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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
FATE icon
2226
Fate Therapeutics
FATE
$286M
$1.35M ﹤0.01%
60,812
+38,572
+173% +$975K
BXMX
2227
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$1.35M ﹤0.01%
+133,493
New +$1.66M
NTNX icon
2228
Nutanix
NTNX
$16B
$1.35M ﹤0.01%
85,196
-39,566
-32% -$1.11M
ZUMZ icon
2229
Zumiez
ZUMZ
$332M
$1.34M ﹤0.01%
77,655
-18,963
-20% -$535K
SASR
2230
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.34M ﹤0.01%
59,333
-12,819
-18% -$408K
NAT icon
2231
Nordic American Tanker
NAT
$1.38B
$1.34M ﹤0.01%
295,601
-145,515
-33% -$525K
BYND icon
2232
Beyond Meat
BYND
$292M
$1.34M ﹤0.01%
20,058
+15,098
+304% +$1.47M
UFCS icon
2233
United Fire Group
UFCS
$1.32B
$1.33M ﹤0.01%
40,952
-2,718
-6% -$110K
MTDR icon
2234
Matador Resources
MTDR
$6.2B
$1.33M ﹤0.01%
536,496
+384,421
+253% +$4.23M
SCSC icon
2235
Scansource
SCSC
$1.15B
$1.32M ﹤0.01%
61,942
-15,996
-21% -$467K
TBPH icon
2236
Theravance Biopharma
TBPH
$874M
$1.32M ﹤0.01%
57,168
+25,692
+82% +$643K
EIDX
2237
DELISTED
Eidos Therapeutics, Inc. Common Stock
EIDX
$1.32M ﹤0.01%
26,915
+8,436
+46% +$430K
VVX icon
2238
V2X
VVX
$2.83B
$1.32M ﹤0.01%
31,823
-529
-2% -$26.9K
CLDT
2239
Chatham Lodging
CLDT
$622M
$1.32M ﹤0.01%
221,495
-926
-0.4% -$13K
DT icon
2240
Dynatrace
DT
$12.9B
$1.31M ﹤0.01%
+55,170
New +$1.59M
ECOL
2241
DELISTED
US Ecology, Inc.
ECOL
$1.31M ﹤0.01%
43,143
+770
+2% +$35.6K
SEB icon
2242
Seaboard Corp
SEB
$4.23B
$1.31M ﹤0.01%
466
+141
+43% +$510K
TDW icon
2243
Tidewater
TDW
$3.73B
$1.31M ﹤0.01%
185,012
+119,564
+183% +$1.61M
AGYS icon
2244
Agilysys
AGYS
$2.97B
$1.31M ﹤0.01%
78,412
+26,304
+50% +$721K
GSBC icon
2245
Great Southern Bancorp
GSBC
$874M
$1.31M ﹤0.01%
32,394
-3,600
-10% -$190K
PATK icon
2246
Patrick Industries
PATK
$2.74B
$1.31M ﹤0.01%
69,668
-5,773
-8% -$184K
CAMP
2247
DELISTED
CalAmp Corp.
CAMP
$1.31M ﹤0.01%
12,631
+582
+5% +$114K
RUN icon
2248
Sunrun
RUN
$2.34B
$1.3M ﹤0.01%
129,249
+1,910
+1% +$31.4K
DCOM
2249
DELISTED
Dime Community Bancshares
DCOM
$1.3M ﹤0.01%
95,057
-35,380
-27% -$628K
CRMT icon
2250
America's Car Mart
CRMT
$26.6M
$1.3M ﹤0.01%
23,084
+1,488
+7% +$146K
88 89
90
91 92

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
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IA
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SCC
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BAM
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ACI
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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.