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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
STFC
3026
DELISTED
State Auto Financial Corp
STFC
$218K ﹤0.01%
7,831
+1,269
+19% +$36.3K
HOFT icon
3027
Hooker Furnishings Corp
HOFT
$150M
$217K ﹤0.01%
13,912
-4,688
-25% -$96.5K
QEP
3028
DELISTED
QEP RESOURCES, INC.
QEP
$217K ﹤0.01%
647,902
-702,188
-52% -$1.69M
FFWM
3029
DELISTED
First Foundation Inc
FFWM
$215K ﹤0.01%
21,007
+2,994
+17% +$44.2K
GRC icon
3030
Gorman-Rupp
GRC
$2.14B
$213K ﹤0.01%
6,834
-1,631
-19% -$55.2K
LL
3031
DELISTED
LL Flooring Holdings, Inc.
LL
$212K ﹤0.01%
45,208
+24,844
+122% +$195K
CZNC icon
3032
Citizens & Northern Corp
CZNC
$456M
$211K ﹤0.01%
10,564
-7,521
-42% -$183K
SPWH icon
3033
Sportsman's Warehouse
SPWH
$44.5M
$211K ﹤0.01%
34,317
-2,768
-7% -$17.3K
LORL
3034
DELISTED
Loral Space and Communications, Inc.
LORL
$210K ﹤0.01%
12,910
+2,407
+23% +$70.1K
DNLI icon
3035
Denali Therapeutics
DNLI
$3.65B
$208K ﹤0.01%
11,876
-46
-0.4% -$960
DTIL icon
3036
Precision BioSciences
DTIL
$180M
$208K ﹤0.01%
1,151
-230
-17% -$60.2K
PLSE icon
3037
Pulse Biosciences
PLSE
$2.43B
$208K ﹤0.01%
29,055
+17,392
+149% +$180K
YARW
3038
Yarrow Bioscience, Inc. Common Stock
YARW
$23.4M
$208K ﹤0.01%
22
+13
+144% +$204K
FRGI
3039
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$208K ﹤0.01%
51,525
-33,400
-39% -$292K
SBBP
3040
DELISTED
Strongbridge Biopharma plc.
SBBP
$208K ﹤0.01%
110,304
+705
+0.6% +$1.83K
TRUP icon
3041
Trupanion
TRUP
$1.07B
$207K ﹤0.01%
7,959
+465
+6% +$14.5K
WLFC icon
3042
Willis Lease Finance
WLFC
$1.7B
$207K ﹤0.01%
23,316
-5,739
-20% -$95K
TPCO
3043
DELISTED
Tribune Publishing Company Common Stock
TPCO
$207K ﹤0.01%
25,579
-36,075
-59% -$399K
ARDX icon
3044
Ardelyx
ARDX
$1.22B
$204K ﹤0.01%
35,877
-522
-1% -$3.55K
CVLG icon
3045
Covenant Logistics
CVLG
$894M
$204K ﹤0.01%
47,146
+7,006
+17% +$43.8K
KSA icon
3046
iShares MSCI Saudi Arabia ETF
KSA
$623M
$204K ﹤0.01%
8,523
– –
AMNB
3047
DELISTED
American National Bankshares Inc
AMNB
$204K ﹤0.01%
8,548
-560
-6% -$18.2K
AKCA
3048
DELISTED
Akcea Therapeutics Inc
AKCA
$203K ﹤0.01%
14,189
+2,867
+25% +$47.1K
CEPU
3049
Central Puerto
CEPU
$2.29B
$202K ﹤0.01%
89,774
-48,270
-35% -$164K
FLXS icon
3050
Flexsteel Industries
FLXS
$302M
$202K ﹤0.01%
18,396
-9,784
-35% -$152K
120 121
122
123 124

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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.