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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
ASUR icon
2701
Asure Software
ASUR
$232M
$513K ﹤0.01%
85,999
-4,931
-5% -$38.3K
EVRI
2702
DELISTED
Everi Holdings
EVRI
$512K ﹤0.01%
155,153
-74,724
-33% -$762K
SLCA
2703
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$512K ﹤0.01%
284,698
+99,534
+54% +$424K
HEES
2704
DELISTED
H&E Equipment Services
HEES
$509K ﹤0.01%
34,674
-39,742
-53% -$962K
INWK
2705
DELISTED
InnerWorkings, Inc.
INWK
$508K ﹤0.01%
433,901
-145,712
-25% -$520K
BHVN
2706
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$508K ﹤0.01%
14,918
+284
+2% +$13K
CONN
2707
DELISTED
Conn's Inc.
CONN
$507K ﹤0.01%
121,185
+83,954
+225% +$685K
EFG icon
2708
iShares MSCI EAFE Growth ETF
EFG
$16.6B
$506K ﹤0.01%
+7,116
New +$576K
RPT
2709
Rithm Property Trust
RPT
$95.8M
$505K ﹤0.01%
13,236
+9,985
+307% +$759K
PRSU
2710
Pursuit Attractions and Hospitality Inc
PRSU
$1.39B
$505K ﹤0.01%
23,784
-11,559
-33% -$595K
NSL
2711
DELISTED
NUVEEN SENIOR INCM FD
NSL
$505K ﹤0.01%
+114,228
New +$628K
OTE
2712
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$505K ﹤0.01%
79,864
-5,619
-7% -$35.5K
ADT icon
2713
ADT
ADT
$5.58B
$504K ﹤0.01%
116,571
+18,702
+19% +$113K
OPP
2714
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$190M
$502K ﹤0.01%
39,690
-32,588
-45% -$507K
CPE
2715
DELISTED
Callon Petroleum Company
CPE
$501K ﹤0.01%
91,396
-58,985
-39% -$1.45M
BREW
2716
DELISTED
Craft Brew Alliance, Inc.
BREW
$501K ﹤0.01%
33,616
+2,541
+8% +$39.8K
OEF icon
2717
iShares S&P 100 ETF
OEF
$20.1B
$500K ﹤0.01%
4,219
-1,427
-25% -$197K
PGNX
2718
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$500K ﹤0.01%
131,590
-13,640
-9% -$58.8K
POWL icon
2719
Powell Industries
POWL
$7.6B
$499K ﹤0.01%
58,329
-45,693
-44% -$546K
GABC icon
2720
German American Bancorp
GABC
$1.91B
$494K ﹤0.01%
18,007
-979
-5% -$31.3K
USCR
2721
DELISTED
U S Concrete, Inc.
USCR
$493K ﹤0.01%
27,175
-13,514
-33% -$416K
CRAI icon
2722
CRA International
CRAI
$1.16B
$492K ﹤0.01%
14,737
-975
-6% -$46.5K
LOCO icon
2723
El Pollo Loco
LOCO
$501M
$492K ﹤0.01%
58,244
-102,131
-64% -$1.3M
OSBC icon
2724
Old Second Bancorp
OSBC
$1.29B
$492K ﹤0.01%
71,158
-20,829
-23% -$229K
GTS
2725
DELISTED
Triple-S Management Corporation
GTS
$492K ﹤0.01%
34,914
+9,049
+35% +$146K
107 108
109
110 111

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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.