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
KRA
2026
DELISTED
Kraton Corporation
KRA
$1.95M ﹤0.01%
240,338
+135,951
+130% +$2.03M
AIR icon
2027
AAR Corp
AIR
$5.59B
$1.94M ﹤0.01%
109,343
-5,958
-5% -$218K
VUG icon
2028
Vanguard Morningstar Growth ETF
VUG
$220B
$1.93M ﹤0.01%
74,040
-8,118
-10% -$243K
DX
2029
Dynex Capital
DX
$3.15B
$1.93M ﹤0.01%
185,068
+5,334
+3% +$87.9K
XRN
2030
Chiron Real Estate Inc
XRN
$514M
$1.93M ﹤0.01%
38,150
+4,872
+15% +$328K
XLV icon
2031
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$1.93M ﹤0.01%
21,744
-9,868
-31% -$959K
TBRG
2032
DELISTED
TruBridge
TBRG
$1.92M ﹤0.01%
86,277
+29,117
+51% +$748K
RPD icon
2033
Rapid7
RPD
$645M
$1.92M ﹤0.01%
44,277
+10,327
+30% +$542K
OXM icon
2034
Oxford Industries
OXM
$566M
$1.92M ﹤0.01%
52,867
-13,967
-21% -$857K
HOUS
2035
DELISTED
Anywhere Real Estate
HOUS
$1.91M ﹤0.01%
634,123
-428,482
-40% -$3.77M
COLL icon
2036
Collegium Pharmaceutical
COLL
$1.15B
$1.91M ﹤0.01%
116,857
-3,949
-3% -$81.5K
XLK icon
2037
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.9M ﹤0.01%
47,310
-8,244
-15% -$376K
GCP
2038
DELISTED
GCP Applied Technologies Inc.
GCP
$1.9M ﹤0.01%
106,805
-9,834
-8% -$208K
NG icon
2039
NovaGold Resources
NG
$2.56B
$1.9M ﹤0.01%
257,091
+31,548
+14% +$270K
MEOH icon
2040
Methanex
MEOH
$4.3B
$1.9M ﹤0.01%
155,829
+42,282
+37% +$1.22M
EFV icon
2041
iShares MSCI EAFE Value ETF
EFV
$28.8B
$1.9M ﹤0.01%
53,092
+9,375
+21% +$417K
KYNB
2042
Kyntra Bio
KYNB
$27.2M
$1.89M ﹤0.01%
2,178
-64
-3% -$63.6K
FIBK icon
2043
First Interstate BancSystem
FIBK
$3.69B
$1.89M ﹤0.01%
65,485
+4,175
+7% +$150K
ADAM
2044
Adamas Trust
ADAM
$815M
$1.89M ﹤0.01%
304,646
+4,426
+1% +$93.2K
DCP
2045
DELISTED
DCP Midstream, LP
DCP
$1.89M ﹤0.01%
463,846
+176,255
+61% +$2.93M
AXIA
2046
AXIA Energia
AXIA
$23.9B
$1.89M ﹤0.01%
517,051
+93,957
+22% +$570K
ENVA icon
2047
Enova International
ENVA
$6.33B
$1.89M ﹤0.01%
130,114
-24,248
-16% -$481K
NTUS
2048
DELISTED
Natus Medical Inc
NTUS
$1.88M ﹤0.01%
81,304
-18,036
-18% -$524K
SNAP icon
2049
Snap
SNAP
$7.89B
$1.88M ﹤0.01%
157,848
-8,815
-5% -$135K
MHO icon
2050
M/I Homes
MHO
$3.74B
$1.86M ﹤0.01%
112,822
-35,331
-24% -$1.28M
80 81
82
83 84

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.