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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
OEC icon
2451
Orion
OEC
$381M
$896K ﹤0.01%
120,103
+21,259
+22% +$308K
CRTO icon
2452
Criteo S.A. Ordinary Shares
CRTO
$1.1B
$894K ﹤0.01%
112,505
-70,051
-38% -$893K
SPNE
2453
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
$894K ﹤0.01%
109,374
-82,587
-43% -$1.09M
ETD icon
2454
Ethan Allen Interiors
ETD
$570M
$893K ﹤0.01%
87,361
+24,523
+39% +$358K
CII icon
2455
BlackRock Enhanced Captial and Income Fund
CII
$988M
$892K ﹤0.01%
68,690
-46,923
-41% -$744K
FTAI icon
2456
FTAI Aviation
FTAI
$21.1B
$892K ﹤0.01%
127,421
-119,171
-48% -$1.69M
EEMS icon
2457
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$349M
$891K ﹤0.01%
27,770
-3,735
-12% -$152K
ARTNA icon
2458
Artesian Resources
ARTNA
$355M
$888K ﹤0.01%
23,769
-2,416
-9% -$88.3K
CEA
2459
DELISTED
China Eastern Airlines
CEA
$887K ﹤0.01%
51,019
-14,516
-22% -$333K
FWONA icon
2460
Liberty Media Series A
FWONA
$22.5B
$886K ﹤0.01%
35,847
-3,904
-10% -$141K
GLO
2461
Clough Global Opportunities Fund
GLO
$250M
$883K ﹤0.01%
123,093
+76,308
+163% +$692K
BNFT
2462
DELISTED
Benefitfocus, Inc.
BNFT
$883K ﹤0.01%
99,106
+34,520
+53% +$523K
KRTX
2463
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
$878K ﹤0.01%
12,194
-2,877
-19% -$246K
LNW
2464
DELISTED
Light & Wonder
LNW
$877K ﹤0.01%
90,364
-23,393
-21% -$478K
APTS
2465
DELISTED
Preferred Apartment Communities, Inc.
APTS
$868K ﹤0.01%
120,908
-27,005
-18% -$293K
CCD
2466
Calamos Dynamic Convertible & Income Fund
CCD
$707M
$859K ﹤0.01%
+51,536
New +$1.02M
IWS icon
2467
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$858K ﹤0.01%
13,393
+1,884
+16% +$161K
LGF.A
2468
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$857K ﹤0.01%
140,971
+54,825
+64% +$489K
ABTX
2469
DELISTED
Allegiance Bancshares
ABTX
$856K ﹤0.01%
35,497
+22,041
+164% +$741K
TVRD
2470
Tvardi Therapeutics
TVRD
$19.7M
$851K ﹤0.01%
1,789
+469
+36% +$255K
HLIT icon
2471
Harmonic Inc
HLIT
$1.25B
$850K ﹤0.01%
147,566
-187,768
-56% -$1.26M
CSV icon
2472
Carriage Services
CSV
$641M
$849K ﹤0.01%
52,578
-1,570
-3% -$33.9K
CHS
2473
DELISTED
Chicos FAS, Inc.
CHS
$849K ﹤0.01%
658,163
-554,659
-46% -$1.91M
KTOS icon
2474
Kratos Defense & Security Solutions
KTOS
$8.74B
$848K ﹤0.01%
61,266
-49,113
-44% -$847K
GPRE icon
2475
Green Plains
GPRE
$1.18B
$843K ﹤0.01%
173,819
-66,788
-28% -$721K
97 98
99
100 101

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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.