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
PINS icon
1301
Pinterest
PINS
$13.4B
$6.06M 0.01%
392,548
+23,420
+6% +$456K
WUBA
1302
DELISTED
58.com Inc
WUBA
$6.06M 0.01%
124,410
+2,420
+2% +$139K
CXT icon
1303
Crane NXT
CXT
$2.99B
$6.06M 0.01%
354,569
+60,246
+20% +$1.55M
MSA icon
1304
Mine Safety
MSA
$7.35B
$6.05M 0.01%
59,801
+782
+1% +$98.4K
GRUB
1305
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$6.05M 0.01%
74,218
+18,530
+33% +$1.82M
ST icon
1306
Sensata Technologies
ST
$6.74B
$6.02M 0.01%
208,135
-476,720
-70% -$20.6M
MBT
1307
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$6.01M 0.01%
791,110
-331,608
-30% -$3.17M
HIO
1308
Western Asset High Income Opportunity Fund
HIO
$336M
$6.01M 0.01%
1,427,780
-672,934
-32% -$3.23M
ETSY icon
1309
Etsy
ETSY
$7.75B
$6.01M 0.01%
156,324
+32,740
+26% +$1.6M
BCO icon
1310
Brink's
BCO
$4.88B
$6M 0.01%
115,179
-44,877
-28% -$3.51M
KOF icon
1311
Coca-Cola Femsa
KOF
$22.7B
$5.99M 0.01%
148,830
+22,308
+18% +$1.26M
CIM
1312
Chimera Investment
CIM
$1.04B
$5.99M 0.01%
219,278
-14,702
-6% -$835K
KNSL icon
1313
Kinsale Capital Group
KNSL
$8.12B
$5.99M 0.01%
57,253
+5,443
+11% +$613K
BJ icon
1314
BJs Wholesale Club
BJ
$12.5B
$5.98M 0.01%
234,932
+100,850
+75% +$2.27M
BYM
1315
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$5.97M 0.01%
450,588
+22,400
+5% +$314K
DIOD icon
1316
Diodes
DIOD
$3.78B
$5.91M 0.01%
145,403
-8,299
-5% -$398K
PEN icon
1317
Penumbra
PEN
$12.6B
$5.9M 0.01%
36,597
+4,236
+13% +$714K
EQM
1318
DELISTED
EQM Midstream Partners, LP
EQM
$5.9M 0.01%
499,881
+204,109
+69% +$4.16M
SNV
1319
DELISTED
Synovus
SNV
$5.89M 0.01%
335,685
-81,113
-19% -$2.5M
CAR icon
1320
Avis
CAR
$4.86B
$5.87M 0.01%
422,019
-56,273
-12% -$1.68M
SKYW icon
1321
Skywest
SKYW
$4.24B
$5.85M 0.01%
223,448
-43,184
-16% -$2.11M
NTCT icon
1322
NETSCOUT
NTCT
$2.96B
$5.84M 0.01%
246,903
+48,393
+24% +$1.23M
MTH icon
1323
Meritage Homes
MTH
$4.58B
$5.83M 0.01%
319,292
-72,110
-18% -$2.19M
APLE icon
1324
Apple Hospitality REIT
APLE
$3.9B
$5.82M 0.01%
635,133
-86,732
-12% -$1.14M
KBH icon
1325
KB Home
KBH
$3.37B
$5.82M 0.01%
321,656
+55,087
+21% +$1.76M
51 52
53
54 55

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.