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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
JOUT icon
2801
Johnson Outdoors
JOUT
$491M
$420K ﹤0.01%
6,699
+1,365
+26% +$93.1K
LILA icon
2802
Liberty Latin America Class A
LILA
$1.64B
$419K ﹤0.01%
62,214
-25,948
-29% -$261K
AAOI icon
2803
Applied Optoelectronics
AAOI
$7.57B
$417K ﹤0.01%
54,979
-10,818
-16% -$114K
BIL icon
2804
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$417K ﹤0.01%
+4,551
New +$417K
RBBN icon
2805
Ribbon Communications
RBBN
$377M
$417K ﹤0.01%
137,690
+53,405
+63% +$161K
ESTE
2806
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$416K ﹤0.01%
236,415
+87,509
+59% +$364K
TGTX icon
2807
TG Therapeutics
TGTX
$7.96B
$414K ﹤0.01%
42,111
+3,516
+9% +$44.4K
FVD icon
2808
First Trust Value Line Dividend Fund
FVD
$8.32B
$412K ﹤0.01%
14,895
-2,351
-14% -$79K
GTX icon
2809
Garrett Motion
GTX
$5.81B
$412K ﹤0.01%
143,961
+7,030
+5% +$51.2K
GTHX
2810
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$411K ﹤0.01%
37,286
+22,694
+156% +$424K
RDI icon
2811
Reading International Class A
RDI
$33.2M
$410K ﹤0.01%
105,441
+63,626
+152% +$541K
PRTK
2812
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$409K ﹤0.01%
129,902
-13,094
-9% -$48.3K
VAL
2813
DELISTED
Valaris plc Class A Ordinary Share
VAL
$407K ﹤0.01%
903,539
+81,045
+10% +$310K
GRBK icon
2814
Green Brick Partners
GRBK
$3.04B
$403K ﹤0.01%
50,122
-26,243
-34% -$278K
MTLS
2815
Materialise
MTLS
$368M
$403K ﹤0.01%
21,682
+1,903
+10% +$32.9K
MLR icon
2816
Miller Industries
MLR
$573M
$402K ﹤0.01%
14,199
-8,629
-38% -$279K
VKI icon
2817
Invesco Advantage Municipal Income Trust II
VKI
$396M
$401K ﹤0.01%
39,051
-203,298
-84% -$2.24M
MSGN
2818
DELISTED
MSG Networks Inc.
MSGN
$401K ﹤0.01%
39,317
-19,427
-33% -$277K
FSCT
2819
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
$400K ﹤0.01%
12,667
-2,711
-18% -$84.8K
SFE
2820
DELISTED
Safeguard Scientifics, Inc.
SFE
$399K ﹤0.01%
71,833
+8,555
+14% +$76.4K
VIE
2821
DELISTED
Viela Bio, Inc. Common Stock
VIE
$399K ﹤0.01%
10,498
-4,362
-29% -$170K
MPAA icon
2822
Motorcar Parts of America
MPAA
$254M
$397K ﹤0.01%
31,593
+6,615
+26% +$121K
PUMP icon
2823
ProPetro Holding
PUMP
$1.36B
$397K ﹤0.01%
158,897
-49,192
-24% -$395K
RRR icon
2824
Red Rock Resorts
RRR
$3.77B
$397K ﹤0.01%
46,484
-19,740
-30% -$391K
XLC icon
2825
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
$396K ﹤0.01%
8,953
-517
-5% -$26.7K
111 112
113
114 115

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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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ACI
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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.