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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
CSTE icon
2851
Caesarstone
CSTE
$72.3M
$376K ﹤0.01%
35,587
-6,813
-16% -$83.1K
FDN icon
2852
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.12B
$376K ﹤0.01%
3,036
-255
-8% -$35.4K
TRUE
2853
DELISTED
TrueCar
TRUE
$375K ﹤0.01%
155,052
+33,875
+28% +$115K
MERC icon
2854
Mercer International
MERC
$42.3M
$374K ﹤0.01%
51,725
-48,694
-48% -$488K
CUTR
2855
DELISTED
Cutera, Inc.
CUTR
$374K ﹤0.01%
28,665
-48,190
-63% -$1.22M
PNNT
2856
Pennant Park Investment Corp
PNNT
$215M
$373K ﹤0.01%
143,966
-34,215
-19% -$189K
TK icon
2857
Teekay
TK
$1.01B
$373K ﹤0.01%
118,105
-15,818
-12% -$57K
BITA
2858
DELISTED
Bitauto Holdings Limited
BITA
$372K ﹤0.01%
35,790
-100,093
-74% -$1.4M
CHEF icon
2859
Chefs' Warehouse
CHEF
$4.71B
$371K ﹤0.01%
36,815
-54,153
-60% -$1.61M
BATRA icon
2860
Atlanta Braves Holdings Series A
BATRA
$3.49B
$370K ﹤0.01%
18,962
+9,919
+110% +$256K
IVLU icon
2861
iShares MSCI Intl Value Factor ETF
IVLU
$4.42B
$368K ﹤0.01%
20,895
-36,476
-64% -$793K
KRNY icon
2862
Kearny Financial
KRNY
$604M
$367K ﹤0.01%
42,765
-28,165
-40% -$324K
AFYA icon
2863
Afya
AFYA
$1.31B
$366K ﹤0.01%
19,196
+9,532
+99% +$236K
HURC icon
2864
Hurco Companies Inc
HURC
$135M
$366K ﹤0.01%
12,578
-2,932
-19% -$87.8K
FRTA
2865
DELISTED
Forterra, Inc
FRTA
$366K ﹤0.01%
61,278
+39,455
+181% +$451K
MCBC
2866
DELISTED
Macatawa Bank Corp
MCBC
$365K ﹤0.01%
51,240
+17,103
+50% +$165K
MOR
2867
DELISTED
MorphoSys AG American Depositary Shares
MOR
$364K ﹤0.01%
14,802
+54
+0.4% +$1.59K
MHI
2868
DELISTED
Pioneer Municipal High Income Fund
MHI
$363K ﹤0.01%
+32,074
New +$380K
FLY
2869
DELISTED
Fly Leasing Limited
FLY
$363K ﹤0.01%
51,576
+5,370
+12% +$82.4K
DAI
2870
DELISTED
DAIMLER AG
DAI
$360K ﹤0.01%
12,077
-7,873
-39% -$235K
MBIN icon
2871
Merchants Bancorp
MBIN
$2.53B
$359K ﹤0.01%
+35,475
New +$435K
XP icon
2872
XP
XP
$8.81B
$358K ﹤0.01%
+18,552
New +$627K
CARO
2873
DELISTED
Carolina Financial Corp.
CARO
$358K ﹤0.01%
13,853
+2,566
+23% +$89.5K
SCHM icon
2874
Schwab US Mid-Cap ETF
SCHM
$14.5B
$354K ﹤0.01%
25,179
+1,938
+8% +$35.5K
LTRPA
2875
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$354K ﹤0.01%
196,913
+108,712
+123% +$545K
113 114
115
116 117

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MCM
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PSUF
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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.