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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
GNLN icon
3401
Greenlane Holdings
GNLN
$1.12M
– –
0
– -$65K
HYI
3402
Western Asset High Yield Opportunity Fund Inc
HYI
$133M
– –
-171,619
Closed -$2.69M
HYT icon
3403
BlackRock Corporate High Yield Fund
HYT
$1.36B
– –
-875,699
Closed -$9.81M
IEI icon
3404
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
– –
-81,995
Closed -$10.3M
IJS icon
3405
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
– –
-14,944
Closed -$1.2M
IQLT icon
3406
iShares MSCI Intl Quality Factor ETF
IQLT
$13.9B
– –
-11,378
Closed -$367K
IVOO icon
3407
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.71B
– –
-3,360
Closed -$233K
JILL icon
3408
J. Jill
JILL
$265M
– –
-3,239
Closed -$18K
JYNT icon
3409
The Joint Corp
JYNT
$119M
– –
-16,156
Closed -$261K
KBE icon
3410
State Street SPDR S&P Bank ETF
KBE
$1.64B
– –
-7,675
Closed -$363K
TBHC
3411
DELISTED
The Brand House Collective
TBHC
– –
-38,057
Closed -$47K
LAZ icon
3412
Lazard
LAZ
$4.09B
– –
-5,611
Closed -$224K
LFVN icon
3413
LifeVantage
LFVN
$79.4M
– –
-25,347
Closed -$396K
LX
3414
LexinFintech Holdings
LX
$246M
– –
-28,249
Closed -$392K
LXFR icon
3415
Luxfer Holdings
LXFR
$455M
– –
-10,165
Closed -$188K
LYTS icon
3416
LSI Industries
LYTS
$852M
– –
-11,930
Closed -$72K
MOO icon
3417
VanEck Agribusiness ETF
MOO
$994M
– –
-4,384
Closed -$301K
MUX icon
3418
McEwen Inc
MUX
$1.06B
– –
-1,033
Closed -$13K
MVBF icon
3419
MVB Financial
MVBF
$394M
– –
-8,918
Closed -$222K
NBN icon
3420
Northeast Bank
NBN
$1.05B
– –
-10,453
Closed -$230K
NEXT icon
3421
NextDecade
NEXT
$1.78B
– –
-32,522
Closed -$200K
NIC icon
3422
Nicolet Bankshares
NIC
$3.57B
– –
-5,321
Closed -$393K
NKSH icon
3423
National Bankshares
NKSH
$253M
– –
-5,036
Closed -$226K
NSSC icon
3424
Napco Security Technologies
NSSC
$1.3B
– –
-32,188
Closed -$473K
NVEE
3425
DELISTED
NV5 Global
NVEE
– –
-16,572
Closed -$209K
135 136
137
138 139

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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.