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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
OSG
2051
Octave Specialty Group
OSG
$243M
$1.86M ﹤0.01%
151,066
-43,778
-22% -$839K
MDRX
2052
DELISTED
Veradigm Inc. Common Stock
MDRX
$1.86M ﹤0.01%
264,355
-132,557
-33% -$1.08M
ENTA icon
2053
Enanta Pharmaceuticals
ENTA
$366M
$1.86M ﹤0.01%
36,165
+9,657
+36% +$515K
UE icon
2054
Urban Edge Properties
UE
$2.86B
$1.86M ﹤0.01%
211,110
+35,601
+20% +$585K
EOD
2055
Allspring Global Dividend Opportunity Fund
EOD
$279M
$1.86M ﹤0.01%
501,608
-237,693
-32% -$1.21M
W icon
2056
Wayfair
W
$11.2B
$1.85M ﹤0.01%
34,693
+426
+1% +$32.6K
ATRC icon
2057
AtriCure
ATRC
$1.92B
$1.85M ﹤0.01%
55,122
+41,767
+313% +$1.5M
GFF icon
2058
Griffon
GFF
$3.95B
$1.85M ﹤0.01%
145,901
-14,460
-9% -$261K
RWT
2059
Redwood Trust
RWT
$574M
$1.84M ﹤0.01%
364,557
-9,008
-2% -$134K
SKT icon
2060
Tanger
SKT
$4.67B
$1.84M ﹤0.01%
367,502
+138,951
+61% +$1.7M
IWD icon
2061
iShares Russell 1000 Value ETF
IWD
$82.2B
$1.84M ﹤0.01%
18,521
-22,922
-55% -$2.86M
SEAC
2062
DELISTED
Seachange International Inc
SEAC
$1.83M ﹤0.01%
24,655
+20,317
+468% +$1.55M
MCHB
2063
Mechanics Bancorp
MCHB
$3.72B
$1.83M ﹤0.01%
82,442
-18,260
-18% -$529K
IQ icon
2064
iQIYI
IQ
$1.23B
$1.83M ﹤0.01%
102,946
-1,626
-2% -$36.5K
ESTC icon
2065
Elastic
ESTC
$6.84B
$1.83M ﹤0.01%
32,784
+26,062
+388% +$1.68M
AY
2066
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$1.82M ﹤0.01%
81,820
-12,023
-13% -$325K
HNP
2067
DELISTED
Huaneng Power Intl, Inc.
HNP
$1.82M ﹤0.01%
126,496
+24,219
+24% +$421K
HTGC icon
2068
Hercules Capital
HTGC
$3.07B
$1.81M ﹤0.01%
237,041
-49,697
-17% -$649K
HCC icon
2069
Warrior Met Coal
HCC
$4.19B
$1.81M ﹤0.01%
170,345
+8,380
+5% +$151K
EAF icon
2070
GrafTech
EAF
$175M
$1.81M ﹤0.01%
22,264
+2,473
+12% +$238K
SNBR
2071
DELISTED
Sleep Number
SNBR
$1.81M ﹤0.01%
94,255
-21,965
-19% -$978K
SP
2072
DELISTED
SP Plus Corporation
SP
$1.8M ﹤0.01%
86,830
+21,971
+34% +$803K
VIA
2073
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$1.8M ﹤0.01%
57,444
+41,322
+256% +$1.81M
QIWI
2074
DELISTED
QIWI PLC
QIWI
$1.8M ﹤0.01%
168,207
+1,366
+0.8% +$23.3K
PLMR icon
2075
Palomar
PLMR
$3.55B
$1.8M ﹤0.01%
30,953
-5,728
-16% -$299K
81 82
83
84 85

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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.