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
TTM
1251
DELISTED
Tata Motors Limited
TTM
$6.65M 0.01%
1,408,743
-321,131
-19% -$3.22M
UHAL icon
1252
U-Haul Holding Co
UHAL
$13.9B
$6.63M 0.01%
228,250
+24,680
+12% +$833K
BRC icon
1253
Brady Corp
BRC
$4.44B
$6.63M 0.01%
146,898
-10,401
-7% -$530K
TDS icon
1254
Telephone and Data Systems
TDS
$3.82B
$6.62M 0.01%
394,919
+20,495
+5% +$445K
TXRH icon
1255
Texas Roadhouse
TXRH
$13.5B
$6.61M 0.01%
160,133
+46,215
+41% +$2.55M
KAMN
1256
DELISTED
Kaman Corp
KAMN
$6.61M 0.01%
171,846
+577
+0.3% +$32.6K
NWN icon
1257
Northwest Natural Holdings
NWN
$2.06B
$6.61M 0.01%
106,982
-4,486
-4% -$314K
NEU icon
1258
NewMarket
NEU
$7.82B
$6.54M 0.01%
17,086
-3,044
-15% -$1.28M
PDM
1259
Piedmont Realty Trust
PDM
$1.21B
$6.53M 0.01%
369,639
-51,137
-12% -$1.1M
IBKC
1260
DELISTED
IBERIABANK Corp
IBKC
$6.52M 0.01%
180,296
+60,651
+51% +$3.78M
EHI
1261
Western Asset Global High Income Fund
EHI
$175M
$6.51M 0.01%
870,862
-495,429
-36% -$4.69M
HR
1262
DELISTED
Healthcare Realty Trust Incorporated
HR
$6.5M 0.01%
232,881
-25,674
-10% -$872K
SF
1263
Stifel
SF
$12.6B
$6.5M 0.01%
354,303
+123,808
+54% +$3.1M
AL
1264
DELISTED
Air Lease Corp
AL
$6.44M 0.01%
290,780
+69,881
+32% +$2.66M
FLR icon
1265
Fluor
FLR
$7.01B
$6.43M 0.01%
931,204
+390,899
+72% +$5.46M
MKSI icon
1266
MKS Inc
MKSI
$20.1B
$6.4M 0.01%
78,566
-2,287
-3% -$234K
BF.A icon
1267
Brown-Forman Class A
BF.A
$13.4B
$6.39M 0.01%
124,471
+18,739
+18% +$1.13M
CLR
1268
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$6.39M 0.01%
836,866
+644,400
+335% +$14.4M
CPRI icon
1269
Capri Holdings
CPRI
$1.83B
$6.39M 0.01%
592,025
+280,754
+90% +$7.37M
HUBS icon
1270
HubSpot
HUBS
$12.2B
$6.39M 0.01%
47,951
-3,982
-8% -$662K
TU icon
1271
Telus
TU
$14.9B
$6.38M 0.01%
404,343
+108,253
+37% +$2M
MOD icon
1272
Modine Manufacturing
MOD
$10.7B
$6.37M 0.01%
1,960,065
+813,690
+71% +$5.4M
CCMP
1273
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$6.36M 0.01%
55,695
+595
+1% +$83K
SXT icon
1274
Sensient Technologies
SXT
$5.26B
$6.34M 0.01%
145,799
-12,687
-8% -$699K
CATY icon
1275
Cathay General Bancorp
CATY
$4.22B
$6.31M 0.01%
274,766
+88,665
+48% +$2.84M
49 50
51
52 53

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.