B
$11.3M 0.01%
71,564
+667
+0.9% +$113K
TLK icon
945
Telkom Indonesia
TLK
$14.4B
$11.3M 0.01%
586,812
+14,402
+3% +$363K
FCF icon
946
First Commonwealth Financial
FCF
$2.18B
$11.3M 0.01%
1,235,720
+7,495
+0.6% +$92.8K
TRGP icon
947
Targa Resources
TRGP
$57.6B
$11.3M 0.01%
1,630,886
+1,203,102
+281% +$35.8M
CASY icon
948
Casey's General Stores
CASY
$32.1B
$11.3M 0.01%
85,049
-1,037
-1% -$168K
ZEN
949
DELISTED
ZENDESK INC
ZEN
$11.2M 0.01%
175,692
+23,887
+16% +$1.86M
GWB
950
DELISTED
Great Western Bancorp, Inc.
GWB
$11.2M 0.01%
549,119
+149,793
+38% +$4.23M
36 37
38
39 40

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.