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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
MODV
2251
DELISTED
ModivCare
MODV
$1.3M ﹤0.01%
23,706
-7,318
-24% -$453K
PXH icon
2252
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.94B
$1.3M ﹤0.01%
84,054
-181,854
-68% -$3.58M
EPM icon
2253
Evolution Petroleum
EPM
$132M
$1.29M ﹤0.01%
495,400
+226,150
+84% +$1.02M
FFIC
2254
DELISTED
Flushing Financial
FFIC
$1.29M ﹤0.01%
96,777
-22,912
-19% -$420K
BANC icon
2255
Banc of California
BANC
$3.03B
$1.29M ﹤0.01%
161,476
-18,787
-10% -$276K
DCPH
2256
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$1.29M ﹤0.01%
31,337
-7,064
-18% -$392K
BECN
2257
DELISTED
Beacon Roofing Supply, Inc.
BECN
$1.29M ﹤0.01%
77,892
-40,617
-34% -$1.18M
DCH
2258
Dauch Corp
DCH
$1.34B
$1.29M ﹤0.01%
356,443
-126,236
-26% -$938K
ARR
2259
Armour Residential REIT
ARR
$2.33B
$1.29M ﹤0.01%
29,187
-107
-0.4% -$9.14K
GIII icon
2260
G-III Apparel Group
GIII
$1.54B
$1.28M ﹤0.01%
166,886
+49,625
+42% +$1.13M
NSTG
2261
DELISTED
NanoString Technologies, Inc.
NSTG
$1.28M ﹤0.01%
53,247
+23,444
+79% +$679K
PRMW
2262
DELISTED
Primo Water Corporation
PRMW
$1.28M ﹤0.01%
141,140
-8,770
-6% -$119K
FIT
2263
DELISTED
Fitbit, Inc. Class A common stock
FIT
$1.28M ﹤0.01%
191,987
-100,903
-34% -$652K
ATSG
2264
DELISTED
Air Transport Services Group
ATSG
$1.28M ﹤0.01%
69,937
-4,723
-6% -$94.8K
AMPH icon
2265
Amphastar Pharmaceuticals
AMPH
$879M
$1.28M ﹤0.01%
85,969
-33,637
-28% -$585K
BB icon
2266
BlackBerry
BB
$4.98B
$1.28M ﹤0.01%
309,019
+172,176
+126% +$936K
IRWD icon
2267
Ironwood Pharmaceuticals
IRWD
$696M
$1.28M ﹤0.01%
126,425
-70,773
-36% -$832K
SSL icon
2268
Sasol
SSL
$7.5B
$1.27M ﹤0.01%
631,448
+329,317
+109% +$4.2M
SCHD icon
2269
Schwab US Dividend Equity ETF
SCHD
$103B
$1.27M ﹤0.01%
84,603
+14,025
+20% +$252K
SPOK icon
2270
Spok Holdings
SPOK
$228M
$1.27M ﹤0.01%
118,587
-6,243
-5% -$67.1K
ZNH
2271
DELISTED
China Southern Airlines Company Limited
ZNH
$1.26M ﹤0.01%
58,134
-12,968
-18% -$365K
RARX
2272
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
$1.26M ﹤0.01%
26,247
+9,363
+55% +$436K
ACRE
2273
Ares Commercial Real Estate
ACRE
$236M
$1.26M ﹤0.01%
180,002
+3,201
+2% +$45.4K
HWKN icon
2274
Hawkins
HWKN
$2.67B
$1.26M ﹤0.01%
70,684
+3,388
+5% +$67.4K
DHS icon
2275
WisdomTree US High Dividend Fund
DHS
$1.56B
$1.25M ﹤0.01%
22,171
+11,113
+100% +$778K
89 90
91
92 93

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MCM
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PSUF
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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.