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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
AXNX
2901
DELISTED
Axonics, Inc. Common Stock
AXNX
$326K ﹤0.01%
12,823
+1,148
+10% +$34.1K
OMAB icon
2902
Grupo Aeroportuario Centro Norte
OMAB
$5.16B
$324K ﹤0.01%
12,015
-1,183
-9% -$61.9K
SMMF
2903
DELISTED
Summit Financial Group, Inc.
SMMF
$324K ﹤0.01%
+15,271
New +$354K
ASMB icon
2904
Assembly Biosciences
ASMB
$498M
$323K ﹤0.01%
1,812
-83
-4% -$17.8K
BELFB
2905
Bel Fuse Inc Class B
BELFB
$3.87B
$322K ﹤0.01%
33,057
-8,692
-21% -$127K
NWLI
2906
DELISTED
National Western Life Group, Inc. Class A
NWLI
$322K ﹤0.01%
1,870
-7,173
-79% -$1.76M
FMN
2907
Federated Hermes Premier Municipal Income Fund
FMN
$86.8M
$319K ﹤0.01%
24,436
-28,512
-54% -$397K
ANH
2908
DELISTED
Anworth Mortgage Asset Corporation
ANH
$319K ﹤0.01%
282,426
-427,437
-60% -$1.3M
TUFN
2909
DELISTED
Tufin Software Technologies Ltd.
TUFN
$317K ﹤0.01%
36,117
+4,211
+13% +$52.6K
BGT icon
2910
BlackRock Floating Rate Income Trust
BGT
$323M
$316K ﹤0.01%
+32,206
New +$386K
IIIV icon
2911
i3 Verticals
IIIV
$412M
$311K ﹤0.01%
16,276
-5,726
-26% -$161K
MIN
2912
Aberdeen Intermediate Income Fund
MIN
$274M
$311K ﹤0.01%
86,397
-58,110
-40% -$218K
RRD
2913
DELISTED
RR Donnelley & Sons Co.
RRD
$311K ﹤0.01%
324,449
-289,986
-47% -$701K
FMNB icon
2914
Farmers National Banc Corp
FMNB
$939M
$310K ﹤0.01%
26,690
-7,347
-22% -$109K
GPRO icon
2915
GoPro
GPRO
$130M
$310K ﹤0.01%
118,431
-29,261
-20% -$109K
EFT
2916
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$307K ﹤0.01%
29,904
+8,888
+42% +$114K
FCBC icon
2917
First Community Bankshares
FCBC
$900M
$307K ﹤0.01%
13,170
-31,130
-70% -$858K
MVT
2918
DELISTED
BlackRock MuniVest Fund II
MVT
$307K ﹤0.01%
+22,600
New +$329K
GEOS icon
2919
Geospace Technologies
GEOS
$94.6M
$306K ﹤0.01%
47,798
-53,935
-53% -$642K
MVF
2920
DELISTED
BlackRock MuniVest Fund
MVF
$306K ﹤0.01%
+37,799
New +$339K
ARLO icon
2921
Arlo Technologies
ARLO
$1.6B
$305K ﹤0.01%
125,351
-18,567
-13% -$64.5K
KIN
2922
DELISTED
Kindred Biosciences, Inc.
KIN
$303K ﹤0.01%
75,807
-35,102
-32% -$298K
PAGP icon
2923
Plains GP Holdings
PAGP
$5.21B
$302K ﹤0.01%
53,877
+24,798
+85% +$349K
VET icon
2924
Vermilion Energy
VET
$1.82B
$302K ﹤0.01%
97,111
-40,078
-29% -$447K
TCRR
2925
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$302K ﹤0.01%
39,006
+6,261
+19% +$76.6K
115 116
117
118 119

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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.