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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
RJET
3276
Republic Airways Holdings
RJET
$1.02B
$58K ﹤0.01%
+1,182
New +$121K
RUBY
3277
DELISTED
Rubius Therapeutics, Inc
RUBY
$58K ﹤0.01%
13,047
-3,338
-20% -$24.8K
NNA
3278
DELISTED
Navios Maritime Acquisition Corporation
NNA
$58K ﹤0.01%
+12,064
New +$65.2K
FTK icon
3279
Flotek Industries
FTK
$847M
$57K ﹤0.01%
10,633
+5,477
+106% +$49.6K
TNAV
3280
DELISTED
Telenav Inc.
TNAV
$57K ﹤0.01%
13,169
-16,519
-56% -$85.1K
BBBY
3281
Bed Bath & Beyond
BBBY
$472M
$56K ﹤0.01%
13,487
-5,239
-28% -$28.5K
TCS
3282
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$56K ﹤0.01%
1,586
-461
-23% -$25.6K
ESXB
3283
DELISTED
Community Bankers Trust Corporation
ESXB
$55K ﹤0.01%
11,427
-2,100
-16% -$16.7K
ACB
3284
Aurora Cannabis
ACB
$175M
$54K ﹤0.01%
+501
New +$89.5K
CASI
3285
DELISTED
CASI Pharmaceuticals
CASI
$54K ﹤0.01%
2,640
+697
+36% +$16.6K
WRAP icon
3286
Wrap Technologies
WRAP
$98.1M
$54K ﹤0.01%
+12,634
New +$74.8K
ZYNE
3287
DELISTED
Zynerba Pharmaceuticals, Inc
ZYNE
$54K ﹤0.01%
+13,971
New +$64.9K
III icon
3288
Information Services Group
III
$197M
$53K ﹤0.01%
20,548
+4,996
+32% +$13.9K
UUUU icon
3289
Energy Fuels
UUUU
$2.93B
$53K ﹤0.01%
45,100
-112,167
-71% -$157K
SRNE
3290
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$52K ﹤0.01%
28,178
-1,640
-6% -$4.72K
MDXG icon
3291
MiMedx Group
MDXG
$622M
$51K ﹤0.01%
14,724
-5,579
-27% -$19.3K
STML
3292
DELISTED
Stemline Therapeutics, Inc.
STML
$51K ﹤0.01%
10,612
-1,716
-14% -$11.1K
BXC icon
3293
BlueLinx
BXC
$416M
$50K ﹤0.01%
10,158
-2,922
-22% -$32.9K
PYX
3294
DELISTED
Pyxus International, Inc.
PYX
$50K ﹤0.01%
16,145
+2,479
+18% +$13.1K
JCP
3295
DELISTED
J.C. Penney Company, Inc.
JCP
$50K ﹤0.01%
139,836
-942,661
-87% -$664K
ELGX
3296
DELISTED
Endologix Inc
ELGX
$50K ﹤0.01%
72,747
-26,930
-27% -$33K
PTN
3297
Palatin Technologies
PTN
$13.9M
$47K ﹤0.01%
+89
New +$65.4K
ALDX icon
3298
Aldeyra Therapeutics
ALDX
$96.5M
$46K ﹤0.01%
18,459
-8,369
-31% -$37.6K
GIFI
3299
DELISTED
Gulf Island Fabrication
GIFI
$46K ﹤0.01%
+15,423
New +$69.7K
CBL
3300
DELISTED
CBL& Associates Properties, Inc.
CBL
$46K ﹤0.01%
228,493
-345,713
-60% -$235K
130 131
132
133 134

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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.