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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
NE
3201
DELISTED
Noble Corporation
NE
$102K ﹤0.01%
392,934
+319,358
+434% +$238K
NATR icon
3202
Nature's Sunshine
NATR
$357M
$101K ﹤0.01%
12,429
-168
-1% -$1.52K
WVE icon
3203
Wave Life Sciences
WVE
$1.13B
$101K ﹤0.01%
10,830
-30,008
-73% -$256K
BCRX icon
3204
BioCryst Pharmaceuticals
BCRX
$2.35B
$99K ﹤0.01%
49,368
+17,849
+57% +$49.1K
SMHI icon
3205
SEACOR Marine Holdings
SMHI
$259M
$98K ﹤0.01%
22,342
+2,819
+14% +$24.8K
SGC icon
3206
Superior Group of Companies
SGC
$192M
$97K ﹤0.01%
11,516
+1,396
+14% +$16.2K
LIND icon
3207
Lindblad Expeditions
LIND
$1.95B
$96K ﹤0.01%
23,100
+7,809
+51% +$100K
NPTN
3208
DELISTED
NEOPHOTONICS CORP
NPTN
$96K ﹤0.01%
+13,306
New +$98.6K
ENZ
3209
DELISTED
Enzo Biochem, Inc.
ENZ
$95K ﹤0.01%
37,356
-4,557
-11% -$11.2K
SONO icon
3210
Sonos
SONO
$1.71B
$94K ﹤0.01%
11,059
-666
-6% -$8.22K
DSKE
3211
DELISTED
Daseke, Inc. Common Stock
DSKE
$94K ﹤0.01%
67,286
-14,614
-18% -$43.1K
LJPC
3212
DELISTED
La Jolla Pharmaceutical Company
LJPC
$94K ﹤0.01%
22,394
-10,305
-32% -$65.1K
YELL
3213
DELISTED
Yellow Corporation Common Stock
YELL
$93K ﹤0.01%
55,208
-65,592
-54% -$143K
DLTH icon
3214
Duluth Holdings
DLTH
$154M
$92K ﹤0.01%
23,019
+11,224
+95% +$83.5K
EFC
3215
Ellington Financial
EFC
$1.69B
$92K ﹤0.01%
+16,065
New +$250K
ZAGG
3216
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$92K ﹤0.01%
29,510
+3,208
+12% +$20.9K
PIM
3217
Franklin Master Intermediate Income Trust
PIM
$149M
$91K ﹤0.01%
22,203
-62,531
-74% -$283K
ASPS icon
3218
Altisource Portfolio Solutions
ASPS
$58.8M
$90K ﹤0.01%
1,460
+179
+14% +$22.5K
NL icon
3219
NLI Holdings
NL
$290M
$89K ﹤0.01%
29,786
+16,034
+117% +$53.4K
PSNL icon
3220
Personalis
PSNL
$1.31B
$87K ﹤0.01%
+10,787
New +$100K
RYZ
3221
Ryerson Holding Corp
RYZ
$1.39B
$87K ﹤0.01%
16,312
-41,243
-72% -$364K
CTLP
3222
DELISTED
Cantaloupe
CTLP
$86K ﹤0.01%
18,747
– –
MRSN
3223
DELISTED
Mersana Therapeutics
MRSN
$85K ﹤0.01%
584
+50
+9% +$8.74K
HMY icon
3224
Harmony Gold Mining
HMY
$10.1B
$84K ﹤0.01%
38,621
-366
-0.9% -$1.2K
ITCL
3225
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$84K ﹤0.01%
21,113
-9,567
-31% -$62.3K
127 128
129
130 131

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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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ACI
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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.