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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
NVGS icon
3426
Navigator Holdings
NVGS
$1.37B
– –
-33,932
Closed -$457K
OCSL icon
3427
Oaktree Specialty Lending
OCSL
$1.03B
– –
-12,289
Closed -$201K
OPCH icon
3428
Option Care Health
OPCH
$3.36B
– –
-23,471
Closed -$350K
PCYO icon
3429
Pure Cycle
PCYO
$258M
– –
-48,013
Closed -$604K
PFF icon
3430
iShares Preferred and Income Securities ETF
PFF
$13.3B
– –
-20,617
Closed -$775K
PGC icon
3431
Peapack-Gladstone Financial
PGC
$815M
– –
-10,336
Closed -$319K
PHO icon
3432
Invesco Water Resources ETF
PHO
$2B
– –
-7,226
Closed -$279K
PI icon
3433
Impinj
PI
$4.49B
– –
-17,633
Closed -$456K
PKW icon
3434
Invesco BuyBack Achievers ETF
PKW
$1.72B
– –
-7,308
Closed -$504K
PLYA
3435
DELISTED
Playa Hotels & Resorts
PLYA
– –
-134,094
Closed -$1.13M
PMO
3436
Franklin Municipal Opportunities Trust
PMO
$280M
– –
-217,915
Closed -$2.87M
PTON icon
3437
Peloton Interactive
PTON
$2.76B
– –
-33,358
Closed -$947K
QUAL icon
3438
iShares MSCI USA Quality Factor ETF
QUAL
$46.3B
– –
-4,700
Closed -$475K
REET icon
3439
iShares Global REIT ETF
REET
$5.12B
– –
-7,981
Closed -$220K
RILY icon
3440
BRC Group Holdings
RILY
$282M
– –
-8,482
Closed -$214K
RNP icon
3441
Cohen & Steers REIT and Preferred and Income Fund
RNP
$988M
– –
-108,372
Closed -$2.58M
RSP icon
3442
Invesco S&P 500 Equal Weight ETF
RSP
$97.2B
– –
-1,744
Closed -$202K
RVSB icon
3443
Riverview Bancorp
RVSB
$107M
– –
-23,366
Closed -$192K
RWR icon
3444
State Street SPDR Dow Jones REIT ETF
RWR
$1.87B
– –
-863,845
Closed -$88.1M
SCHB icon
3445
Schwab US Broad Market ETF
SCHB
$43B
– –
-40,008
Closed -$513K
SCHG icon
3446
Schwab US Large-Cap Growth ETF
SCHG
$59.1B
– –
-134,712
Closed -$1.56M
SNCR
3447
DELISTED
Synchronoss Technologies
SNCR
– –
-2,930
Closed -$125K
SNDA icon
3448
Sonida Senior Living
SNDA
$1.9B
– –
-2,774
Closed -$129K
SPRO icon
3449
Spero Therapeutics
SPRO
$69.5M
– –
-10,053
Closed -$97K
STEL
3450
DELISTED
Stellar Bancorp
STEL
– –
-15,412
Closed -$480K
136 137
138
139 140

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PSUF
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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.