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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
IBB icon
2876
iShares Biotechnology ETF
IBB
$9.34B
$353K ﹤0.01%
3,277
-41
-1% -$4.72K
OPY icon
2877
Oppenheimer Holdings
OPY
$1.14B
$353K ﹤0.01%
17,875
-14,759
-45% -$361K
QUOT
2878
DELISTED
Quotient Technology Inc
QUOT
$353K ﹤0.01%
54,373
-23,269
-30% -$208K
CNOB icon
2879
Center Bancorp
CNOB
$1.66B
$351K ﹤0.01%
26,126
-13,608
-34% -$287K
TBNK
2880
DELISTED
Territorial Bancorp Inc.
TBNK
$349K ﹤0.01%
14,206
-5,842
-29% -$161K
AMAL icon
2881
Amalgamated Financial
AMAL
$1.47B
$348K ﹤0.01%
+32,156
New +$515K
QUAD icon
2882
Quad
QUAD
$536M
$347K ﹤0.01%
137,658
+1,467
+1% +$6.47K
SKY icon
2883
Champion Homes
SKY
$4.37B
$345K ﹤0.01%
22,025
-38,021
-63% -$1.02M
BFK
2884
DELISTED
BlackRock Municipal Income Trust
BFK
$343K ﹤0.01%
+26,460
New +$369K
IIIN icon
2885
Insteel Industries
IIIN
$593M
$342K ﹤0.01%
25,838
-4,950
-16% -$98.1K
DBVT
2886
DBV Technologies
DBVT
$799M
$340K ﹤0.01%
8,673
+1,104
+15% +$99K
AABA
2887
DELISTED
Altaba Inc
AABA
$340K ﹤0.01%
17,301
+838
+5% +$16.5K
FLIC
2888
DELISTED
First of Long Island Corp
FLIC
$339K ﹤0.01%
19,566
-4,858
-20% -$102K
SUBC
2889
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$339K ﹤0.01%
71,770
-17,306
-19% -$81.7K
KBAL
2890
DELISTED
Kimball International
KBAL
$336K ﹤0.01%
28,172
-17,414
-38% -$290K
HMHC
2891
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$336K ﹤0.01%
178,939
-120,386
-40% -$613K
MUS
2892
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$336K ﹤0.01%
28,110
-27,021
-49% -$338K
OPTN
2893
DELISTED
OptiNose
OPTN
$335K ﹤0.01%
4,980
-2,968
-37% -$299K
MTL
2894
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$335K ﹤0.01%
236,037
-412,150
-64% -$1.05M
IWB icon
2895
iShares Russell 1000 ETF
IWB
$48.2B
$333K ﹤0.01%
2,355
-1,613
-41% -$273K
TLRD
2896
DELISTED
Tailored Brands, Inc.
TLRD
$333K ﹤0.01%
191,628
-89,024
-32% -$299K
BSRR icon
2897
Sierra Bancorp
BSRR
$528M
$331K ﹤0.01%
18,831
-6,675
-26% -$162K
NVTA
2898
DELISTED
Invitae Corporation
NVTA
$330K ﹤0.01%
24,128
-7,391
-23% -$135K
CENT icon
2899
Central Garden & Pet Co
CENT
$2.69B
$327K ﹤0.01%
+14,875
New +$351K
CRBP icon
2900
Corbus Pharmaceuticals
CRBP
$166M
$327K ﹤0.01%
2,077
+1,239
+148% +$209K
114 115
116
117 118

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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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ACI
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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.