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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
TIPT icon
3151
Tiptree Inc
TIPT
$656M
$128K ﹤0.01%
24,537
-4,111
-14% -$27.7K
PTGX icon
3152
Protagonist Therapeutics
PTGX
$8.76B
$127K ﹤0.01%
17,931
-268
-1% -$2.01K
TLRA
3153
DELISTED
Telaria, Inc.
TLRA
$127K ﹤0.01%
21,107
-3,451
-14% -$34.2K
RMBI icon
3154
Richmond Mutual Bancorp
RMBI
$252M
$125K ﹤0.01%
+12,235
New +$168K
MGI
3155
DELISTED
MoneyGram International, Inc. New
MGI
$124K ﹤0.01%
94,370
-68,504
-42% -$144K
CVGI icon
3156
Commercial Vehicle Group
CVGI
$156M
$121K ﹤0.01%
80,315
+35,338
+79% +$154K
MPX
3157
DELISTED
Marine Products Corp
MPX
$120K ﹤0.01%
14,893
-313
-2% -$3.95K
REV
3158
DELISTED
Revlon, Inc.
REV
$120K ﹤0.01%
10,960
-377
-3% -$6.9K
RYAM icon
3159
Rayonier Advanced Materials
RYAM
$604M
$119K ﹤0.01%
112,323
-298,762
-73% -$779K
PBPB
3160
DELISTED
Potbelly
PBPB
$118K ﹤0.01%
38,268
+2,315
+6% +$9.58K
WMC
3161
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$118K ﹤0.01%
5,147
-3,194
-38% -$290K
CTSO icon
3162
Cytosorbents Corp
CTSO
$22.7M
$117K ﹤0.01%
15,191
+4,936
+48% +$24.9K
INSG icon
3163
Inseego
INSG
$114M
$117K ﹤0.01%
+1,876
New +$135K
AKTS
3164
DELISTED
Akoustis Technologies Inc
AKTS
$117K ﹤0.01%
21,720
+1,731
+9% +$12.2K
GOSS icon
3165
Gossamer Bio
GOSS
$81M
$116K ﹤0.01%
+11,448
New +$149K
NOVA
3166
DELISTED
Sunnova Energy
NOVA
$116K ﹤0.01%
11,522
-2,705
-19% -$37.1K
GTT
3167
DELISTED
GTT Communications, Inc.
GTT
$116K ﹤0.01%
14,639
+1,565
+12% +$18.9K
BRT
3168
BRT Apartments
BRT
$277M
$115K ﹤0.01%
11,190
-4,757
-30% -$73.5K
FLXN
3169
DELISTED
Flexion Therapeutics, Inc.
FLXN
$115K ﹤0.01%
14,671
-2,880
-16% -$43.4K
BE icon
3170
Bloom Energy
BE
$62.6B
$114K ﹤0.01%
21,729
+512
+2% +$4.34K
CHRD icon
3171
Chord Energy
CHRD
$7.86B
$114K ﹤0.01%
326,618
-456,314
-58% -$837K
DESP
3172
DELISTED
Despegar.com
DESP
$114K ﹤0.01%
20,130
-54
-0.3% -$641
NMFC icon
3173
New Mountain Finance
NMFC
$647M
$114K ﹤0.01%
16,750
-9,365
-36% -$116K
OSW icon
3174
OneSpaWorld
OSW
$2.6B
$114K ﹤0.01%
28,070
+17,076
+155% +$205K
GTYH
3175
DELISTED
GTY Technology Holdings, Inc. Common Stock
GTYH
$114K ﹤0.01%
25,232
-51,023
-67% -$284K
125 126
127
128 129

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MCM
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PSUF
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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.