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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
HOME
3126
DELISTED
At Home Group Inc.
HOME
$143K ﹤0.01%
70,920
-3,483
-5% -$17.1K
BFIN
3127
DELISTED
BankFinancial
BFIN
$142K ﹤0.01%
16,066
-10,507
-40% -$119K
HDSN
3128
Hudson Technologies
HDSN
$253M
$142K ﹤0.01%
206,315
– –
OSG
3129
DELISTED
Overseas Shipholding Group Inc.
OSG
$142K ﹤0.01%
62,651
-59,781
-49% -$121K
ACER
3130
DELISTED
Acer Therapeutics Inc
ACER
$142K ﹤0.01%
71,196
-26,007
-27% -$95.3K
VTLE
3131
DELISTED
Vital Energy
VTLE
$141K ﹤0.01%
18,610
-67,464
-78% -$1.96M
EEX
3132
DELISTED
Emerald Holding
EEX
$140K ﹤0.01%
54,098
+30,992
+134% +$244K
WIW
3133
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$507M
$140K ﹤0.01%
14,679
-11,676
-44% -$130K
HALL
3134
DELISTED
Hallmark Financial Services, Inc.
HALL
$140K ﹤0.01%
3,455
+1,006
+41% +$136K
CWH icon
3135
Camping World
CWH
$381M
$139K ﹤0.01%
24,379
-2,275
-9% -$28.6K
RIGL icon
3136
Rigel Pharmaceuticals
RIGL
$683M
$137K ﹤0.01%
8,787
-12,646
-59% -$269K
FPRX
3137
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$137K ﹤0.01%
60,311
+37,768
+168% +$160K
GOGO icon
3138
Gogo Inc
GOGO
$554M
$136K ﹤0.01%
64,154
-67,898
-51% -$290K
METC icon
3139
Ramaco Resources Class A
METC
$603M
$136K ﹤0.01%
59,017
+40,638
+221% +$118K
OOMA icon
3140
Ooma
OOMA
$596M
$136K ﹤0.01%
11,433
-3,598
-24% -$45.5K
HTT
3141
High Templar Tech Ltd
HTT
$374M
$135K ﹤0.01%
75,042
-113,298
-60% -$318K
CRON
3142
Cronos Group
CRON
$1.06B
$134K ﹤0.01%
+23,631
New +$157K
GPRK icon
3143
GeoPark
GPRK
$633M
$134K ﹤0.01%
18,959
+5,077
+37% +$81.2K
TAC icon
3144
TransAlta
TAC
$3.98B
$134K ﹤0.01%
25,652
-4,998
-16% -$33.9K
AXTI icon
3145
AXT Inc
AXTI
$3.94B
$131K ﹤0.01%
40,779
-10,890
-21% -$40.1K
VWTR
3146
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$131K ﹤0.01%
16,796
+4,866
+41% +$46.9K
KURA icon
3147
Kura Oncology
KURA
$795M
$130K ﹤0.01%
13,062
+2,611
+25% +$29.9K
SHBI icon
3148
Shore Bancshares
SHBI
$815M
$130K ﹤0.01%
12,016
-1,715
-12% -$25K
GBL
3149
DELISTED
GAMCO Investors, Inc.
GBL
$130K ﹤0.01%
11,866
-8,542
-42% -$137K
TCRT icon
3150
Alaunos Therapeutics
TCRT
$4.47M
$128K ﹤0.01%
349
+48
+16% +$24.8K
124 125
126
127 128

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MCM
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PSUF
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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.