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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
SUP
3451
DELISTED
Superior Industries International
SUP
– –
-82,916
Closed -$306K
TCPC icon
3452
BlackRock TCP Capital
TCPC
$270M
– –
-20,289
Closed -$285K
TITN icon
3453
Titan Machinery
TITN
$399M
– –
-30,658
Closed -$453K
TLPH icon
3454
Talphera
TLPH
$68.5M
– –
-537
Closed -$23K
TNK icon
3455
Teekay Tankers
TNK
$2.75B
– –
-14,652
Closed -$351K
TPL icon
3456
Texas Pacific Land
TPL
$27.8B
– –
-2,322
Closed -$202K
TUSK icon
3457
Mammoth Energy Services
TUSK
$128M
– –
-43,935
Closed -$97K
UBX
3458
DELISTED
Unity Biotechnology
UBX
– –
-1,008
Closed -$73K
VATE icon
3459
INNOVATE Corp
VATE
$112M
– –
-6,627
Closed -$144K
VAW icon
3460
Vanguard Materials ETF
VAW
$2.96B
– –
-1,995
Closed -$268K
VCR icon
3461
Vanguard Consumer Discretionary ETF
VCR
$6.15B
– –
-1,056
Closed -$200K
VERU icon
3462
Veru
VERU
$36M
– –
-2,489
Closed -$83K
VFH icon
3463
Vanguard Financials ETF
VFH
$13.5B
– –
-4,678
Closed -$357K
VHI icon
3464
Valhi
VHI
$376M
– –
-2,619
Closed -$59K
VIS icon
3465
Vanguard Industrials ETF
VIS
$8.12B
– –
-1,720
Closed -$265K
VSEC icon
3466
VSE Corp
VSEC
$5.43B
– –
-7,209
Closed -$274K
VYGR icon
3467
Voyager Therapeutics
VYGR
$184M
– –
-33,996
Closed -$474K
WATT icon
3468
Energous
WATT
$78.3M
– –
-156
Closed -$166K
WNEB icon
3469
Western New England Bancorp
WNEB
$257M
– –
-10,407
Closed -$100K
XBI icon
3470
State Street SPDR S&P Biotech ETF
XBI
$9.96B
– –
-2,384
Closed -$227K
XXII
3471
22nd Century Group
XXII
$1.35M
– –
0
– -$13K
YYY icon
3472
Amplify CEF High Income ETF
YYY
$718M
– –
-55,134
Closed -$984K
ZYXI
3473
DELISTED
Zynex
ZYXI
– –
-15,891
Closed -$114K
ERF
3474
DELISTED
Enerplus Corporation
ERF
– –
-80,663
Closed -$575K
MRNS
3475
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
– –
-4,160
Closed -$36K
137 138
139
140 141

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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.