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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
VRRM icon
3101
Verra Mobility
VRRM
$804M
$159K ﹤0.01%
22,328
-9,401
-30% -$125K
MOBL
3102
DELISTED
MobileIron, Inc.
MOBL
$158K ﹤0.01%
41,556
-31,206
-43% -$134K
PAAS icon
3103
Pan American Silver
PAAS
$18.2B
$157K ﹤0.01%
+10,923
New +$227K
TLYS icon
3104
Tilly's
TLYS
$116M
$157K ﹤0.01%
38,125
-24,935
-40% -$183K
BMY.RT
3105
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
$157K ﹤0.01%
41,209
+12,359
+43% +$40.7K
BSET icon
3106
Bassett Furniture
BSET
$164M
$156K ﹤0.01%
28,607
-15,350
-35% -$170K
HAPN
3107
Happen Inc
HAPN
$2.21B
$156K ﹤0.01%
19,852
-1,608
-7% -$17.9K
ACTG icon
3108
Acacia Research
ACTG
$428M
$154K ﹤0.01%
69,445
-140,929
-67% -$344K
GAIA icon
3109
Gaia
GAIA
$46.8M
$153K ﹤0.01%
17,202
-10,600
-38% -$86.3K
ALR
3110
DELISTED
AlerisLife Inc
ALR
$153K ﹤0.01%
+55,181
New +$232K
NEX
3111
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$152K ﹤0.01%
130,312
-159,217
-55% -$698K
PTVCB
3112
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
$152K ﹤0.01%
11,052
-7,810
-41% -$116K
RCKT icon
3113
Rocket Pharmaceuticals
RCKT
$340M
$150K ﹤0.01%
10,724
-13,338
-55% -$264K
YEXT icon
3114
Yext
YEXT
$547M
$150K ﹤0.01%
14,733
+1,087
+8% +$15.6K
GAIN icon
3115
Gladstone Investment Corp
GAIN
$643M
$149K ﹤0.01%
19,010
-11,863
-38% -$141K
KOS icon
3116
Kosmos Energy
KOS
$1.6B
$149K ﹤0.01%
166,926
-599,007
-78% -$2.38M
BXG
3117
DELISTED
Bluegreen Vacations Corporation Common Stock
BXG
$149K ﹤0.01%
25,853
+10,359
+67% +$83.2K
AHT
3118
Ashford Hospitality Trust
AHT
$20.9M
$148K ﹤0.01%
201
-245
-55% -$510K
FNWB icon
3119
First Northwest Bancorp
FNWB
$109M
$147K ﹤0.01%
13,504
-9,121
-40% -$140K
JRS icon
3120
Nuveen Real Estate Income Fund
JRS
$249M
$147K ﹤0.01%
+21,685
New +$209K
VNTR
3121
DELISTED
Venator Materials PLC
VNTR
$147K ﹤0.01%
85,334
-16,865
-17% -$47.5K
FRST icon
3122
Primis Financial Corp
FRST
$399M
$146K ﹤0.01%
14,793
-36,297
-71% -$508K
XERS icon
3123
Xeris Biopharma Holdings
XERS
$1.39B
$144K ﹤0.01%
73,874
-20,094
-21% -$86.4K
EGLE
3124
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$144K ﹤0.01%
11,096
+7,865
+243% +$175K
HRTG icon
3125
Heritage Insurance Holdings
HRTG
$889M
$143K ﹤0.01%
13,387
-30,627
-70% -$362K
123 124
125
126 127

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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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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.