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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
DSM
2926
BNY Mellon Strategic Municipal Bond Fund
DSM
$287M
$299K ﹤0.01%
+41,661
New +$324K
GLD icon
2927
SPDR Gold Trust
GLD
$131B
$299K ﹤0.01%
2,019
+3
+0.1% +$447
GCAP
2928
DELISTED
Gain Capital Holdings, Inc.
GCAP
$298K ﹤0.01%
53,416
-47,622
-47% -$213K
ORC
2929
Orchid Island Capital
ORC
$1.3B
$297K ﹤0.01%
20,142
-3,954
-16% -$107K
RTLR
2930
DELISTED
Rattler Midstream LP Common Units
RTLR
$297K ﹤0.01%
85,477
-156,254
-65% -$1.92M
BGX
2931
Blackstone Long-Short Credit Income Fund
BGX
$136M
$294K ﹤0.01%
+27,897
New +$405K
HYG icon
2932
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$294K ﹤0.01%
3,820
-4,158
-52% -$351K
TLND
2933
DELISTED
Talend S.A. American Depositary Shares
TLND
$292K ﹤0.01%
13,017
-1,270
-9% -$43K
EWM icon
2934
iShares MSCI Malaysia ETF
EWM
$310M
$290K ﹤0.01%
12,513
-561
-4% -$14.4K
VOOV icon
2935
Vanguard S&P 500 Value ETF
VOOV
$6.59B
$290K ﹤0.01%
3,113
-7,433
-70% -$853K
FISI icon
2936
Financial Institutions
FISI
$816M
$287K ﹤0.01%
15,826
-47,752
-75% -$1.28M
ELF icon
2937
e.l.f. Beauty
ELF
$4.89B
$286K ﹤0.01%
29,045
-8,164
-22% -$123K
PCW
2938
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$286K ﹤0.01%
52,835
-13,574
-20% -$73.5K
SD icon
2939
SandRidge Energy
SD
$514M
$285K ﹤0.01%
316,601
+158,070
+100% +$370K
CNR
2940
DELISTED
Cornerstone Building Brands, Inc.
CNR
$282K ﹤0.01%
61,740
+1,228
+2% +$9.13K
GASS icon
2941
StealthGas
GASS
$332M
$281K ﹤0.01%
142,787
-37,397
-21% -$104K
NRIM icon
2942
Northrim BanCorp
NRIM
$590M
$281K ﹤0.01%
41,572
+1,900
+5% +$16.4K
AAIC
2943
DELISTED
Arlington Asset Investment Corp.
AAIC
$280K ﹤0.01%
127,748
-78,315
-38% -$397K
EVF
2944
Eaton Vance Senior Income Trust
EVF
$90.3M
$279K ﹤0.01%
60,550
-38,063
-39% -$226K
ATRA icon
2945
Atara Biotherapeutics
ATRA
$75.5M
$275K ﹤0.01%
1,293
-67
-5% -$21.3K
DSSI
2946
DELISTED
Diamond S Shipping Inc. Common Shares
DSSI
$273K ﹤0.01%
23,128
-55,700
-71% -$652K
AMTB icon
2947
Amerant Bancorp
AMTB
$1.16B
$272K ﹤0.01%
17,698
+6,083
+52% +$111K
FSK icon
2948
FS KKR Capital
FSK
$2.96B
$271K ﹤0.01%
+22,592
New +$484K
NYRT
2949
DELISTED
New York REIT, Inc.
NYRT
$271K ﹤0.01%
12,580
-13,398
-52% -$289K
YETI icon
2950
Yeti Holdings
YETI
$3.71B
$270K ﹤0.01%
13,832
-36,324
-72% -$1.08M
116 117
118
119 120

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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.