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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
ONIT
3351
Onity Group
ONIT
$315M
$9K ﹤0.01%
1,145
-9,548
-89% -$170K
HPR
3352
DELISTED
HighPoint Resources Corporation
HPR
$9K ﹤0.01%
904
-2,107
-70% -$93.8K
TTI icon
3353
TETRA Technologies
TTI
$1.13B
$8K ﹤0.01%
24,927
-241,151
-91% -$286K
DNR
3354
DELISTED
Denbury Resources, Inc.
DNR
$8K ﹤0.01%
43,682
-360,123
-89% -$301K
XOG
3355
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
$7K ﹤0.01%
16,411
-45,657
-74% -$51.3K
ROSE
3356
DELISTED
Rosehill Resources Inc. Class A
ROSE
$7K ﹤0.01%
18,019
-22,613
-56% -$20.1K
FET icon
3357
Forum Energy Technologies
FET
$581M
$6K ﹤0.01%
1,752
-4,869
-74% -$90.3K
GNC
3358
DELISTED
GNC Holdings, Inc.
GNC
$6K ﹤0.01%
13,124
-132,813
-91% -$233K
UNT
3359
DELISTED
UNIT Corporation
UNT
$6K ﹤0.01%
24,011
-43,328
-64% -$16.4K
ACTA
3360
DELISTED
Actua Corp
ACTA
$5K ﹤0.01%
107,752
+1,623
+2% +$75
AXAS
3361
DELISTED
Abraxas Petroleum Corp
AXAS
$4K ﹤0.01%
1,838
-3,609
-66% -$16.3K
ALLK
3362
DELISTED
Allakos
ALLK
– –
-20,097
Closed -$1.92M
ALLO icon
3363
Allogene Therapeutics
ALLO
$680M
– –
-7,963
Closed -$207K
ALNT icon
3364
Allient
ALNT
$1.47B
– –
-12,941
Closed -$418K
ATEN icon
3365
A10 Networks
ATEN
$2.16B
– –
-10,528
Closed -$72K
BBSI icon
3366
Barrett Business Services
BBSI
$982M
– –
-43,120
Closed -$975K
BCBP icon
3367
BCB Bancorp
BCBP
$177M
– –
-19,191
Closed -$265K
BGFV
3368
DELISTED
Big 5 Sporting Goods
BGFV
– –
-25,485
Closed -$76K
BHB icon
3369
Bar Harbor Bankshares
BHB
$660M
– –
-8,831
Closed -$224K
BRW
3370
Saba Capital Income & Opportunities Fund
BRW
$342M
– –
-301,581
Closed -$3.02M
BTO
3371
John Hancock Financial Opportunities Fund
BTO
$806M
– –
-5,538
Closed -$201K
BYSI icon
3372
BeyondSpring
BYSI
$46.5M
– –
-11,905
Closed -$185K
CGW icon
3373
Invesco S&P Global Water Index ETF
CGW
$1.05B
– –
-67,445
Closed -$2.77M
CIVB icon
3374
Civista Bancshares
CIVB
$601M
– –
-10,568
Closed -$254K
CNTY icon
3375
Century Casinos
CNTY
$33.2M
– –
-18,580
Closed -$147K
133 134
135
136 137

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MCM
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PSUF
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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.