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
BLX icon
1576
Bladex Inc
BLX
$2.2B
$4.02M ﹤0.01%
389,874
+16,197
+4% +$299K
MNDT
1577
DELISTED
Mandiant, Inc. Common Stock
MNDT
$4M ﹤0.01%
378,469
-121,604
-24% -$1.75M
BTT icon
1578
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$4M ﹤0.01%
176,143
+26,619
+18% +$635K
AXS icon
1579
AXIS Capital
AXS
$7.68B
$3.99M ﹤0.01%
103,259
-70,851
-41% -$3.96M
RVNC
1580
DELISTED
Revance Therapeutics, Inc.
RVNC
$3.99M ﹤0.01%
269,579
-67,150
-20% -$1.39M
CACC icon
1581
Credit Acceptance
CACC
$5.95B
$3.99M ﹤0.01%
15,594
-2,622
-14% -$1.06M
WING icon
1582
Wingstop
WING
$3.53B
$3.98M ﹤0.01%
49,934
+4,143
+9% +$355K
FSS icon
1583
Federal Signal
FSS
$7.63B
$3.97M ﹤0.01%
145,642
-31,315
-18% -$976K
SAFT icon
1584
Safety Insurance
SAFT
$1.52B
$3.97M ﹤0.01%
47,038
-6,568
-12% -$573K
BCC icon
1585
Boise Cascade
BCC
$2.69B
$3.97M ﹤0.01%
166,809
+70,399
+73% +$2.39M
AMKR icon
1586
Amkor Technology
AMKR
$12.4B
$3.96M ﹤0.01%
508,865
-34,083
-6% -$370K
LGIH icon
1587
LGI Homes
LGIH
$1.27B
$3.96M ﹤0.01%
87,797
+18,983
+28% +$1.41M
PZZA icon
1588
Papa John's
PZZA
$984M
$3.96M ﹤0.01%
74,206
-6,319
-8% -$380K
FWRD icon
1589
Forward Air
FWRD
$444M
$3.96M ﹤0.01%
78,108
-11,199
-13% -$681K
VGR
1590
DELISTED
Vector Group Ltd.
VGR
$3.95M ﹤0.01%
591,533
-122,643
-17% -$1.08M
FLOW
1591
DELISTED
SPX FLOW, Inc.
FLOW
$3.95M ﹤0.01%
138,913
-20,328
-13% -$775K
KTF
1592
DWS Municipal Income Trust
KTF
$346M
$3.95M ﹤0.01%
366,183
+88,804
+32% +$1M
VMI icon
1593
Valmont Industries
VMI
$9.3B
$3.94M ﹤0.01%
37,200
-7,796
-17% -$1.01M
INVA icon
1594
Innoviva
INVA
$1.55B
$3.94M ﹤0.01%
334,713
+55,368
+20% +$732K
AGIO icon
1595
Agios Pharmaceuticals
AGIO
$1.79B
$3.93M ﹤0.01%
110,808
+18,864
+21% +$872K
CALM icon
1596
Cal-Maine
CALM
$4.12B
$3.93M ﹤0.01%
89,377
-8,623
-9% -$326K
WES icon
1597
Western Midstream Partners
WES
$19.2B
$3.93M ﹤0.01%
1,213,047
+380,561
+46% +$5.24M
BGC icon
1598
BGC Group
BGC
$5.45B
$3.92M ﹤0.01%
1,557,144
-384,472
-20% -$1.88M
PCG icon
1599
PG&E
PCG
$38.3B
$3.91M ﹤0.01%
435,043
+31,054
+8% +$412K
CC icon
1600
Chemours
CC
$2.5B
$3.91M ﹤0.01%
440,466
-407,124
-48% -$5.87M
62 63
64
65 66

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.