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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
SCTL
2676
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$548K ﹤0.01%
67,133
-73,912
-52% -$1.03M
PTLA
2677
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$547K ﹤0.01%
76,757
-14,701
-16% -$183K
IMAX icon
2678
IMAX
IMAX
$2.62B
$545K ﹤0.01%
60,224
+3,750
+7% +$59.4K
NXTC icon
2679
NextCure
NXTC
$16.8M
$542K ﹤0.01%
1,217
+72
+6% +$38.5K
CETV
2680
DELISTED
Central European Media Enterprises Ltd
CETV
$542K ﹤0.01%
173,171
-54,719
-24% -$223K
HSKA
2681
DELISTED
Heska Corp
HSKA
$540K ﹤0.01%
9,769
+266
+3% +$24.1K
OLP
2682
One Liberty Properties
OLP
$530M
$539K ﹤0.01%
38,696
-30,781
-44% -$745K
SHOE
2683
Shoe Station Group
SHOE
$413M
$537K ﹤0.01%
51,696
-16,146
-24% -$254K
WPG
2684
DELISTED
Washington Prime Group Inc.
WPG
$537K ﹤0.01%
74,102
-85,206
-53% -$2M
SPAB icon
2685
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
$536K ﹤0.01%
17,741
+1,435
+9% +$42.7K
INSW icon
2686
International Seaways
INSW
$4.76B
$535K ﹤0.01%
22,384
-46,878
-68% -$1.07M
SENEA icon
2687
Seneca Foods Class A
SENEA
$1.12B
$532K ﹤0.01%
13,378
+3,349
+33% +$123K
MTEM
2688
DELISTED
Molecular Templates, Inc.
MTEM
$532K ﹤0.01%
2,671
+1,926
+259% +$422K
FTF
2689
Franklin Limited Duration Income Trust
FTF
$231M
$529K ﹤0.01%
+67,388
New +$605K
IMGN
2690
DELISTED
Immunogen Inc
IMGN
$529K ﹤0.01%
155,063
+33,726
+28% +$147K
BGG
2691
DELISTED
Briggs & Stratton Corp.
BGG
$527K ﹤0.01%
291,353
-40,468
-12% -$151K
VTOL icon
2692
Bristow Group
VTOL
$1.34B
$525K ﹤0.01%
49,258
+4,023
+9% +$71.3K
BRSP
2693
BrightSpire Capital
BRSP
$634M
$524K ﹤0.01%
132,912
+100,120
+305% +$1.1M
NCMI icon
2694
National CineMedia
NCMI
$376M
$524K ﹤0.01%
16,081
-14,923
-48% -$972K
SCZ icon
2695
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
$522K ﹤0.01%
+11,654
New +$648K
ABR icon
2696
Arbor Realty Trust
ABR
$964M
$521K ﹤0.01%
106,258
-28,394
-21% -$347K
SRCE icon
2697
1st Source
SRCE
$2.16B
$521K ﹤0.01%
16,053
-11,484
-42% -$497K
EDD
2698
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$375M
$516K ﹤0.01%
+98,974
New +$637K
FDT icon
2699
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.26B
$515K ﹤0.01%
12,945
+8
+0.1% +$399
OPK icon
2700
Opko Health
OPK
$985M
$514K ﹤0.01%
383,464
+110,911
+41% +$174K
106 107
108
109 110

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AF
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MCM
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PSUF
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IA
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SCC
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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.