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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
AMR icon
3301
Alpha Metallurgical Resources
AMR
$1.74B
$45K ﹤0.01%
+19,044
New +$109K
TRQ
3302
DELISTED
Turquoise Hill Resources Ltd
TRQ
$45K ﹤0.01%
11,824
-11
-0.1% -$63
FBRX icon
3303
Forte Biosciences
FBRX
$1.57B
$44K ﹤0.01%
95
-265
-74% -$104K
ELVT
3304
DELISTED
Elevate Credit, Inc.
ELVT
$44K ﹤0.01%
42,094
-17,750
-30% -$63.8K
DS
3305
DELISTED
Drive Shack Inc.
DS
$44K ﹤0.01%
29,014
-75,609
-72% -$225K
ONDK
3306
DELISTED
On Deck Capital, Inc.
ONDK
$44K ﹤0.01%
28,773
-6,400
-18% -$20.9K
ARAY icon
3307
Accuray
ARAY
$32M
$43K ﹤0.01%
22,661
-2,765
-11% -$7.99K
SRGA
3308
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$43K ﹤0.01%
829
-530
-39% -$55.4K
RMTI icon
3309
Rockwell Medical
RMTI
$28.4M
$42K ﹤0.01%
185
+38
+26% +$10.8K
TELL
3310
DELISTED
Tellurian Inc.
TELL
$42K ﹤0.01%
46,432
-84,773
-65% -$403K
AMLP icon
3311
Alerian MLP ETF
AMLP
$13B
$40K ﹤0.01%
2,316
-4,218
-65% -$143K
BBW icon
3312
Build-A-Bear
BBW
$425M
$40K ﹤0.01%
+27,953
New +$100K
SLDB icon
3313
Solid Biosciences
SLDB
$794M
$39K ﹤0.01%
+1,094
New +$54.1K
ATEC icon
3314
Alphatec Holdings
ATEC
$1.46B
$38K ﹤0.01%
11,149
-164,168
-94% -$944K
MBIO icon
3315
Mustang Bio
MBIO
$4.32M
$38K ﹤0.01%
19
-6
-24% -$15.4K
STIM icon
3316
Neuronetics
STIM
$138M
$38K ﹤0.01%
20,129
+9,681
+93% +$30.3K
TXMD icon
3317
TherapeuticsMD
TXMD
$23.5M
$37K ﹤0.01%
691
-1,324
-66% -$131K
CRC
3318
DELISTED
California Resources Corporation
CRC
$37K ﹤0.01%
37,233
-79,902
-68% -$494K
CBUS icon
3319
Cibus
CBUS
$147M
$35K ﹤0.01%
212
-221
-51% -$61.4K
CHRA
3320
DELISTED
Charah Solutions, Inc Common Stock
CHRA
$35K ﹤0.01%
2,067
+75
+4% +$1.75K
ZVO
3321
DELISTED
Zovio Inc. Common Stock
ZVO
$34K ﹤0.01%
20,426
-16,246
-44% -$26.9K
ASNA
3322
DELISTED
Ascena Retail Group, Inc.
ASNA
$34K ﹤0.01%
24,187
+2,011
+9% +$8.65K
ADMA icon
3323
ADMA Biologics
ADMA
$1.96B
$32K ﹤0.01%
11,248
-7,905
-41% -$27.3K
RVLP
3324
DELISTED
RVL Pharmaceuticals plc Ordinary Shares
RVLP
$32K ﹤0.01%
+10,091
New +$53.7K
AMPY icon
3325
Amplify Energy
AMPY
$161M
$31K ﹤0.01%
54,907
-68,260
-55% -$298K
131 132
133
134 135

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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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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.