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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
BALY icon
2951
Bally's
BALY
$682M
$269K ﹤0.01%
+20,661
New +$476K
RST
2952
DELISTED
ROSETTA STONE INC
RST
$269K ﹤0.01%
19,186
-13,894
-42% -$233K
APLS
2953
DELISTED
Apellis Pharmaceuticals
APLS
$267K ﹤0.01%
9,950
+409
+4% +$14.5K
OMN
2954
DELISTED
OMNOVA Solutions Inc.
OMN
$267K ﹤0.01%
26,294
-24,945
-49% -$249K
HUYA
2955
Huya Inc
HUYA
$563M
$265K ﹤0.01%
15,630
+162
+1% +$3.01K
VNE
2956
DELISTED
Veoneer, Inc.
VNE
$263K ﹤0.01%
35,937
+11,425
+47% +$136K
TCDA
2957
DELISTED
Tricida, Inc. Common Stock
TCDA
$262K ﹤0.01%
11,897
+2,900
+32% +$93.1K
NVEC icon
2958
NVE Corp
NVEC
$562M
$261K ﹤0.01%
5,013
-3,085
-38% -$202K
NGS icon
2959
Natural Gas Services Group
NGS
$472M
$260K ﹤0.01%
58,296
+43,457
+293% +$408K
CAAP icon
2960
Corporacion America
CAAP
$4.21B
$258K ﹤0.01%
139,471
-5,062
-4% -$22.8K
SPWR
2961
DELISTED
SunPower Corporation Common Stock
SPWR
$256K ﹤0.01%
77,065
-15,706
-17% -$82.6K
CBAY
2962
DELISTED
Cymabay Therapeutics
CBAY
$256K ﹤0.01%
172,640
+57,663
+50% +$96.8K
TGH
2963
DELISTED
Textainer Group Holdings limited
TGH
$256K ﹤0.01%
31,146
-35,760
-53% -$326K
IDT icon
2964
IDT Corp
IDT
$1.64B
$255K ﹤0.01%
47,016
-32,789
-41% -$234K
NWPX icon
2965
NWPX Infrastructure Inc
NWPX
$1.19B
$255K ﹤0.01%
11,448
+3,040
+36% +$92.7K
SRI icon
2966
Stoneridge
SRI
$195M
$254K ﹤0.01%
15,160
-7,232
-32% -$179K
PCSB
2967
DELISTED
PCSB Financial Corporation
PCSB
$254K ﹤0.01%
18,162
-40,285
-69% -$726K
LQDA icon
2968
Liquidia Corp
LQDA
$7.48B
$253K ﹤0.01%
53,719
-14,236
-21% -$70.6K
CDZI icon
2969
Cadiz
CDZI
$251M
$252K ﹤0.01%
21,563
-10,418
-33% -$101K
AMAG
2970
DELISTED
AMAG Pharmaceuticals
AMAG
$252K ﹤0.01%
40,829
-57,417
-58% -$506K
REVG
2971
DELISTED
REV Group
REVG
$249K ﹤0.01%
59,704
-65,394
-52% -$574K
PING
2972
DELISTED
Ping Identity Holding Corp.
PING
$249K ﹤0.01%
+12,446
New +$290K
ORBC
2973
DELISTED
ORBCOMM, Inc.
ORBC
$249K ﹤0.01%
101,967
+38,586
+61% +$126K
ADVM
2974
DELISTED
Adverum Biotechnologies
ADVM
$248K ﹤0.01%
2,534
+508
+25% +$59.2K
CO
2975
DELISTED
Global Cord Blood Corporation
CO
$248K ﹤0.01%
78,079
-3,686
-5% -$16.1K
117 118
119
120 121

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MCM
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PSUF
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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.