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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
INST
3501
DELISTED
Instructure, Inc.
INST
– –
-10,924
Closed -$527K
PEGI
3502
DELISTED
Pattern Energy Group Inc. Class A
PEGI
– –
-144,487
Closed -$3.87M
AKS
3503
DELISTED
AK Steel Holding Corp
AKS
– –
-1,709,678
Closed -$5.63M
INXN
3504
DELISTED
Interxion Holding N.V.
INXN
– –
-59,600
Closed -$5M
ZAYO
3505
DELISTED
Zayo Group Holdings, Inc.
ZAYO
– –
-368,720
Closed -$12.8M
FOMX
3506
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
– –
-15,627
Closed -$52K
INF
3507
DELISTED
BROOKFIELD GLOBAL LISTED INFRASTRUCTURE INCOME FUND INC.
INF
– –
-203,995
Closed -$2.85M
DERM
3508
DELISTED
Dermira, Inc.
DERM
– –
-24,187
Closed -$367K
LTS
3509
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
– –
-37,389
Closed -$130K
CRCM
3510
DELISTED
CARE.COM, INC.
CRCM
– –
-84,286
Closed -$1.27M
DPLO
3511
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
– –
-96,094
Closed -$384K
GSAH.U
3512
DELISTED
GS Acquisition Holdings Corp. Units, each consisting of one share of Class A common stock and one-th
GSAH.U
– –
-115,986
Closed -$1.37M
IPHS
3513
DELISTED
Innophos Holdings, Inc.
IPHS
– –
-132,088
Closed -$4.22M
CBPX
3514
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
– –
-25,878
Closed -$943K
LPT
3515
DELISTED
Liberty Property Trust
LPT
– –
-222,858
Closed -$13.4M
CISN
3516
DELISTED
Cision Ltd. Ordinary Share
CISN
– –
-110,772
Closed -$1.1M
UCFC
3517
DELISTED
United Community Financial Corp
UCFC
– –
-76,787
Closed -$895K
ACHN
3518
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-18,619
Closed -$112K
CPL
3519
DELISTED
CPFL Energia S.A.
CPL
– –
-113,758
Closed -$1.96M
WCG
3520
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-158,352
Closed -$52.3M
MDR
3521
DELISTED
McDermott International
MDR
– –
-161,594
Closed -$109K
ARQL
3522
DELISTED
Arqule Inc
ARQL
– –
-18,795
Closed -$375K
BOLD
3523
DELISTED
Audentes Therapeutics, Inc
BOLD
– –
-12,324
Closed -$737K
SRCI
3524
DELISTED
SRC Energy Inc
SRCI
– –
-523,247
Closed -$2.16M
JAG
3525
DELISTED
Jagged Peak Energy Inc.
JAG
– –
-427,049
Closed -$3.63M
138 139 140
141
142

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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.