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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
BRFS
2176
DELISTED
BRF SA
BRFS
$1.49M ﹤0.01%
514,390
-49,865
-9% -$314K
AMC icon
2177
AMC Entertainment Holdings
AMC
$2.52B
$1.49M ﹤0.01%
47,185
+23,788
+102% +$1.37M
FLGT icon
2178
Fulgent Genetics
FLGT
$470M
$1.49M ﹤0.01%
+138,246
New +$1.93M
AR icon
2179
Antero Resources
AR
$11.1B
$1.48M ﹤0.01%
2,081,777
-796,499
-28% -$1.33M
MYRG icon
2180
MYR Group
MYRG
$5.19B
$1.48M ﹤0.01%
56,575
+8,328
+17% +$234K
RARE icon
2181
Ultragenyx Pharmaceutical
RARE
$2.45B
$1.47M ﹤0.01%
33,151
+4,818
+17% +$250K
WIFI
2182
DELISTED
Boingo Wireless, Inc.
WIFI
$1.47M ﹤0.01%
138,818
-116,989
-46% -$1.36M
OSUR icon
2183
OraSure Technologies
OSUR
$279M
$1.47M ﹤0.01%
136,813
-40,015
-23% -$286K
PCTI
2184
DELISTED
PCTEL, Inc. Common Stock
PCTI
$1.47M ﹤0.01%
+220,754
New +$1.68M
ASPN icon
2185
Aspen Aerogels
ASPN
$384M
$1.46M ﹤0.01%
+237,922
New +$1.93M
GORO icon
2186
Goldgroup Mining Inc.
GORO
$157M
$1.46M ﹤0.01%
531,366
+27,599
+5% +$125K
NP
2187
DELISTED
Neenah, Inc. Common Stock
NP
$1.46M ﹤0.01%
33,849
-10,513
-24% -$623K
BRG
2188
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$1.46M ﹤0.01%
261,756
-81,829
-24% -$851K
WSFS icon
2189
WSFS Financial
WSFS
$4.12B
$1.46M ﹤0.01%
58,405
+10,817
+23% +$391K
BIT icon
2190
BlackRock Multi-Sector Income Trust
BIT
$698M
$1.45M ﹤0.01%
+120,307
New +$1.82M
PS
2191
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$1.45M ﹤0.01%
132,151
+20,338
+18% +$338K
PLOW icon
2192
Douglas Dynamics
PLOW
$1.02B
$1.45M ﹤0.01%
40,738
-13,103
-24% -$614K
CYTK icon
2193
Cytokinetics
CYTK
$10.5B
$1.45M ﹤0.01%
122,613
+21,680
+21% +$277K
GLOG
2194
DELISTED
GASLOG LTD
GLOG
$1.45M ﹤0.01%
399,502
+104,923
+36% +$640K
FPE icon
2195
First Trust Preferred Securities and Income ETF
FPE
$6.32B
$1.45M ﹤0.01%
88,133
+35,492
+67% +$681K
SNR
2196
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$1.45M ﹤0.01%
564,295
+18,757
+3% +$120K
KFRC icon
2197
Kforce
KFRC
$1.02B
$1.44M ﹤0.01%
56,436
-16,799
-23% -$558K
CIVI
2198
DELISTED
Civitas Resources
CIVI
$1.43M ﹤0.01%
127,185
+99,630
+362% +$1.68M
YORW icon
2199
York Water
YORW
$502M
$1.43M ﹤0.01%
32,906
+901
+3% +$40.9K
NOAH
2200
Noah Holdings
NOAH
$580M
$1.43M ﹤0.01%
55,236
+10,534
+24% +$332K
86 87
88
89 90

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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.