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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
PPD
2626
DELISTED
PPD, Inc. Common Stock
PPD
$612K ﹤0.01%
+34,372
New +$863K
ARCO icon
2627
Arcos Dorados Holdings
ARCO
$1.72B
$611K ﹤0.01%
188,004
-93,567
-33% -$595K
FOCS
2628
DELISTED
Focus Financial Partners Inc. Class A
FOCS
$611K ﹤0.01%
26,564
-180
-0.7% -$4.78K
EXTN
2629
DELISTED
Exterran Corporation
EXTN
$611K ﹤0.01%
127,205
+84,292
+196% +$505K
PKOH icon
2630
Park-Ohio Holdings
PKOH
$575M
$610K ﹤0.01%
32,206
+13,962
+77% +$368K
VKTX icon
2631
Viking Therapeutics
VKTX
$3.7B
$610K ﹤0.01%
130,349
-222,879
-63% -$1.37M
VLGEA icon
2632
Village Super Market
VLGEA
$651M
$610K ﹤0.01%
24,805
-7,539
-23% -$166K
APRN
2633
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
$605K ﹤0.01%
4,185
-2,176
-34% -$139K
RUTH
2634
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$605K ﹤0.01%
90,524
-61,261
-40% -$1.06M
EWA icon
2635
iShares MSCI Australia ETF
EWA
$1.39B
$604K ﹤0.01%
38,862
+37
+0.1% +$758
RVI
2636
DELISTED
Retail Value Inc. Common Shares
RVI
$603K ﹤0.01%
536,060
-272,524
-34% -$712K
FSB
2637
DELISTED
Franklin Financial Network, Inc.
FSB
$603K ﹤0.01%
29,583
-551
-2% -$17.5K
LVGO
2638
DELISTED
Livongo Health, Inc. Common Stock
LVGO
$602K ﹤0.01%
+21,090
New +$546K
PBYI icon
2639
Puma Biotechnology
PBYI
$404M
$600K ﹤0.01%
71,129
-119,016
-63% -$1.16M
MNP
2640
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$600K ﹤0.01%
43,941
-944
-2% -$14K
AGX icon
2641
Argan
AGX
$8B
$599K ﹤0.01%
17,340
-371
-2% -$15.4K
RMAX icon
2642
RE/MAX Holdings
RMAX
$193M
$594K ﹤0.01%
27,084
-5,941
-18% -$194K
CYH icon
2643
Community Health Systems
CYH
$393M
$592K ﹤0.01%
177,213
-171,414
-49% -$695K
LASR icon
2644
nLIGHT
LASR
$3.88B
$591K ﹤0.01%
56,379
+4,671
+9% +$79.7K
CLAR icon
2645
Clarus
CLAR
$123M
$590K ﹤0.01%
60,424
-2,154
-3% -$26K
ASC icon
2646
Ardmore Shipping
ASC
$710M
$588K ﹤0.01%
112,056
+63,285
+130% +$382K
ICAD
2647
DELISTED
iCAD Inc
ICAD
$588K ﹤0.01%
+80,129
New +$782K
GBDC icon
2648
Golub Capital BDC
GBDC
$3.34B
$587K ﹤0.01%
47,705
– –
DCOM icon
2649
Dime Commercial Bancshares
DCOM
$1.8B
$586K ﹤0.01%
27,710
-25,538
-48% -$722K
NRC icon
2650
NRC Health Common Stock
NRC
$432M
$586K ﹤0.01%
12,890
-3,293
-20% -$198K
104 105
106
107 108

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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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ACI
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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.