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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
IWO icon
2301
iShares Russell 2000 Growth ETF
IWO
$14.3B
$1.19M ﹤0.01%
7,539
-310
-4% -$61.5K
NAV
2302
DELISTED
Navistar International
NAV
$1.19M ﹤0.01%
72,316
-51,749
-42% -$1.51M
AGRO icon
2303
Adecoagro
AGRO
$1.44B
$1.19M ﹤0.01%
306,102
-26,897
-8% -$183K
UTF icon
2304
Cohen & Steers Infrastructure Fund
UTF
$3.11B
$1.19M ﹤0.01%
+63,157
New +$1.52M
UTI icon
2305
Universal Technical Institute
UTI
$2.16B
$1.19M ﹤0.01%
+199,880
New +$1.41M
MOV icon
2306
Movado Group
MOV
$849M
$1.19M ﹤0.01%
100,507
+64,864
+182% +$1.02M
MLAB icon
2307
Mesa Laboratories
MLAB
$564M
$1.19M ﹤0.01%
5,246
+841
+19% +$207K
DBD
2308
DELISTED
Diebold Nixdorf Incorporated
DBD
$1.19M ﹤0.01%
336,984
-144,585
-30% -$1.22M
GNE icon
2309
Genie Energy
GNE
$367M
$1.18M ﹤0.01%
164,740
+128,523
+355% +$924K
OSPN icon
2310
OneSpan
OSPN
$574M
$1.18M ﹤0.01%
65,092
-24,034
-27% -$407K
SBLK icon
2311
Star Bulk Carriers
SBLK
$3.21B
$1.18M ﹤0.01%
209,295
-24,531
-10% -$205K
RBCAA icon
2312
Republic Bancorp
RBCAA
$1.95B
$1.18M ﹤0.01%
35,704
-7,156
-17% -$283K
NET icon
2313
Cloudflare
NET
$99B
$1.18M ﹤0.01%
+50,132
New +$975K
CHA
2314
DELISTED
China Telecom Corporation, LTD
CHA
$1.18M ﹤0.01%
38,531
-21,344
-36% -$797K
LNTH icon
2315
Lantheus
LNTH
$6.49B
$1.17M ﹤0.01%
91,973
+27,505
+43% +$440K
LAUR icon
2316
Laureate Education
LAUR
$5.28B
$1.17M ﹤0.01%
111,492
-62,391
-36% -$1.08M
GSHD icon
2317
Goosehead Insurance
GSHD
$2.2B
$1.17M ﹤0.01%
26,196
+15,897
+154% +$787K
PRKS icon
2318
United Parks & Resorts
PRKS
$2.1B
$1.17M ﹤0.01%
106,059
-75,472
-42% -$2.07M
SMSI icon
2319
Smith Micro Software
SMSI
$14.5M
$1.17M ﹤0.01%
+6,920
New +$1.38M
CATO icon
2320
Cato Corp
CATO
$68.3M
$1.16M ﹤0.01%
108,747
-29,733
-21% -$450K
BSTC
2321
DELISTED
BioSpecifics Technologies Corp.
BSTC
$1.16M ﹤0.01%
20,508
-8,241
-29% -$470K
JFR icon
2322
Nuveen Floating Rate Income Fund
JFR
$1.24B
$1.16M ﹤0.01%
153,191
+77,988
+104% +$723K
APPF icon
2323
AppFolio
APPF
$6.38B
$1.16M ﹤0.01%
10,409
+2,134
+26% +$255K
BMA icon
2324
Banco Macro
BMA
$5.88B
$1.15M ﹤0.01%
67,779
+13,678
+25% +$392K
YZC
2325
DELISTED
Yanzhou Coal Mining
YZC
$1.14M ﹤0.01%
144,978
-1,151
-0.8% -$9.07K
91 92
93
94 95

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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.