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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
SAGE
1851
DELISTED
Sage Therapeutics
SAGE
$2.63M ﹤0.01%
91,692
+54,421
+146% +$3.15M
ANF icon
1852
Abercrombie & Fitch
ANF
$4.42B
$2.63M ﹤0.01%
289,002
-122,423
-30% -$1.77M
ESRT icon
1853
Empire State Realty Trust
ESRT
$872M
$2.62M ﹤0.01%
292,775
+92,293
+46% +$1.13M
CVNA icon
1854
Carvana
CVNA
$68.6B
$2.6M ﹤0.01%
236,295
+92,840
+65% +$1.44M
RHP icon
1855
Ryman Hospitality Properties
RHP
$8.43B
$2.6M ﹤0.01%
72,506
-34,931
-33% -$2.41M
ONTO icon
1856
Onto Innovation
ONTO
$12.9B
$2.6M ﹤0.01%
87,475
-23,646
-21% -$809K
VGT icon
1857
Vanguard Information Technology ETF
VGT
$139B
$2.59M ﹤0.01%
97,656
-896
-0.9% -$27.2K
FIZZ icon
1858
National Beverage
FIZZ
$2.96B
$2.58M ﹤0.01%
121,204
-7,248
-6% -$158K
YPF icon
1859
YPF
YPF
$206B
$2.58M ﹤0.01%
619,234
+206,235
+50% +$1.67M
HAFC icon
1860
Hanmi Financial
HAFC
$945M
$2.58M ﹤0.01%
237,891
+121,448
+104% +$1.94M
SFBS
1861
ServisFirst Bancshares
SFBS
$4.89B
$2.57M ﹤0.01%
87,578
+40,462
+86% +$1.42M
UCTT
1862
Ultra Clean Holdings
UCTT
$3.73B
$2.57M ﹤0.01%
186,049
-5,051
-3% -$107K
AKR icon
1863
Acadia Realty Trust
AKR
$3.09B
$2.56M ﹤0.01%
207,054
+30,793
+17% +$695K
ROIC
1864
DELISTED
Retail Opportunity Investments Corp.
ROIC
$2.56M ﹤0.01%
309,416
-4,262
-1% -$63.3K
MFA
1865
MFA Financial
MFA
$926M
$2.56M ﹤0.01%
413,342
-530,023
-56% -$14.1M
STBA icon
1866
S&T Bancorp
STBA
$1.84B
$2.56M ﹤0.01%
93,695
+14,616
+18% +$510K
TTGT icon
1867
TechTarget
TTGT
$325M
$2.55M ﹤0.01%
123,883
+17,017
+16% +$404K
WB icon
1868
Weibo
WB
$2B
$2.55M ﹤0.01%
77,080
-6,660
-8% -$282K
BLUE
1869
DELISTED
bluebird bio
BLUE
$2.54M ﹤0.01%
4,274
+177
+4% +$172K
CTB
1870
DELISTED
Cooper Tire & Rubber Co.
CTB
$2.54M ﹤0.01%
156,039
-127,089
-45% -$3.16M
SPTM icon
1871
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.6B
$2.54M ﹤0.01%
80,747
-2,530,602
-97% -$95.2M
AVNS
1872
DELISTED
Avanos Medical
AVNS
$2.53M ﹤0.01%
94,024
+23,542
+33% +$703K
HCAT icon
1873
Health Catalyst
HCAT
$154M
$2.53M ﹤0.01%
96,776
+38,379
+66% +$1.17M
TOWN icon
1874
Towne Bank
TOWN
$3.46B
$2.53M ﹤0.01%
139,911
+53,892
+63% +$1.33M
UA icon
1875
Under Armour Class C
UA
$2.77B
$2.53M ﹤0.01%
313,883
+119,679
+62% +$1.72M
73 74
75
76 77

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MCM
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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.