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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
AGD
2126
abrdn Global Dynamic Dividend Fund
AGD
$318M
$1.66M ﹤0.01%
226,540
+39,418
+21% +$372K
ARGX icon
2127
argenx
ARGX
$53.4B
$1.65M ﹤0.01%
12,553
-1,308
-9% -$191K
CCXI
2128
DELISTED
ChemoCentryx, Inc.
CCXI
$1.65M ﹤0.01%
41,105
+1,808
+5% +$76.8K
ACIA
2129
DELISTED
Acacia Communications Inc
ACIA
$1.64M ﹤0.01%
24,468
-29,816
-55% -$2.02M
NBHC icon
2130
National Bank Holdings
NBHC
$1.92B
$1.64M ﹤0.01%
68,591
+16,305
+31% +$508K
CDE icon
2131
Coeur Mining
CDE
$15.4B
$1.64M ﹤0.01%
509,652
-172,549
-25% -$897K
DENN
2132
DELISTED
Denny's
DENN
$1.63M ﹤0.01%
212,342
+77,833
+58% +$1.32M
ATI icon
2133
ATI
ATI
$25.6B
$1.63M ﹤0.01%
191,160
-83,802
-30% -$1.34M
LCI
2134
DELISTED
Lannett Company, Inc.
LCI
$1.62M ﹤0.01%
58,384
-10,935
-16% -$367K
INFN
2135
DELISTED
Infinera Corporation Common Stock
INFN
$1.62M ﹤0.01%
305,981
-94,739
-24% -$650K
TACO
2136
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$1.62M ﹤0.01%
473,023
+451,391
+2,087% +$2.89M
ADPT icon
2137
Adaptive Biotechnologies
ADPT
$3.59B
$1.62M ﹤0.01%
58,268
+19,693
+51% +$549K
ESGR
2138
DELISTED
Enstar Group
ESGR
$1.61M ﹤0.01%
10,135
-871
-8% -$160K
FOE
2139
DELISTED
Ferro Corporation
FOE
$1.61M ﹤0.01%
171,662
-2,553
-1% -$32.5K
HLIO icon
2140
Helios Technologies
HLIO
$2.57B
$1.6M ﹤0.01%
42,305
-6,530
-13% -$278K
ALX
2141
Alexander's
ALX
$1.3B
$1.6M ﹤0.01%
5,804
+2,187
+60% +$685K
GCO icon
2142
Genesco
GCO
$425M
$1.6M ﹤0.01%
120,029
-92,720
-44% -$3.13M
LGTY
2143
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$1.59M ﹤0.01%
112,122
-14,003
-11% -$207K
CRVL icon
2144
CorVel
CRVL
$3.06B
$1.59M ﹤0.01%
87,342
-27,768
-24% -$722K
SBI
2145
Western Asset Intermediate Muni Fund
SBI
$107M
$1.58M ﹤0.01%
187,764
+38,824
+26% +$355K
JOE icon
2146
St. Joe Company
JOE
$3.54B
$1.58M ﹤0.01%
94,090
+7,183
+8% +$142K
SBCF icon
2147
Seacoast Banking Corp of Florida
SBCF
$3.36B
$1.57M ﹤0.01%
85,934
+14,119
+20% +$357K
STC icon
2148
Stewart Information Services
STC
$2.06B
$1.57M ﹤0.01%
58,892
+10,896
+23% +$400K
UVSP icon
2149
Univest Financial
UVSP
$1.22B
$1.57M ﹤0.01%
96,197
-52,233
-35% -$1.2M
ITCI
2150
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$1.57M ﹤0.01%
102,170
+50,491
+98% +$1.1M
84 85
86
87 88

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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.