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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
GDO
2501
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77.1M
$803K ﹤0.01%
58,513
-16,508
-22% -$280K
HRTX icon
2502
Heron Therapeutics
HRTX
$93.9M
$803K ﹤0.01%
68,411
-45,549
-40% -$856K
DSX icon
2503
Diana Shipping
DSX
$302M
$801K ﹤0.01%
774,168
-195,710
-20% -$325K
OMER icon
2504
Omeros
OMER
$857M
$801K ﹤0.01%
59,879
+20,813
+53% +$277K
QNST icon
2505
QuinStreet
QNST
$890M
$801K ﹤0.01%
99,504
-14,768
-13% -$182K
TVTX icon
2506
Travere Therapeutics
TVTX
$5.2B
$801K ﹤0.01%
54,873
-8,526
-13% -$128K
MGP
2507
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$801K ﹤0.01%
33,842
+4,222
+14% +$120K
CHMI
2508
Cherry Hill Mortgage Investment Corp
CHMI
$83M
$800K ﹤0.01%
129,070
+73,786
+133% +$968K
IWN icon
2509
iShares Russell 2000 Value ETF
IWN
$14.3B
$800K ﹤0.01%
9,748
-1,360
-12% -$153K
ATE
2510
DELISTED
Advantest Corp
ATE
$799K ﹤0.01%
20,183
+7,244
+56% +$287K
NTRA icon
2511
Natera
NTRA
$38.3B
$797K ﹤0.01%
26,689
-14,834
-36% -$496K
CARG icon
2512
CarGurus
CARG
$3.27B
$794K ﹤0.01%
41,933
-13,232
-24% -$379K
ASND icon
2513
Ascendis Pharma A/S
ASND
$16B
$789K ﹤0.01%
7,005
+4,311
+160% +$560K
EBSB
2514
DELISTED
Meridian Bancorp, Inc.
EBSB
$787K ﹤0.01%
70,099
+21,815
+45% +$361K
JCAP
2515
DELISTED
Jernigan Capital, Inc.
JCAP
$785K ﹤0.01%
71,667
-21,642
-23% -$381K
RMR icon
2516
The RMR Group
RMR
$325M
$784K ﹤0.01%
29,083
-5,476
-16% -$212K
SDY icon
2517
State Street SPDR S&P Dividend ETF
SDY
$21.7B
$782K ﹤0.01%
9,795
-904
-8% -$89.2K
HIBB
2518
DELISTED
Hibbett, Inc. Common Stock
HIBB
$781K ﹤0.01%
71,442
-60,015
-46% -$1.25M
CLW icon
2519
Clearwater Paper
CLW
$339M
$780K ﹤0.01%
35,768
-7,293
-17% -$175K
ASIX icon
2520
AdvanSix
ASIX
$541M
$778K ﹤0.01%
81,555
-2,931
-3% -$45.5K
ELP
2521
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$778K ﹤0.01%
186,830
-17,860
-9% -$110K
APRE icon
2522
Aprea Therapeutics
APRE
$7.68M
$777K ﹤0.01%
+1,118
New +$820K
TROX icon
2523
Tronox
TROX
$932M
$776K ﹤0.01%
155,796
-17,260
-10% -$143K
PFC
2524
DELISTED
Premier Financial Corp. Common Stock
PFC
$775K ﹤0.01%
52,556
+16,728
+47% +$426K
AXIA.PR
2525
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$773K ﹤0.01%
147,196
+92,723
+170% +$743K
99 100
101
102 103

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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.