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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
QTTB icon
2726
Q32 Bio
QTTB
$466M
$491K ﹤0.01%
1,756
-1
-0.1% -$306
SPPI
2727
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$489K ﹤0.01%
209,845
+51,685
+33% +$141K
CASS icon
2728
Cass Information Systems
CASS
$714M
$487K ﹤0.01%
13,855
-10,498
-43% -$507K
IVW icon
2729
iShares S&P 500 Growth ETF
IVW
$73.8B
$484K ﹤0.01%
11,732
-9,256
-44% -$438K
SCOR icon
2730
Comscore
SCOR
$106M
$482K ﹤0.01%
8,539
+2,515
+42% +$190K
TSLF
2731
DELISTED
THL CREDIT SENIOR LOAN FUND
TSLF
$482K ﹤0.01%
41,698
+26,313
+171% +$376K
GRPN icon
2732
Groupon
GRPN
$1.05B
$480K ﹤0.01%
24,502
-26,532
-52% -$1.05M
FPI
2733
Farmland Partners
FPI
$408M
$478K ﹤0.01%
78,794
+6,467
+9% +$41.5K
BZH icon
2734
Beazer Homes USA
BZH
$877M
$477K ﹤0.01%
74,145
-50,047
-40% -$620K
SRG
2735
Seritage Growth Properties
SRG
$136M
$477K ﹤0.01%
52,351
-90,914
-63% -$2.84M
DGII icon
2736
Digi International
DGII
$2.63B
$476K ﹤0.01%
49,870
-62,776
-56% -$869K
EFSC icon
2737
Enterprise Financial Services Corp
EFSC
$2.4B
$476K ﹤0.01%
17,072
-2,876
-14% -$116K
ZEUS
2738
DELISTED
Olympic Steel
ZEUS
$476K ﹤0.01%
45,947
+2,084
+5% +$28K
BBIO icon
2739
BridgeBio Pharma
BBIO
$15.7B
$475K ﹤0.01%
16,382
-2,741
-14% -$85K
IBCP icon
2740
Independent Bank Corp
IBCP
$787M
$475K ﹤0.01%
36,940
-15,633
-30% -$303K
MBB icon
2741
iShares MBS ETF
MBB
$38.9B
$474K ﹤0.01%
4,288
+25
+0.6% +$2.72K
ECOM
2742
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$471K ﹤0.01%
64,849
-50,322
-44% -$443K
VNM icon
2743
VanEck Vietnam ETF
VNM
$491M
$470K ﹤0.01%
+45,045
New +$632K
NGM
2744
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
$470K ﹤0.01%
38,153
+22,213
+139% +$363K
BMRC icon
2745
Bank of Marin Bancorp
BMRC
$472M
$469K ﹤0.01%
15,646
-7,492
-32% -$295K
CERS icon
2746
Cerus
CERS
$433M
$469K ﹤0.01%
100,762
+6,035
+6% +$27.3K
DXPE icon
2747
DXP Enterprises
DXPE
$2.43B
$469K ﹤0.01%
38,282
-3,290
-8% -$95K
SFIX
2748
Stitch Fix
SFIX
$536M
$469K ﹤0.01%
36,967
+15,308
+71% +$332K
HBNC icon
2749
Horizon Bancorp
HBNC
$1.04B
$467K ﹤0.01%
47,332
-34,501
-42% -$528K
BJRI icon
2750
BJ's Restaurants
BJRI
$1.42B
$466K ﹤0.01%
33,549
-15,699
-32% -$504K
108 109
110
111 112

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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.