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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
RES icon
2401
RPC Inc
RES
$1.24B
$978K ﹤0.01%
474,846
+250,086
+111% +$926K
SAVE
2402
DELISTED
Spirit Airlines, Inc.
SAVE
$978K ﹤0.01%
75,877
-19,476
-20% -$626K
BFYT
2403
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$975K ﹤0.01%
43,554
+26,481
+155% +$629K
BZUN
2404
Baozun
BZUN
$167M
$971K ﹤0.01%
34,745
-14,200
-29% -$447K
MCS icon
2405
Marcus Corp
MCS
$897M
$966K ﹤0.01%
78,370
+11,827
+18% +$298K
VTWV icon
2406
Vanguard Russell 2000 Value ETF
VTWV
$1.29B
$963K ﹤0.01%
+13,400
New +$1.31M
DDD icon
2407
3D Systems Corp
DDD
$431M
$961K ﹤0.01%
124,653
-8,536
-6% -$83.2K
MC icon
2408
Moelis & Co
MC
$4.97B
$961K ﹤0.01%
34,210
+3,677
+12% +$121K
ANIK icon
2409
Anika Therapeutics
ANIK
$258M
$957K ﹤0.01%
33,105
-21,225
-39% -$859K
CIO
2410
DELISTED
City Office REIT
CIO
$957K ﹤0.01%
132,404
-109,596
-45% -$1.3M
TILE icon
2411
Interface
TILE
$1.99B
$957K ﹤0.01%
126,639
+14,112
+13% +$197K
HSII
2412
DELISTED
Heidrick & Struggles
HSII
$955K ﹤0.01%
42,424
-20,893
-33% -$555K
WHD icon
2413
Cactus
WHD
$5.21B
$954K ﹤0.01%
82,250
+20,356
+33% +$511K
PENG
2414
Penguin Solutions Inc
PENG
$2.7B
$953K ﹤0.01%
78,464
+26,340
+51% +$385K
I
2415
DELISTED
INTELSAT S. A.
I
$952K ﹤0.01%
621,941
+484,936
+354% +$2.03M
MCB icon
2416
Metropolitan Bank Holding Corp
MCB
$1.15B
$951K ﹤0.01%
35,330
+27,641
+359% +$1.15M
CALX icon
2417
Calix
CALX
$2.26B
$948K ﹤0.01%
133,913
+98,586
+279% +$830K
PRTA icon
2418
Prothena Corp
PRTA
$425M
$946K ﹤0.01%
88,407
+16,714
+23% +$202K
NPK icon
2419
National Presto Industries
NPK
$870M
$945K ﹤0.01%
13,345
+2,446
+22% +$206K
XPRO icon
2420
Expro Ltd
XPRO
$1.79B
$940K ﹤0.01%
60,473
-26,120
-30% -$550K
LRN icon
2421
Stride
LRN
$3.41B
$938K ﹤0.01%
49,729
-91,157
-65% -$1.68M
JELD icon
2422
JELD-WEN Holding
JELD
$122M
$936K ﹤0.01%
96,155
-24,739
-20% -$493K
HTD
2423
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$913M
$935K ﹤0.01%
+53,178
New +$1.29M
CDNA icon
2424
CareDx
CDNA
$2.26B
$933K ﹤0.01%
42,759
+12,329
+41% +$276K
WBT
2425
DELISTED
Welbilt, Inc.
WBT
$932K ﹤0.01%
181,616
-142,013
-44% -$1.71M
95 96
97
98 99

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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.