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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
PSN icon
1901
Parsons
PSN
$4.72B
$2.41M ﹤0.01%
75,467
+68,579
+996% +$2.66M
ARES icon
1902
Ares Management
ARES
$28.9B
$2.41M ﹤0.01%
77,787
+18,650
+32% +$652K
UNVR
1903
DELISTED
Univar Solutions Inc.
UNVR
$2.4M ﹤0.01%
224,249
-80,520
-26% -$1.49M
SCHV
1904
Schwab US Large-Cap Value ETF
SCHV
$15.7B
$2.4M ﹤0.01%
162,819
+28,629
+21% +$525K
TARO
1905
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$2.4M ﹤0.01%
39,241
-8,967
-19% -$664K
CPF icon
1906
Central Pacific Financial
CPF
$1.02B
$2.39M ﹤0.01%
150,327
-24,551
-14% -$604K
RBA icon
1907
RB Global
RBA
$20.4B
$2.39M ﹤0.01%
69,833
-4,423
-6% -$177K
CTT
1908
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$2.39M ﹤0.01%
330,606
+105,873
+47% +$1.01M
EWY icon
1909
iShares MSCI South Korea ETF
EWY
$21.9B
$2.38M ﹤0.01%
50,838
-75,404
-60% -$4.24M
FSLY icon
1910
Fastly Inc
FSLY
$3.55B
$2.38M ﹤0.01%
125,577
+48,481
+63% +$1M
DAY
1911
DELISTED
Dayforce
DAY
$2.37M ﹤0.01%
47,412
+3,641
+8% +$241K
NSLR
1912
Neostellar Capital Corp
NSLR
$269M
$2.36M ﹤0.01%
479,568
– –
REGI
1913
DELISTED
Renewable Energy Group, Inc.
REGI
$2.36M ﹤0.01%
114,816
+10,792
+10% +$273K
INN
1914
Summit Hotel Properties
INN
$746M
$2.35M ﹤0.01%
556,469
+149,093
+37% +$1.4M
MYOK
1915
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$2.35M ﹤0.01%
50,060
+9,319
+23% +$597K
KW
1916
DELISTED
Kennedy-Wilson Holdings
KW
$2.34M ﹤0.01%
174,673
-35,628
-17% -$710K
PENN icon
1917
PENN Entertainment
PENN
$2.75B
$2.33M ﹤0.01%
183,975
-79,110
-30% -$1.99M
PIPR icon
1918
Piper Sandler
PIPR
$5.12B
$2.33M ﹤0.01%
183,956
+4,428
+2% +$78.9K
SCHL icon
1919
Scholastic
SCHL
$767M
$2.33M ﹤0.01%
91,264
-15,031
-14% -$488K
LKFT
1920
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.78B
$2.32M ﹤0.01%
+11,859
New +$2.55M
SXI icon
1921
Standex International
SXI
$3.59B
$2.32M ﹤0.01%
47,377
-5,743
-11% -$377K
KELYA icon
1922
Kelly Services Class A
KELYA
$514M
$2.32M ﹤0.01%
182,886
-48,925
-21% -$852K
TGE
1923
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$2.32M ﹤0.01%
140,869
-82
-0.1% -$1.68K
CORT icon
1924
Corcept Therapeutics
CORT
$12.4B
$2.32M ﹤0.01%
194,747
+42,565
+28% +$527K
MDB icon
1925
MongoDB
MDB
$27.1B
$2.31M ﹤0.01%
16,956
-11,750
-41% -$1.74M
75 76
77
78 79

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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.