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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
IWY icon
2751
iShares Russell Top 200 Growth ETF
IWY
$15.9B
$466K ﹤0.01%
5,528
-2,398
-30% -$228K
EVC icon
2752
Entravision Communication
EVC
$1.03B
$464K ﹤0.01%
228,811
+181,244
+381% +$382K
NEV
2753
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
$464K ﹤0.01%
+35,608
New +$522K
PGTI
2754
DELISTED
PGT, Inc.
PGTI
$463K ﹤0.01%
55,186
+3,670
+7% +$52.1K
ATNX
2755
DELISTED
Athenex, Inc. Common Stock
ATNX
$463K ﹤0.01%
2,990
+2,409
+415% +$606K
RYTM icon
2756
Rhythm Pharmaceuticals
RYTM
$6.81B
$461K ﹤0.01%
+30,262
New +$542K
AHCO icon
2757
AdaptHealth
AHCO
$1.47B
$458K ﹤0.01%
+28,629
New +$405K
RGS icon
2758
Regis Corp
RGS
$68.4M
$456K ﹤0.01%
3,854
-1,191
-24% -$310K
THR
2759
DELISTED
Thermon Group Holdings
THR
$456K ﹤0.01%
30,230
-3,620
-11% -$75.4K
HUD
2760
DELISTED
Hudson Ltd. Class A Common Shares
HUD
$456K ﹤0.01%
90,886
+21,715
+31% +$215K
SWTX
2761
DELISTED
SpringWorks Therapeutics
SWTX
$454K ﹤0.01%
16,799
+596
+4% +$19.4K
TBBK icon
2762
The Bancorp
TBBK
$2.79B
$454K ﹤0.01%
74,720
-392,251
-84% -$4.19M
CNBKA
2763
DELISTED
Century Bancorp Inc/Mass
CNBKA
$454K ﹤0.01%
7,296
-2,877
-28% -$227K
CHK
2764
DELISTED
Chesapeake Energy Corporation
CHK
$453K ﹤0.01%
13,118
-2,793
-18% -$245K
JPC icon
2765
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$452K ﹤0.01%
61,622
-376,772
-86% -$3.58M
CAI
2766
DELISTED
CAI International, Inc.
CAI
$452K ﹤0.01%
31,977
-17,019
-35% -$409K
DGRO icon
2767
iShares Core Dividend Growth ETF
DGRO
$42.7B
$451K ﹤0.01%
13,827
+2,362
+21% +$92.4K
ALBO
2768
DELISTED
Albireo Pharma Inc
ALBO
$450K ﹤0.01%
27,508
-956
-3% -$21K
EB
2769
DELISTED
Eventbrite
EB
$448K ﹤0.01%
61,419
+12,741
+26% +$215K
DOMO icon
2770
Domo
DOMO
$174M
$447K ﹤0.01%
44,986
-5,355
-11% -$108K
RDNT icon
2771
RadNet
RDNT
$5.02B
$447K ﹤0.01%
42,508
-14,484
-25% -$273K
FBM
2772
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$447K ﹤0.01%
43,411
-9,429
-18% -$153K
CLNE icon
2773
Clean Energy Fuels
CLNE
$427M
$446K ﹤0.01%
250,699
+115,559
+86% +$261K
TDAY
2774
USA Today Co
TDAY
$1.27B
$446K ﹤0.01%
301,495
-231,821
-43% -$1.14M
ALTR
2775
DELISTED
Altair Engineering Inc
ALTR
$445K ﹤0.01%
16,800
+3,870
+30% +$133K
109 110
111
112 113

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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.