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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
RGR icon
1826
Sturm, Ruger & Co
RGR
$594M
$2.73M ﹤0.01%
53,567
+9,506
+22% +$467K
WSBC icon
1827
WesBanco
WSBC
$3.97B
$2.73M ﹤0.01%
114,976
+61,311
+114% +$1.91M
BOKF icon
1828
BOK Financial
BOKF
$8.58B
$2.71M ﹤0.01%
63,745
+24,638
+63% +$1.74M
KL
1829
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$2.71M ﹤0.01%
91,657
+26,405
+40% +$966K
DBRG icon
1830
DigitalBridge
DBRG
$2.93B
$2.71M ﹤0.01%
387,093
-87,372
-18% -$1.39M
ASTE icon
1831
Astec Industries
ASTE
$1.16B
$2.71M ﹤0.01%
77,427
-98,598
-56% -$3.86M
CHRS icon
1832
Coherus Oncology
CHRS
$217M
$2.71M ﹤0.01%
166,931
+95,588
+134% +$1.77M
HASI icon
1833
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.84B
$2.71M ﹤0.01%
132,697
+43,310
+48% +$1.37M
UBA
1834
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$2.7M ﹤0.01%
191,478
+21,751
+13% +$448K
GRA
1835
DELISTED
W.R. Grace & Co.
GRA
$2.7M ﹤0.01%
75,793
-10,380
-12% -$593K
AM icon
1836
Antero Midstream
AM
$10.4B
$2.7M ﹤0.01%
1,284,074
+558,787
+77% +$2.67M
CVGW
1837
DELISTED
Calavo Growers
CVGW
$2.7M ﹤0.01%
46,733
-4,762
-9% -$336K
CBPO
1838
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$2.7M ﹤0.01%
24,978
-11,578
-32% -$1.33M
ARWR icon
1839
Arrowhead Research
ARWR
$11.9B
$2.69M ﹤0.01%
93,654
-41,702
-31% -$1.68M
BUSE icon
1840
First Busey Corp
BUSE
$2.57B
$2.68M ﹤0.01%
156,760
+31,093
+25% +$718K
LPG icon
1841
Dorian LPG
LPG
$2.03B
$2.67M ﹤0.01%
306,862
+122,320
+66% +$1.44M
PSMT icon
1842
Pricesmart
PSMT
$5.98B
$2.67M ﹤0.01%
50,753
-1,874
-4% -$109K
WMK icon
1843
Weis Markets
WMK
$1.91B
$2.66M ﹤0.01%
63,953
+10,197
+19% +$390K
FNDE icon
1844
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.72B
$2.66M ﹤0.01%
129,490
-27,714
-18% -$726K
GAM
1845
General American Investors Company
GAM
$1.56B
$2.66M ﹤0.01%
96,960
+19,892
+26% +$689K
USNA icon
1846
Usana Health Sciences
USNA
$408M
$2.66M ﹤0.01%
46,026
-8,989
-16% -$625K
DLX icon
1847
Deluxe
DLX
$1.18B
$2.65M ﹤0.01%
102,079
-71,748
-41% -$2.77M
PAM icon
1848
Pampa Energía
PAM
$4.75B
$2.65M ﹤0.01%
234,221
-4,699
-2% -$60.5K
MDLA
1849
DELISTED
Medallia, Inc.
MDLA
$2.65M ﹤0.01%
132,024
+32,946
+33% +$886K
REZI icon
1850
Resideo Technologies
REZI
$5.19B
$2.64M ﹤0.01%
545,587
+56,949
+12% +$537K
72 73
74
75 76

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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.