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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
SCD
2826
LMP Capital and Income Fund
SCD
$354M
$395K ﹤0.01%
49,048
-212,750
-81% -$2.82M
VSS icon
2827
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
$394K ﹤0.01%
+5,040
New +$501K
AXDX
2828
DELISTED
Accelerate Diagnostics
AXDX
$392K ﹤0.01%
4,709
-1,141
-20% -$161K
TSC
2829
DELISTED
TriState Capital Holdings, Inc.
TSC
$392K ﹤0.01%
40,544
+3,274
+9% +$65.6K
MTW icon
2830
Manitowoc
MTW
$497M
$391K ﹤0.01%
46,009
+4,470
+11% +$58.3K
CDR
2831
DELISTED
Cedar Realty Trust, Inc
CDR
$391K ﹤0.01%
63,488
-65,117
-51% -$1.01M
FRBK
2832
DELISTED
Republic First Bancorp Inc
FRBK
$390K ﹤0.01%
177,943
+20,221
+13% +$63.9K
BSL
2833
Blackstone Senior Floating Rate 2027 Term Fund
BSL
$169M
$389K ﹤0.01%
+33,127
New +$497K
LQDT icon
2834
Liquidity Services
LQDT
$1.22B
$388K ﹤0.01%
99,943
-7,323
-7% -$34.9K
USMV icon
2835
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$388K ﹤0.01%
7,186
-1,959
-21% -$124K
SPNS
2836
DELISTED
Sapiens International
SPNS
$387K ﹤0.01%
20,345
+1,584
+8% +$36.1K
CGC
2837
Canopy Growth
CGC
$387M
$386K ﹤0.01%
+2,680
New +$503K
GLRE icon
2838
Greenlight Captial
GLRE
$552M
$386K ﹤0.01%
64,871
-98,555
-60% -$848K
RDUS
2839
DELISTED
Radius Health, Inc.
RDUS
$386K ﹤0.01%
29,693
-12,170
-29% -$217K
CIA icon
2840
Citizens
CIA
$239M
$384K ﹤0.01%
58,895
+31,129
+112% +$192K
ANGI icon
2841
Angi Inc
ANGI
$229M
$383K ﹤0.01%
+7,295
New +$542K
DAKT icon
2842
Daktronics
DAKT
$955M
$382K ﹤0.01%
77,449
+45,719
+144% +$254K
COWN
2843
DELISTED
Cowen Inc. Class A Common Stock
COWN
$382K ﹤0.01%
39,530
-369,673
-90% -$5.28M
IHC
2844
DELISTED
Independence Holding Company
IHC
$382K ﹤0.01%
14,935
+470
+3% +$17.6K
EBF icon
2845
Ennis
EBF
$552M
$381K ﹤0.01%
20,309
-11,577
-36% -$232K
GDEN
2846
DELISTED
Golden Entertainment
GDEN
$381K ﹤0.01%
57,707
+12,031
+26% +$184K
HOLI
2847
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$381K ﹤0.01%
29,531
-79,770
-73% -$1.17M
SBOW
2848
DELISTED
SilverBow Resources, Inc.
SBOW
$379K ﹤0.01%
153,608
+53,102
+53% +$261K
IJK icon
2849
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
$378K ﹤0.01%
8,468
-744
-8% -$40.9K
VRTV
2850
DELISTED
VERITIV CORPORATION
VRTV
$378K ﹤0.01%
48,067
+19,440
+68% +$247K
112 113
114
115 116

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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.