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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
MHH icon
2376
Mastech Digital
MHH
$93.1M
$1.03M ﹤0.01%
+80,242
New +$1.02M
TGS icon
2377
Transportadora de Gas del Sur
TGS
$4.79B
$1.02M ﹤0.01%
222,758
-10,499
-5% -$61.3K
CKH
2378
DELISTED
Seacor Holdings Inc.
CKH
$1.02M ﹤0.01%
37,984
-8,143
-18% -$294K
BRY
2379
DELISTED
Berry Corp
BRY
$1.02M ﹤0.01%
422,156
+341,186
+421% +$2.1M
PDLI
2380
DELISTED
PDL BioPharma, Inc.
PDLI
$1.02M ﹤0.01%
360,230
-188,726
-34% -$608K
AEGN
2381
DELISTED
Aegion Corp
AEGN
$1.01M ﹤0.01%
56,490
-21,604
-28% -$428K
PD icon
2382
PagerDuty
PD
$816M
$1.01M ﹤0.01%
58,550
+38,159
+187% +$810K
GTN icon
2383
Gray Television
GTN
$415M
$1.01M ﹤0.01%
94,167
-17,848
-16% -$323K
BTU icon
2384
Peabody Energy
BTU
$2.6B
$1.01M ﹤0.01%
347,942
+214,899
+162% +$1.38M
HT
2385
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$1.01M ﹤0.01%
281,715
+75,445
+37% +$821K
GKOS icon
2386
Glaukos
GKOS
$9.83B
$1.01M ﹤0.01%
32,629
+10,222
+46% +$524K
LEN.B icon
2387
Lennar Class B
LEN.B
$19.4B
$1M ﹤0.01%
36,480
+19,644
+117% +$859K
EYE icon
2388
National Vision
EYE
$1.77B
$1M ﹤0.01%
51,566
+8,012
+18% +$249K
RTL
2389
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$999K ﹤0.01%
159,805
+48,008
+43% +$534K
COOP
2390
DELISTED
Mr. Cooper
COOP
$996K ﹤0.01%
135,938
-44,226
-25% -$512K
BDSI
2391
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$996K ﹤0.01%
262,723
-78,615
-23% -$386K
THFF icon
2392
First Financial Corp
THFF
$958M
$994K ﹤0.01%
29,465
-2,299
-7% -$92.7K
AVTA
2393
DELISTED
Avantax, Inc. Common Stock
AVTA
$994K ﹤0.01%
82,518
-863
-1% -$16.6K
HNGR
2394
DELISTED
Hanger Inc.
HNGR
$994K ﹤0.01%
63,770
-31,414
-33% -$710K
CUBI icon
2395
Customers Bancorp
CUBI
$2.66B
$990K ﹤0.01%
90,594
-26,289
-22% -$509K
CCS icon
2396
Century Communities
CCS
$1.91B
$988K ﹤0.01%
68,059
+8,345
+14% +$239K
STNG icon
2397
Scorpio Tankers
STNG
$3.9B
$987K ﹤0.01%
51,601
-108,395
-68% -$2.57M
QADA
2398
DELISTED
QAD Inc.
QADA
$982K ﹤0.01%
24,594
-580
-2% -$27.5K
KNL
2399
DELISTED
Knoll, Inc.
KNL
$980K ﹤0.01%
94,944
-82,134
-46% -$1.63M
OIS icon
2400
Oil States International
OIS
$489M
$978K ﹤0.01%
481,811
+268,407
+126% +$2.46M
94 95
96
97 98

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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.