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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
NM
3476
DELISTED
Navios Maritime Holdings Inc.
NM
– –
-17,183
Closed -$77K
INFI
3477
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-10,463
Closed -$10K
ATTO
3478
DELISTED
Atento S.A.
ATTO
– –
-2,800
Closed -$41K
TESS
3479
DELISTED
Tessco Technologies Inc
TESS
– –
-13,338
Closed -$150K
DEX
3480
DELISTED
DELAWARE ENHANCED GLOBAL DIVIDEND & INCOME FUND
DEX
– –
-19,052
Closed -$198K
IVH
3481
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
– –
-63,295
Closed -$880K
RFP
3482
DELISTED
Resolute Forest Products Inc.
RFP
– –
-110,989
Closed -$466K
OTIC
3483
DELISTED
Otonomy, Inc.
OTIC
– –
-10,342
Closed -$40K
CFMS
3484
DELISTED
Conformis, Inc. Common Stock
CFMS
– –
-2,309
Closed -$87K
FNHC
3485
DELISTED
FedNat Holding Company Common Stock
FNHC
– –
-20,010
Closed -$333K
ATHX
3486
DELISTED
Athersys, Inc. Common Stock
ATHX
– –
-1,459
Closed -$45K
STXB
3487
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
– –
-10,585
Closed -$243K
JAX
3488
DELISTED
J. Alexander's Holdings, Inc.
JAX
– –
-11,467
Closed -$110K
FCBP
3489
DELISTED
First Choice Bancorp Common Stock
FCBP
– –
-9,190
Closed -$248K
GNMK
3490
DELISTED
GenMark Diagnostics, Inc
GNMK
– –
-15,674
Closed -$75K
GEN
3491
DELISTED
Genesis Healthcare, Inc.
GEN
– –
-70,938
Closed -$116K
CLCT
3492
DELISTED
Collectors Universe
CLCT
– –
-10,253
Closed -$236K
CLUB
3493
DELISTED
Town Sports International Holdings, Inc.
CLUB
– –
-22,986
Closed -$39K
SCID
3494
DELISTED
Global X Scientific Beta Europe ETF
SCID
– –
-12,868
Closed -$335K
SCIU
3495
DELISTED
Global X Scientific Beta US ETF
SCIU
– –
-19,830
Closed -$697K
SDRL
3496
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-35,926
Closed -$91K
LBY
3497
DELISTED
Libbey, Inc.
LBY
– –
-56,561
Closed -$82K
WAAS
3498
DELISTED
AquaVenture Holdings Limited
WAAS
– –
-12,054
Closed -$327K
AVX
3499
DELISTED
AVX Corporation
AVX
– –
-90,609
Closed -$1.85M
AYR
3500
DELISTED
Aircastle Ltd
AYR
– –
-240,572
Closed -$7.7M
138 139
140
141 142

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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.