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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
CNR
2651
Core Natural Resources Inc
CNR
$4.02B
$586K ﹤0.01%
158,850
+3,836
+2% +$30.4K
UFI icon
2652
UNIFI
UFI
$119M
$581K ﹤0.01%
50,321
-13,475
-21% -$276K
ARCE
2653
DELISTED
Arco Platform Limited Class A Common Shares
ARCE
$581K ﹤0.01%
13,739
+232
+2% +$11.5K
GO icon
2654
Grocery Outlet
GO
$909M
$580K ﹤0.01%
+16,891
New +$550K
RGCO icon
2655
RGC Resources
RGCO
$223M
$580K ﹤0.01%
+20,047
New +$544K
SBSW icon
2656
Sibanye-Stillwater
SBSW
$6.26B
$575K ﹤0.01%
121,834
-24,663
-17% -$220K
WK icon
2657
Workiva
WK
$3.36B
$575K ﹤0.01%
17,796
-12,388
-41% -$515K
XLU icon
2658
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$575K ﹤0.01%
20,744
-1,264
-6% -$40.4K
AUD
2659
DELISTED
Audacy, Inc.
AUD
$575K ﹤0.01%
336,066
-208,287
-38% -$757K
LOGI icon
2660
Logitech
LOGI
$14.7B
$572K ﹤0.01%
13,327
+5,443
+69% +$236K
KIO
2661
KKR Income Opportunities Fund
KIO
$451M
$567K ﹤0.01%
+53,230
New +$775K
ACWX icon
2662
iShares MSCI ACWI ex US ETF
ACWX
$11.5B
$563K ﹤0.01%
14,941
+8,772
+142% +$394K
EBIX
2663
DELISTED
Ebix Inc
EBIX
$562K ﹤0.01%
37,017
-8,463
-19% -$241K
IBTX
2664
DELISTED
Independent Bank Group, Inc.
IBTX
$561K ﹤0.01%
23,710
-2,721
-10% -$125K
ECVT icon
2665
Ecovyst
ECVT
$1.32B
$558K ﹤0.01%
51,191
+6,187
+14% +$85.9K
FTSV
2666
DELISTED
Forty Seven, Inc. Common Stock
FTSV
$557K ﹤0.01%
5,835
-30,382
-84% -$1.84M
MX
2667
DELISTED
METSO CRP ADS (REP 1 SHS)
MX
$557K ﹤0.01%
97,367
-16,633
-15% -$95.2K
BOOT icon
2668
Boot Barn
BOOT
$4.51B
$553K ﹤0.01%
42,783
-37,028
-46% -$1.18M
TGI
2669
DELISTED
Triumph Group
TGI
$552K ﹤0.01%
81,651
-56,956
-41% -$1.04M
WHG icon
2670
Westwood Holdings Group
WHG
$182M
$552K ﹤0.01%
30,124
+8,761
+41% +$220K
WTI icon
2671
W&T Offshore
WTI
$534M
$552K ﹤0.01%
324,942
+198,433
+157% +$676K
XLP icon
2672
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$552K ﹤0.01%
10,143
-8,272
-45% -$502K
GNK icon
2673
Genco Shipping & Trading
GNK
$1.11B
$550K ﹤0.01%
+85,723
New +$653K
SSYS icon
2674
Stratasys
SSYS
$679M
$550K ﹤0.01%
34,489
-8,169
-19% -$149K
XIFR
2675
XPLR Infrastructure LP
XIFR
$1.12B
$549K ﹤0.01%
12,765
-6,819
-35% -$361K
105 106
107
108 109

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MCM
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PSUF
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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.