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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
CRD.A icon
3376
Crawford & Co Class A
CRD.A
$532M
– –
-32,386
Closed -$371K
CTO
3377
CTO Realty Growth
CTO
$820M
– –
-30,636
Closed -$502K
CVEO icon
3378
Civeo
CVEO
$350M
– –
-13,454
Closed -$208K
DBEF icon
3379
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.23B
– –
-11,607
Closed -$392K
DBEU icon
3380
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$775M
– –
-38,457
Closed -$1.2M
DHIL
3381
DELISTED
Diamond Hill
DHIL
– –
-7,630
Closed -$1.07M
DOO
3382
Bombardier Recreational Products
DOO
$4.58B
– –
-7,358
Closed -$335K
DSGR icon
3383
Distribution Solutions Group
DSGR
$1.6B
– –
-11,220
Closed -$292K
ECH icon
3384
iShares MSCI Chile ETF
ECH
$1.02B
– –
-6,365
Closed -$212K
ECOR icon
3385
electroCore
ECOR
$56.7M
– –
-2,481
Closed -$59K
EGO icon
3386
Eldorado Gold
EGO
$8.53B
– –
-208,900
Closed -$1.68M
EMLC icon
3387
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.8B
– –
-1,155,067
Closed -$39.3M
EPOL icon
3388
iShares MSCI Poland ETF
EPOL
$699M
– –
-16,089
Closed -$339K
EQBK icon
3389
Equity Bancshares
EQBK
$1.04B
– –
-10,412
Closed -$321K
ERII icon
3390
Energy Recovery
ERII
$435M
– –
-10,854
Closed -$106K
EVN
3391
Eaton Vance Municipal Income Trust
EVN
$416M
– –
-151,335
Closed -$1.93M
EYPT icon
3392
EyePoint Inc
EYPT
$1.08B
– –
-1,199
Closed -$19K
FARM
3393
DELISTED
Farmer Brothers
FARM
– –
-26,509
Closed -$399K
FC icon
3394
Franklin Covey
FC
$243M
– –
-14,025
Closed -$452K
FMBH icon
3395
First Mid Bancshares
FMBH
$1.38B
– –
-6,105
Closed -$215K
FNKO icon
3396
Funko
FNKO
$338M
– –
-20,883
Closed -$358K
FOR icon
3397
Forestar Group
FOR
$1.47B
– –
-14,303
Closed -$298K
FSTR icon
3398
Foster
FSTR
$431M
– –
-104,304
Closed -$2.02M
GBLI icon
3399
Global Indemnity Group
GBLI
$402M
– –
-6,932
Closed -$205K
GLQ
3400
Clough Global Equity Fund
GLQ
$152M
– –
-19,939
Closed -$241K
134 135
136
137 138

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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.