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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
CNH
2426
CNH Industrial
CNH
$12.7B
$928K ﹤0.01%
190,039
-377,900
-67% -$2.95M
DNOW icon
2427
DNOW Inc
DNOW
$2.58B
$927K ﹤0.01%
179,727
-2,967
-2% -$26.7K
SYBT icon
2428
Stock Yards Bancorp
SYBT
$2.64B
$926K ﹤0.01%
31,994
-4,628
-13% -$167K
WSR
2429
DELISTED
Whitestone REIT
WSR
$925K ﹤0.01%
149,262
-27,833
-16% -$328K
MRC
2430
DELISTED
MRC Global
MRC
$924K ﹤0.01%
216,788
+8,177
+4% +$76.8K
AZZ icon
2431
AZZ Inc
AZZ
$4.35B
$922K ﹤0.01%
32,779
-6,819
-17% -$261K
SMPL icon
2432
Simply Good Foods
SMPL
$901M
$920K ﹤0.01%
47,758
-24,817
-34% -$543K
FFH
2433
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$916K ﹤0.01%
2,985
-106
-3% -$32.5K
BOOM icon
2434
DMC Global
BOOM
$138M
$914K ﹤0.01%
39,702
+6,236
+19% +$224K
NBR icon
2435
Nabors Industries
NBR
$1.27B
$913K ﹤0.01%
46,806
-13,347
-22% -$1.22M
CMCO icon
2436
Columbus McKinnon
CMCO
$553M
$912K ﹤0.01%
36,498
+8,186
+29% +$272K
HRI icon
2437
Herc Holdings
HRI
$5.02B
$912K ﹤0.01%
44,573
-3,341
-7% -$122K
RDUS
2438
DELISTED
Radius Recycling
RDUS
$912K ﹤0.01%
69,914
-32,014
-31% -$537K
ATEX icon
2439
Anterix
ATEX
$1.81B
$907K ﹤0.01%
19,853
+4,919
+33% +$223K
PFBC icon
2440
Preferred Bank
PFBC
$1.24B
$907K ﹤0.01%
26,808
+2,500
+10% +$131K
WORK
2441
DELISTED
Slack Technologies, Inc.
WORK
$904K ﹤0.01%
33,670
-6,859
-17% -$165K
MTSC
2442
DELISTED
MTS Systems Corp
MTSC
$904K ﹤0.01%
40,178
-13,501
-25% -$531K
INO icon
2443
Inovio Pharmaceuticals
INO
$55.7M
$903K ﹤0.01%
10,116
-67
-0.7% -$4.13K
NVMI
2444
Nova
NVMI
$12.4B
$903K ﹤0.01%
+27,648
New +$1.01M
ACLS icon
2445
Axcelis
ACLS
$4.01B
$902K ﹤0.01%
49,240
+15,290
+45% +$355K
DCO icon
2446
Ducommun
DCO
$2.7B
$902K ﹤0.01%
36,316
-6,740
-16% -$259K
TFIN icon
2447
Triumph Financial Inc
TFIN
$1.81B
$900K ﹤0.01%
34,633
+6,425
+23% +$222K
CSW
2448
CSW Industrials
CSW
$5.2B
$899K ﹤0.01%
13,857
-6,307
-31% -$457K
SCHH icon
2449
Schwab US REIT ETF
SCHH
$11.5B
$899K ﹤0.01%
54,900
-2,790
-5% -$59.5K
GES
2450
DELISTED
Guess Inc
GES
$898K ﹤0.01%
132,662
-39,757
-23% -$692K
96 97
98
99 100

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MCM
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PSUF
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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.