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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
RDHL
3176
Redhill Biopharma
RDHL
$3.84M
$113K ﹤0.01%
25
+14
+127% +$70K
SND icon
3177
Smart Sand
SND
$179M
$113K ﹤0.01%
108,591
-14,199
-12% -$24K
STEX
3178
Streamex Corp
STEX
$78.1M
$112K ﹤0.01%
+2,683
New +$120K
RMNI icon
3179
Rimini Street
RMNI
$454M
$112K ﹤0.01%
27,325
+6,014
+28% +$26.8K
ARQ icon
3180
Arq
ARQ
$88.4M
$112K ﹤0.01%
17,023
-7,423
-30% -$72.1K
BHR
3181
Braemar Hotels & Resorts
BHR
$160M
$111K ﹤0.01%
65,243
-152,410
-70% -$1.01M
CLPR
3182
Clipper Realty
CLPR
$45.2M
$111K ﹤0.01%
21,440
-4,256
-17% -$42.1K
LXRX icon
3183
Lexicon Pharmaceuticals
LXRX
$1.04B
$111K ﹤0.01%
57,138
+35,108
+159% +$105K
PBFS icon
3184
Pioneer Bancorp
PBFS
$442M
$111K ﹤0.01%
10,739
-5,957
-36% -$81K
REAL icon
3185
The RealReal
REAL
$1.44B
$111K ﹤0.01%
+15,810
New +$215K
VSLR
3186
DELISTED
VIVINT SOLAR, INC.
VSLR
$111K ﹤0.01%
25,399
-14
-0.1% -$119
FFNW
3187
DELISTED
First Financial Northwest, Inc
FFNW
$110K ﹤0.01%
+10,935
New +$148K
BOCH
3188
DELISTED
Bank of Commerce Holdings (CA)
BOCH
$109K ﹤0.01%
13,910
-10,620
-43% -$107K
EIGI
3189
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$109K ﹤0.01%
56,388
+3,545
+7% +$13.8K
BWB icon
3190
Bridgewater Bancshares
BWB
$572M
$108K ﹤0.01%
11,088
-11,797
-52% -$144K
GOGL
3191
DELISTED
Golden Ocean Group
GOGL
$108K ﹤0.01%
34,576
+19,946
+136% +$84.2K
NERV icon
3192
Minerva Neurosciences
NERV
$187M
$108K ﹤0.01%
2,235
-153
-6% -$9.23K
AFI
3193
DELISTED
Armstrong Flooring, Inc.
AFI
$108K ﹤0.01%
75,585
-31,348
-29% -$97K
GDP
3194
DELISTED
Goodrich Petroleum Corporation Common Stock
GDP
$107K ﹤0.01%
25,172
+840
+3% +$5.19K
CYCN icon
3195
Cyclerion Therapeutics
CYCN
$15.2M
$105K ﹤0.01%
1,976
+846
+75% +$60.4K
CELH icon
3196
Celsius Holdings
CELH
$7.5B
$104K ﹤0.01%
74,421
+18,039
+32% +$31.9K
CSTR
3197
DELISTED
CapStar Financial Holdings, Inc
CSTR
$104K ﹤0.01%
10,539
-6,563
-38% -$90.5K
AOSL icon
3198
Alpha and Omega Semiconductor
AOSL
$931M
$103K ﹤0.01%
16,009
-7,893
-33% -$85.8K
PZN
3199
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$103K ﹤0.01%
23,096
-2,162
-9% -$15.2K
WLL
3200
DELISTED
Whiting Petroleum Corporation
WLL
$103K ﹤0.01%
2,049
-169
-8% -$43.3K
126 127
128
129 130

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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.