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
FM
1876
DELISTED
iShares Frontier and Select EM ETF
FM
$2.52M ﹤0.01%
117,856
-8,545
-7% -$236K
YELP icon
1877
Yelp
YELP
$1.45B
$2.52M ﹤0.01%
139,488
-33,496
-19% -$1.02M
BBT
1878
Beacon Financial Corp
BBT
$2.66B
$2.51M ﹤0.01%
168,875
+26,291
+18% +$664K
ARD
1879
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$2.51M ﹤0.01%
211,397
-19,374
-8% -$340K
FSP
1880
Franklin Street Properties
FSP
$47.2M
$2.5M ﹤0.01%
436,886
-118,490
-21% -$840K
IMMU
1881
DELISTED
Immunomedics Inc
IMMU
$2.5M ﹤0.01%
185,134
-54,764
-23% -$921K
OPB
1882
DELISTED
Opus Bank Common Stock
OPB
$2.49M ﹤0.01%
143,913
+36,325
+34% +$847K
CENX icon
1883
Century Aluminum
CENX
$4.43B
$2.49M ﹤0.01%
688,747
+119,098
+21% +$666K
MSTR icon
1884
Strategy Inc
MSTR
$34.1B
$2.49M ﹤0.01%
211,050
+4,030
+2% +$54.7K
PDCE
1885
DELISTED
PDC Energy, Inc.
PDCE
$2.49M ﹤0.01%
401,278
+282,579
+238% +$5.09M
CSR
1886
Centerspace
CSR
$921M
$2.49M ﹤0.01%
45,243
-5,531
-11% -$396K
BKE icon
1887
Buckle
BKE
$2.25B
$2.48M ﹤0.01%
181,280
-26,421
-13% -$595K
ACH
1888
DELISTED
Alum Corp of China Ltd
ACH
$2.48M ﹤0.01%
496,380
+15,405
+3% +$108K
MUB icon
1889
iShares National Muni Bond ETF
MUB
$45.1B
$2.47M ﹤0.01%
21,868
+11,168
+104% +$1.27M
PETS icon
1890
PetMed Express
PETS
$41.7M
$2.47M ﹤0.01%
85,713
+9,732
+13% +$255K
TCMD icon
1891
Tactile Systems Technology
TCMD
$635M
$2.45M ﹤0.01%
61,033
+5,018
+9% +$269K
MNR
1892
DELISTED
Monmouth Real Estate Investment Corp
MNR
$2.44M ﹤0.01%
202,808
+49,196
+32% +$681K
HL icon
1893
Hecla Mining
HL
$9.47B
$2.44M ﹤0.01%
1,338,062
+336,175
+34% +$931K
ADUS icon
1894
Addus HomeCare
ADUS
$2.16B
$2.42M ﹤0.01%
35,878
-5,756
-14% -$498K
GBT
1895
DELISTED
Global Blood Therapeutics, Inc.
GBT
$2.42M ﹤0.01%
47,475
-9,764
-17% -$654K
FRME icon
1896
First Merchants
FRME
$2.68B
$2.42M ﹤0.01%
91,491
-16,408
-15% -$599K
TRST
1897
Trustco Bank Corp NY
TRST
$970M
$2.42M ﹤0.01%
89,599
-43,762
-33% -$1.59M
ATKR icon
1898
Atkore
ATKR
$2.46B
$2.42M ﹤0.01%
114,905
-90,780
-44% -$3.25M
CWCO icon
1899
Consolidated Water Co
CWCO
$467M
$2.42M ﹤0.01%
147,615
+114,009
+339% +$1.9M
RSX
1900
DELISTED
VanEck Russia ETF
RSX
$2.41M ﹤0.01%
144,725
– –
74 75
76
77 78

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.