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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
SCL icon
1601
Stepan Co
SCL
$1.46B
$3.9M ﹤0.01%
44,051
-13,706
-24% -$1.31M
ACHC icon
1602
Acadia Healthcare
ACHC
$2.76B
$3.89M ﹤0.01%
211,847
-68,806
-25% -$1.97M
KFY icon
1603
Korn Ferry
KFY
$4.18B
$3.89M ﹤0.01%
159,838
-21,978
-12% -$810K
WPX
1604
DELISTED
WPX Energy, Inc.
WPX
$3.86M ﹤0.01%
1,264,332
+57,623
+5% +$543K
PRAA icon
1605
PRA Group
PRAA
$663M
$3.85M ﹤0.01%
139,042
-11,675
-8% -$407K
ELME
1606
Elme Communities
ELME
$143M
$3.85M ﹤0.01%
161,297
-37,059
-19% -$1.05M
IRTC icon
1607
iRhythm Holdings
IRTC
$3.85B
$3.84M ﹤0.01%
47,222
+31,174
+194% +$2.59M
PCTY icon
1608
Paylocity
PCTY
$7.38B
$3.84M ﹤0.01%
43,453
+1,406
+3% +$177K
EVTC icon
1609
Evertec
EVTC
$1.88B
$3.84M ﹤0.01%
168,745
-60,883
-27% -$1.87M
SCHA icon
1610
Schwab U.S Small- Cap ETF
SCHA
$22.2B
$3.84M ﹤0.01%
297,840
-225,060
-43% -$3.82M
ROKU icon
1611
Roku
ROKU
$21.5B
$3.83M ﹤0.01%
43,823
-13,102
-23% -$1.51M
SWN
1612
DELISTED
Southwestern Energy Company
SWN
$3.83M ﹤0.01%
2,267,317
-908,833
-29% -$1.58M
SPTN
1613
DELISTED
SpartanNash
SPTN
$3.83M ﹤0.01%
267,211
-31,353
-11% -$403K
GNL icon
1614
Global Net Lease
GNL
$1.84B
$3.82M ﹤0.01%
286,039
-29,023
-9% -$541K
TREE icon
1615
LendingTree
TREE
$447M
$3.82M ﹤0.01%
20,826
-531
-2% -$150K
BHE icon
1616
Benchmark Electronics
BHE
$2.87B
$3.82M ﹤0.01%
190,963
-59,307
-24% -$1.68M
X
1617
DELISTED
US Steel
X
$3.81M ﹤0.01%
604,276
-111,088
-16% -$931K
JOYY
1618
JOYY Inc
JOYY
$3.71B
$3.81M ﹤0.01%
71,578
+4,844
+7% +$281K
EGBN icon
1619
Eagle Bancorp
EGBN
$846M
$3.81M ﹤0.01%
126,007
-17,992
-12% -$725K
NMRK icon
1620
Newmark Group
NMRK
$2.66B
$3.8M ﹤0.01%
895,025
+316,525
+55% +$3.1M
IBKR icon
1621
Interactive Brokers
IBKR
$39.2B
$3.78M ﹤0.01%
350,424
+43,128
+14% +$521K
PFGC icon
1622
Performance Food Group
PFGC
$18B
$3.78M ﹤0.01%
153,009
-127,568
-45% -$5.49M
PLNT icon
1623
Planet Fitness
PLNT
$4.42B
$3.78M ﹤0.01%
77,636
-28,821
-27% -$2.01M
UMBF icon
1624
UMB Financial
UMBF
$11.1B
$3.77M ﹤0.01%
81,225
+9,265
+13% +$564K
NHI icon
1625
National Health Investors
NHI
$3.72B
$3.76M ﹤0.01%
75,923
+13,325
+21% +$1.01M
63 64
65
66 67

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MCM
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PSUF
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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.