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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
IVC
2151
DELISTED
Invacare Corporation
IVC
$1.57M ﹤0.01%
211,197
-38,337
-15% -$297K
DBI icon
2152
Designer Brands
DBI
$307M
$1.57M ﹤0.01%
314,942
+69,415
+28% +$899K
SHYF
2153
DELISTED
The Shyft Group
SHYF
$1.56M ﹤0.01%
121,147
+89,397
+282% +$1.41M
VRTS icon
2154
Virtus Investment Partners
VRTS
$1.06B
$1.56M ﹤0.01%
20,553
-592
-3% -$66.8K
HIX
2155
Western Asset High Income Fund II
HIX
$349M
$1.55M ﹤0.01%
309,863
+89,385
+41% +$564K
HTO
2156
H2O America
HTO
$2.57B
$1.55M ﹤0.01%
26,860
+1,280
+5% +$86.1K
SUPN icon
2157
Supernus Pharmaceuticals
SUPN
$2.59B
$1.55M ﹤0.01%
86,069
-29,223
-25% -$614K
CASH icon
2158
Pathward Financial
CASH
$1.86B
$1.55M ﹤0.01%
71,181
+28,467
+67% +$938K
PFN
2159
PIMCO Income Strategy Fund II
PFN
$698M
$1.54M ﹤0.01%
+203,157
New +$2M
CSTL icon
2160
Castle Biosciences
CSTL
$855M
$1.54M ﹤0.01%
51,635
+40,529
+365% +$1.22M
ZGNX
2161
DELISTED
Zogenix, Inc.
ZGNX
$1.54M ﹤0.01%
62,161
+29,473
+90% +$1.07M
VECO icon
2162
Veeco
VECO
$3.05B
$1.52M ﹤0.01%
159,378
+21,874
+16% +$294K
FRA icon
2163
BlackRock Floating Rate Income Strategies Fund
FRA
$383M
$1.52M ﹤0.01%
151,968
+12,662
+9% +$157K
BEST
2164
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
$1.52M ﹤0.01%
14,216
+10,483
+281% +$1.16M
VICR icon
2165
Vicor
VICR
$9.56B
$1.52M ﹤0.01%
34,098
+6,778
+25% +$321K
ARGO
2166
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.52M ﹤0.01%
40,968
-8,008
-16% -$455K
ESPR
2167
DELISTED
Esperion Therapeutics
ESPR
$1.52M ﹤0.01%
48,113
+13,291
+38% +$701K
ALEX
2168
DELISTED
Alexander & Baldwin
ALEX
$1.52M ﹤0.01%
135,116
-8,300
-6% -$156K
HA
2169
DELISTED
Hawaiian Holdings, Inc.
HA
$1.51M ﹤0.01%
145,016
-91,892
-39% -$2.1M
LBAI
2170
DELISTED
Lakeland Bancorp Inc
LBAI
$1.51M ﹤0.01%
139,501
+52,267
+60% +$774K
ARVN icon
2171
Arvinas
ARVN
$518M
$1.5M ﹤0.01%
37,339
+20,042
+116% +$937K
CHX
2172
DELISTED
ChampionX
CHX
$1.5M ﹤0.01%
261,517
+66,177
+34% +$1.38M
HGV icon
2173
Hilton Grand Vacations
HGV
$3.59B
$1.5M ﹤0.01%
95,276
-18,928
-17% -$520K
DIN icon
2174
Dine Brands
DIN
$456M
$1.5M ﹤0.01%
52,181
-20,479
-28% -$1.48M
RDFN
2175
DELISTED
Redfin
RDFN
$1.49M ﹤0.01%
96,808
+6,455
+7% +$150K
85 86
87
88 89

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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.