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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
MMYT icon
2276
MakeMyTrip
MMYT
$5.36B
$1.25M ﹤0.01%
104,948
+18,067
+21% +$391K
MXL icon
2277
MaxLinear
MXL
$6.06B
$1.25M ﹤0.01%
107,409
-7,297
-6% -$122K
CRNC icon
2278
Cerence
CRNC
$385M
$1.25M ﹤0.01%
80,926
+25,799
+47% +$542K
MNRL
2279
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$1.24M ﹤0.01%
150,201
+73,985
+97% +$1.12M
SNEX icon
2280
StoneX
SNEX
$9.26B
$1.24M ﹤0.01%
173,325
+2,648
+2% +$23.5K
INSP icon
2281
Inspire Medical Systems
INSP
$1.45B
$1.23M ﹤0.01%
20,461
+1,393
+7% +$103K
RESI
2282
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$1.23M ﹤0.01%
102,928
-5,524
-5% -$64.6K
HCM icon
2283
HUTCHMED
HCM
$1.93B
$1.23M ﹤0.01%
68,810
+5,059
+8% +$122K
P
2284
Everpure Inc
P
$25.7B
$1.23M ﹤0.01%
99,877
-65,793
-40% -$1.07M
MGPI icon
2285
MGP Ingredients
MGPI
$379M
$1.23M ﹤0.01%
45,617
+18,925
+71% +$647K
TCBK icon
2286
TriCo Bancshares
TCBK
$1.84B
$1.23M ﹤0.01%
41,149
-18,071
-31% -$632K
PARAA
2287
DELISTED
Paramount Global Class A
PARAA
$1.23M ﹤0.01%
68,735
+63,710
+1,268% +$2.09M
SHAK icon
2288
Shake Shack
SHAK
$2.53B
$1.23M ﹤0.01%
32,489
-5,454
-14% -$323K
TG icon
2289
Tredegar Corp
TG
$265M
$1.23M ﹤0.01%
78,433
-27,438
-26% -$511K
GTES icon
2290
Gates Industrial Corporation Ltd.
GTES
$7.08B
$1.22M ﹤0.01%
165,639
-13,036
-7% -$145K
STAA icon
2291
STAAR Surgical
STAA
$1.21B
$1.22M ﹤0.01%
37,812
+1,161
+3% +$39.1K
PRNB
2292
DELISTED
Principia Biopharma Inc. Common Stock
PRNB
$1.22M ﹤0.01%
20,523
-1,045
-5% -$60.9K
AORT icon
2293
Artivion
AORT
$1.3B
$1.22M ﹤0.01%
71,844
-6,587
-8% -$169K
AXSM icon
2294
Axsome Therapeutics
AXSM
$11.2B
$1.21M ﹤0.01%
20,537
-6,561
-24% -$535K
SCHX icon
2295
Schwab US Large- Cap ETF
SCHX
$71.8B
$1.21M ﹤0.01%
118,164
-57,108
-33% -$694K
EGRX
2296
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$1.21M ﹤0.01%
26,197
-5,426
-17% -$272K
MMI icon
2297
Marcus & Millichap
MMI
$1.16B
$1.2M ﹤0.01%
44,437
+5,846
+15% +$197K
UVE icon
2298
Universal Insurance Holdings
UVE
$1.22B
$1.2M ﹤0.01%
67,122
-16,194
-19% -$372K
ORN icon
2299
Orion Group Holdings
ORN
$396M
$1.2M ﹤0.01%
462,151
+398,967
+631% +$1.6M
VBTX
2300
DELISTED
Veritex Holdings
VBTX
$1.19M ﹤0.01%
85,363
-8,883
-9% -$214K
90 91
92
93 94

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AF
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MCM
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PSUF
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IA
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SCC
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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.