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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
PEI
3051
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$200K ﹤0.01%
14,634
+262
+2% +$12.7K
HTB
3052
HomeTrust Bancshares
HTB
$860M
$199K ﹤0.01%
12,497
-30,183
-71% -$708K
MITK icon
3053
Mitek Systems
MITK
$754M
$196K ﹤0.01%
24,889
+2,216
+10% +$18.8K
MITT
3054
TPG Mortgage Investment Trust
MITT
$222M
$196K ﹤0.01%
23,799
-5,534
-19% -$221K
CCNE icon
3055
CNB Financial Corp
CCNE
$1.04B
$195K ﹤0.01%
10,355
-1,375
-12% -$36.3K
RBB icon
3056
RBB Bancorp
RBB
$448M
$194K ﹤0.01%
+14,116
New +$253K
RQI icon
3057
Cohen & Steers Quality Income Realty Fund
RQI
$1.7B
$194K ﹤0.01%
+21,446
New +$272K
IOTS
3058
DELISTED
Adesto Technologies Corp
IOTS
$194K ﹤0.01%
17,321
-10,241
-37% -$97.8K
SNDX icon
3059
Syndax Pharmaceuticals
SNDX
$1.69B
$193K ﹤0.01%
17,621
-2,106
-11% -$19.8K
LDL
3060
DELISTED
Lydall, Inc.
LDL
$193K ﹤0.01%
29,913
-23,421
-44% -$383K
PHD
3061
DELISTED
Pioneer Floating Rate Fund
PHD
$192K ﹤0.01%
25,081
-34,948
-58% -$355K
VRA icon
3062
Vera Bradley
VRA
$97M
$192K ﹤0.01%
46,684
-14,203
-23% -$121K
SGRY icon
3063
Surgery Partners
SGRY
$2.01B
$191K ﹤0.01%
29,224
-14,545
-33% -$207K
BXRX
3064
DELISTED
Baudax Bio, Inc. Common Stock
BXRX
$191K ﹤0.01%
55
+19
+53% +$179K
CPRX
3065
DELISTED
Catalyst Pharmaceutical
CPRX
$190K ﹤0.01%
49,353
-12,655
-20% -$51.9K
RNET
3066
DELISTED
RigNet, Inc.
RNET
$189K ﹤0.01%
104,839
+63,558
+154% +$254K
APPS icon
3067
Digital Turbine
APPS
$975M
$188K ﹤0.01%
43,507
-179,872
-81% -$1.11M
IMOS
3068
ChipMOS TECHNOLOGIES
IMOS
$1.65B
$187K ﹤0.01%
10,692
-4,363
-29% -$87.2K
BRBR icon
3069
BellRing Brands
BRBR
$1.44B
$185K ﹤0.01%
+10,837
New +$219K
SBT
3070
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
$184K ﹤0.01%
+42,828
New +$278K
RM icon
3071
Regional Management Corp
RM
$301M
$182K ﹤0.01%
13,318
-15,757
-54% -$388K
DGICA icon
3072
Donegal Group Class A
DGICA
$731M
$179K ﹤0.01%
11,793
-2,481
-17% -$35.1K
ACR
3073
ACRES Commercial Realty
ACR
$124M
$178K ﹤0.01%
21,539
-61,973
-74% -$1.88M
ESCA icon
3074
Escalade
ESCA
$273M
$178K ﹤0.01%
+29,852
New +$245K
NESR
3075
National Energy Services Reunited Corp
NESR
$2.72B
$177K ﹤0.01%
34,784
-5,235
-13% -$38.1K
121 122
123
124 125

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AF
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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.