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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
LXU icon
2526
LSB Industries
LXU
$783M
$773K ﹤0.01%
478,379
+218,687
+84% +$458K
ROAD icon
2527
Construction Partners
ROAD
$5.84B
$772K ﹤0.01%
45,737
+4,877
+12% +$81.1K
COHU icon
2528
Cohu
COHU
$2.26B
$769K ﹤0.01%
62,121
+5,027
+9% +$103K
ZG icon
2529
Zillow
ZG
$7.94B
$765K ﹤0.01%
22,513
+2,478
+12% +$114K
CDLX icon
2530
Cardlytics
CDLX
$21.7M
$764K ﹤0.01%
2,186
-1,971
-47% -$1.4M
MCRI icon
2531
Monarch Casino & Resort
MCRI
$2.2B
$764K ﹤0.01%
27,205
-4,820
-15% -$211K
AKBA icon
2532
Akebia Therapeutics
AKBA
$354M
$763K ﹤0.01%
100,697
+32,414
+47% +$252K
AKO.B icon
2533
Embotelladora Andina Series B
AKO.B
$4.74B
$760K ﹤0.01%
61,667
-4,578
-7% -$67.9K
MRTX
2534
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$760K ﹤0.01%
9,888
-4,719
-32% -$423K
MAXR
2535
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$760K ﹤0.01%
71,134
-3,830
-5% -$59.9K
PFL
2536
PIMCO Income Strategy Fund
PFL
$384M
$759K ﹤0.01%
+89,821
New +$991K
HCKT icon
2537
Hackett Group
HCKT
$270M
$757K ﹤0.01%
59,489
+6,904
+13% +$104K
SRDX
2538
DELISTED
Surmodics
SRDX
$757K ﹤0.01%
22,712
-6,543
-22% -$236K
FSV icon
2539
FirstService
FSV
$6.48B
$754K ﹤0.01%
9,772
+5,583
+133% +$535K
LOMA
2540
Loma Negra
LOMA
$1.34B
$754K ﹤0.01%
212,440
-19,265
-8% -$115K
APEI icon
2541
American Public Education
APEI
$890M
$749K ﹤0.01%
31,289
+1,383
+5% +$33.7K
MTRX icon
2542
Matrix Service
MTRX
$326M
$741K ﹤0.01%
78,249
-15,214
-16% -$234K
SLP icon
2543
Simulations Plus
SLP
$369M
$739K ﹤0.01%
21,161
-2,160
-9% -$72.1K
CIR
2544
DELISTED
CIRCOR International, Inc
CIR
$738K ﹤0.01%
63,461
-21,679
-25% -$763K
ROCC
2545
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$738K ﹤0.01%
238,893
+197,829
+482% +$3.29M
SPCE icon
2546
Virgin Galactic
SPCE
$328M
$736K ﹤0.01%
+2,491
New +$947K
VGSH icon
2547
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$734K ﹤0.01%
+11,781
New +$723K
CARS icon
2548
Cars.com
CARS
$662M
$733K ﹤0.01%
170,389
-41,200
-19% -$398K
VRS
2549
DELISTED
Verso Corporation
VRS
$731K ﹤0.01%
64,762
-26,555
-29% -$414K
PRO
2550
DELISTED
PROS Holdings
PRO
$729K ﹤0.01%
23,484
-8,885
-27% -$444K
100 101
102
103 104

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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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.