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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
ATRO icon
2976
Astronics
ATRO
$3.43B
$246K ﹤0.01%
32,201
+16,989
+112% +$306K
SYBX
2977
DELISTED
Synlogic
SYBX
$246K ﹤0.01%
9,519
+4,220
+80% +$149K
SILK
2978
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$245K ﹤0.01%
7,795
-2,149
-22% -$86K
EMWP
2979
DELISTED
Eros Media World PLC
EMWP
$242K ﹤0.01%
7,324
+3,072
+72% +$169K
CDXS icon
2980
Codexis
CDXS
$151M
$241K ﹤0.01%
21,586
-2,940
-12% -$41.1K
RRGB icon
2981
Red Robin
RRGB
$145M
$241K ﹤0.01%
28,262
+4,472
+19% +$117K
XLB icon
2982
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$241K ﹤0.01%
10,684
-9,572
-47% -$263K
MG icon
2983
Mistras Group
MG
$484M
$240K ﹤0.01%
56,439
+19,865
+54% +$181K
REYN icon
2984
Reynolds Consumer Products
REYN
$5.26B
$240K ﹤0.01%
+8,218
New +$237K
TRC icon
2985
Tejon Ranch
TRC
$457M
$240K ﹤0.01%
+17,037
New +$262K
GWRS icon
2986
Global Water Resources
GWRS
$206M
$239K ﹤0.01%
23,499
-3,628
-13% -$44.6K
MGNX icon
2987
MacroGenics
MGNX
$235M
$239K ﹤0.01%
41,076
-13,343
-25% -$121K
WTBA icon
2988
West Bancorporation
WTBA
$478M
$238K ﹤0.01%
14,570
-2,563
-15% -$55.3K
FBIZ icon
2989
First Business Financial Services
FBIZ
$587M
$237K ﹤0.01%
15,288
+6,976
+84% +$159K
HEDJ icon
2990
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
$237K ﹤0.01%
9,238
+812
+10% +$25.9K
EVT icon
2991
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.1B
$236K ﹤0.01%
14,000
-3,543
-20% -$81K
IRS
2992
IRSA Inversiones y Representaciones
IRS
$1.29B
$236K ﹤0.01%
65,783
– –
CCF
2993
DELISTED
Chase Corporation
CCF
$236K ﹤0.01%
2,863
-820
-22% -$75.4K
CTRN icon
2994
Citi Trends
CTRN
$555M
$234K ﹤0.01%
26,339
-16,485
-38% -$319K
URTH icon
2995
iShares MSCI World ETF
URTH
$7.99B
$234K ﹤0.01%
3,000
-8,689
-74% -$802K
DLN icon
2996
WisdomTree US LargeCap Dividend Fund
DLN
$6.26B
$233K ﹤0.01%
5,746
-138
-2% -$6.76K
TAST
2997
DELISTED
Carrols Restaurant Group, Inc.
TAST
$233K ﹤0.01%
127,998
+9,186
+8% +$38.4K
MRLN
2998
DELISTED
Marlin Business Services Corp
MRLN
$233K ﹤0.01%
20,828
+8,239
+65% +$147K
KE
2999
Kimball Electronics
KE
$595M
$231K ﹤0.01%
21,137
+5,926
+39% +$88.3K
LOB icon
3000
Live Oak Bancshares
LOB
$1.98B
$231K ﹤0.01%
18,543
-3,360
-15% -$53.2K
118 119
120
121 122

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MCM
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PSUF
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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.