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
RCUS icon
3001
Arcus Biosciences
RCUS
$3.55B
$231K ﹤0.01%
+16,622
New +$207K
AKO.A icon
3002
Embotelladora Andina Series A
AKO.A
$3.63B
$230K ﹤0.01%
22,603
-1,111
-5% -$14.3K
NTLA icon
3003
Intellia Therapeutics
NTLA
$1.49B
$230K ﹤0.01%
18,800
-29,881
-61% -$403K
GHL
3004
DELISTED
Greenhill & Co., Inc.
GHL
$229K ﹤0.01%
23,313
-27,185
-54% -$397K
TSG
3005
DELISTED
The Stars Group Inc.
TSG
$229K ﹤0.01%
+11,191
New +$252K
CLBK icon
3006
Columbia Financial
CLBK
$1.12B
$228K ﹤0.01%
15,820
-7,024
-31% -$112K
LBC
3007
DELISTED
Luther Burbank Corporation Common Stock
LBC
$228K ﹤0.01%
24,839
-28,226
-53% -$294K
ONEM
3008
DELISTED
1Life Healthcare
ONEM
$228K ﹤0.01%
+12,558
New +$275K
ESSA
3009
DELISTED
ESSA Bancorp
ESSA
$227K ﹤0.01%
16,614
-118
-0.7% -$1.89K
IAU icon
3010
iShares Gold Trust
IAU
$62.9B
$227K ﹤0.01%
7,532
+577
+8% +$17.4K
STRL icon
3011
Sterling Infrastructure
STRL
$18.3B
$227K ﹤0.01%
23,920
-21,189
-47% -$270K
MR
3012
DELISTED
Montage Resources Corporation Common Stock
MR
$227K ﹤0.01%
100,870
+11,201
+12% +$42.7K
DAVA icon
3013
Endava
DAVA
$158M
$226K ﹤0.01%
6,414
-93,244
-94% -$4.24M
CECO icon
3014
Ceco Environmental
CECO
$3.85B
$225K ﹤0.01%
48,238
-2,724
-5% -$18.5K
TWI icon
3015
Titan International
TWI
$466M
$225K ﹤0.01%
145,409
-42,329
-23% -$109K
BNED icon
3016
Barnes & Noble Education
BNED
$431M
$224K ﹤0.01%
1,644
+426
+35% +$136K
NVAX icon
3017
Novavax
NVAX
$1.2B
$224K ﹤0.01%
16,477
+6,303
+62% +$53.3K
VNOM icon
3018
Viper Energy
VNOM
$8.71B
$224K ﹤0.01%
33,802
-11,395
-25% -$207K
VPG icon
3019
Vishay Precision Group
VPG
$1.22B
$223K ﹤0.01%
11,109
-2,657
-19% -$78K
CLVS
3020
DELISTED
Clovis Oncology, Inc.
CLVS
$222K ﹤0.01%
34,966
+2,566
+8% +$20.6K
HMTV
3021
DELISTED
Hemisphere Media Group, Inc.
HMTV
$222K ﹤0.01%
26,045
+11,420
+78% +$142K
VDC icon
3022
Vanguard Consumer Staples ETF
VDC
$7.97B
$221K ﹤0.01%
+1,605
New +$247K
INBK icon
3023
First Internet Bancorp
INBK
$257M
$220K ﹤0.01%
13,426
-2,296
-15% -$53K
CRK icon
3024
Comstock Resources
CRK
$3.89B
$219K ﹤0.01%
+40,687
New +$242K
XLE icon
3025
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$218K ﹤0.01%
14,996
+5,844
+64% +$139K
119 120
121
122 123

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.