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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
TRMK icon
1751
Trustmark
TRMK
$2.76B
$3.11M ﹤0.01%
133,375
-61,277
-31% -$1.83M
TNDM icon
1752
Tandem Diabetes Care
TNDM
$1.34B
$3.1M ﹤0.01%
48,171
+13,083
+37% +$917K
VCYT icon
1753
Veracyte
VCYT
$3.7B
$3.1M ﹤0.01%
127,495
-46,270
-27% -$1.16M
QQQ icon
1754
Invesco QQQ Trust
QQQ
$453B
$3.1M ﹤0.01%
16,263
-7,646
-32% -$1.62M
OTTR icon
1755
Otter Tail
OTTR
$3.71B
$3.09M ﹤0.01%
69,501
-17,433
-20% -$869K
MSEX icon
1756
Middlesex Water
MSEX
$1.08B
$3.08M ﹤0.01%
51,315
-1,428
-3% -$90.4K
SOHU
1757
Sohu.com
SOHU
$362M
$3.08M ﹤0.01%
493,974
+77,987
+19% +$776K
SEDG icon
1758
SolarEdge
SEDG
$2.51B
$3.07M ﹤0.01%
37,520
-4,101
-10% -$434K
MGRC icon
1759
McGrath RentCorp
MGRC
$2.81B
$3.07M ﹤0.01%
58,623
+1,906
+3% +$134K
CNX icon
1760
CNX Resources
CNX
$5.3B
$3.06M ﹤0.01%
575,084
-336,782
-37% -$2.24M
CHCT
1761
Community Healthcare Trust
CHCT
$523M
$3.05M ﹤0.01%
79,567
+2,346
+3% +$102K
HPP
1762
Hudson Pacific Properties
HPP
$747M
$3.04M ﹤0.01%
17,141
+2,125
+14% +$485K
KPTI icon
1763
Karyopharm Therapeutics
KPTI
$43.5M
$3.04M ﹤0.01%
10,554
+3,794
+56% +$1.05M
TBI
1764
Trueblue
TBI
$215M
$3.04M ﹤0.01%
237,992
-3,419
-1% -$61.2K
ENV
1765
DELISTED
ENVESTNET, INC.
ENV
$3.02M ﹤0.01%
56,067
+2,869
+5% +$206K
MRTN icon
1766
Marten Transport
MRTN
$1.21B
$3.01M ﹤0.01%
220,230
-1,701
-0.8% -$23.4K
UPBD icon
1767
Upbound Group
UPBD
$1.13B
$3.01M ﹤0.01%
213,087
-225,477
-51% -$5.43M
IDE
1768
Voya Infrastructure, Industrials and Materials Fund
IDE
$199M
$3M ﹤0.01%
369,394
+251,683
+214% +$2.62M
CSOD
1769
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$3M ﹤0.01%
94,411
-35,878
-28% -$1.75M
ECHO
1770
EchoStar
ECHO
$24.4B
$3M ﹤0.01%
93,757
+15,173
+19% +$568K
JACK icon
1771
Jack in the Box
JACK
$312M
$3M ﹤0.01%
85,489
-33,175
-28% -$2.26M
CVLT icon
1772
Commault Systems
CVLT
$4.88B
$2.98M ﹤0.01%
73,724
+10,601
+17% +$458K
EWJ icon
1773
iShares MSCI Japan ETF
EWJ
$21.9B
$2.98M ﹤0.01%
60,370
-2,350
-4% -$129K
CHCO icon
1774
City Holding Co
CHCO
$2.05B
$2.96M ﹤0.01%
44,489
-1,718
-4% -$127K
AIN icon
1775
Albany International
AIN
$2.11B
$2.96M ﹤0.01%
62,500
-10,343
-14% -$677K
69 70
71
72 73

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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.