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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
CWEN.A
2776
DELISTED
Clearway Energy Class A
CWEN.A
$444K ﹤0.01%
25,874
-1,961
-7% -$39.1K
XLRE icon
2777
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
$444K ﹤0.01%
14,312
+3,487
+32% +$130K
AGS
2778
DELISTED
PlayAGS
AGS
$442K ﹤0.01%
166,848
-310,862
-65% -$2.56M
URGN icon
2779
UroGen Pharma
URGN
$1.86B
$442K ﹤0.01%
24,749
+3,792
+18% +$102K
BBAR icon
2780
BBVA Argentina
BBAR
$3.87B
$441K ﹤0.01%
168,287
-31,999
-16% -$135K
FNLC icon
2781
First Bancorp
FNLC
$396M
$441K ﹤0.01%
20,041
+1,606
+9% +$42.5K
HZO icon
2782
MarineMax
HZO
$759M
$440K ﹤0.01%
42,206
+14,154
+50% +$231K
XENT
2783
DELISTED
Intersect ENT, Inc
XENT
$440K ﹤0.01%
37,094
+10,656
+40% +$236K
GHM icon
2784
Graham Corp
GHM
$1.12B
$439K ﹤0.01%
33,993
+4,994
+17% +$86.8K
CULP icon
2785
Culp Inc
CULP
$44.1M
$438K ﹤0.01%
+59,505
New +$643K
CRESY
2786
Cresud
CRESY
$795M
$437K ﹤0.01%
130,627
-35
-0% -$167
EXPR
2787
DELISTED
Express, Inc.
EXPR
$437K ﹤0.01%
14,678
-10,008
-41% -$734K
CIGI icon
2788
Colliers International
CIGI
$5.04B
$435K ﹤0.01%
9,070
-812
-8% -$60.9K
OPRA
2789
Opera Ltd
OPRA
$1.69B
$429K ﹤0.01%
79,843
+23,606
+42% +$170K
VHT icon
2790
Vanguard Health Care ETF
VHT
$18.1B
$429K ﹤0.01%
2,582
+6
+0.2% +$1.1K
VTWO icon
2791
Vanguard Russell 2000 ETF
VTWO
$17.3B
$429K ﹤0.01%
+9,302
New +$557K
TIGO icon
2792
Millicom
TIGO
$16B
$428K ﹤0.01%
15,060
-478
-3% -$20K
TVTY
2793
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$428K ﹤0.01%
68,021
-633,268
-90% -$10.2M
SM icon
2794
SM Energy
SM
$7.8B
$427K ﹤0.01%
349,719
+8,083
+2% +$57.2K
VOOG icon
2795
Vanguard S&P 500 Growth ETF
VOOG
$25.9B
$426K ﹤0.01%
17,154
-41,286
-71% -$1.17M
NEXA icon
2796
Nexa Resources
NEXA
$1.7B
$425K ﹤0.01%
122,143
-32,471
-21% -$229K
MIK
2797
DELISTED
Michaels Stores, Inc
MIK
$423K ﹤0.01%
261,084
-108,950
-29% -$516K
TME icon
2798
Tencent Music
TME
$15.5B
$422K ﹤0.01%
41,954
-12,143
-22% -$149K
DMO
2799
Western Asset Mortgage Opportunity Fund
DMO
$118M
$420K ﹤0.01%
+32,782
New +$626K
EVG
2800
Eaton Vance Short Duration Diversified Income Fund
EVG
$141M
$420K ﹤0.01%
+38,385
New +$488K
110 111
112
113 114

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AF
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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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ACI
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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.