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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
SVRA icon
3326
Savara
SVRA
$1.14B
$31K ﹤0.01%
14,501
+1,234
+9% +$3.38K
IMDX
3327
Insight Molecular Diagnostics
IMDX
$149M
$30K ﹤0.01%
615
-30
-5% -$1.47K
LNAI
3328
Lunai Bioworks
LNAI
$9.16M
$30K ﹤0.01%
+126
New +$37.5K
BKCC
3329
DELISTED
BlackRock Capital Investment Corporation
BKCC
$30K ﹤0.01%
13,643
-27,191
-67% -$118K
KNTK icon
3330
Kinetik
KNTK
$3.68B
$29K ﹤0.01%
3,846
-1,447
-27% -$26K
NOG icon
3331
Northern Oil and Gas
NOG
$2.27B
$28K ﹤0.01%
4,289
-2,747
-39% -$40.1K
TH icon
3332
Target Hospitality
TH
$1.44B
$26K ﹤0.01%
12,837
-11,120
-46% -$46.8K
NBRV
3333
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
$26K ﹤0.01%
181
-30
-14% -$9.18K
CBIO
3334
Crescent Biopharma
CBIO
$555M
$25K ﹤0.01%
110
-490
-82% -$187K
BT
3335
DELISTED
BT Group plc (ADR)
BT
$25K ﹤0.01%
17,016
+3,114
+22% +$4.58K
FTR
3336
DELISTED
Frontier Communications Corp.
FTR
$25K ﹤0.01%
64,771
-769,493
-92% -$412K
SIEN
3337
DELISTED
Sientra, Inc.
SIEN
$24K ﹤0.01%
1,195
-11,281
-90% -$589K
CCO icon
3338
Clear Channel Outdoor Holdings
CCO
$1.23B
$23K ﹤0.01%
36,166
-62,353
-63% -$133K
MCHX icon
3339
Marchex
MCHX
$78M
$23K ﹤0.01%
15,922
-16,914
-52% -$48.6K
MRKR icon
3340
Marker Therapeutics
MRKR
$18.7M
$23K ﹤0.01%
+1,195
New +$30.4K
DHX icon
3341
DHI Group
DHX
$176M
$22K ﹤0.01%
10,247
-2,304
-18% -$6.18K
LEAF
3342
DELISTED
Leaf Group Ltd.
LEAF
$22K ﹤0.01%
16,549
-13,408
-45% -$36.4K
AKRX
3343
DELISTED
Akorn Inc
AKRX
$22K ﹤0.01%
40,056
-152,716
-79% -$177K
NWHM
3344
DELISTED
THE NEW HOME COMPANY INC.
NWHM
$20K ﹤0.01%
14,420
-560
-4% -$2.43K
ACRS icon
3345
Aclaris Therapeutics
ACRS
$743M
$19K ﹤0.01%
18,418
-112,147
-86% -$153K
HNRG icon
3346
Hallador Energy
HNRG
$689M
$18K ﹤0.01%
18,562
-132,284
-88% -$212K
CMRX
3347
DELISTED
Chimerix, Inc.
CMRX
$18K ﹤0.01%
12,545
-107,435
-90% -$188K
SB icon
3348
Safe Bulkers
SB
$810M
$15K ﹤0.01%
12,397
-114,504
-90% -$154K
STGW icon
3349
Stagwell
STGW
$2.1B
$15K ﹤0.01%
10,384
-73,562
-88% -$161K
ASRT
3350
DELISTED
Assertio
ASRT
$12K ﹤0.01%
316
-1,890
-86% -$120K
132 133
134
135 136

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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.