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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
OPBK icon
3076
OP Bancorp
OPBK
$232M
$176K ﹤0.01%
23,631
-10,347
-30% -$94K
AAMI
3077
Acadian Asset Management
AAMI
$3.08B
$176K ﹤0.01%
27,499
-53,974
-66% -$466K
CLS icon
3078
Celestica
CLS
$38.1B
$175K ﹤0.01%
50,094
-885
-2% -$6.1K
MGTX icon
3079
MeiraGTx Holdings
MGTX
$1.09B
$174K ﹤0.01%
+12,928
New +$218K
KDMN
3080
DELISTED
Kadmon Holdings, Inc.
KDMN
$173K ﹤0.01%
41,364
-756
-2% -$3.25K
ROS
3081
DELISTED
ROSTELEKOM
ROS
$172K ﹤0.01%
31,284
– –
ZEPP
3082
Zepp Health
ZEPP
$66.4M
$171K ﹤0.01%
3,254
-1,965
-38% -$106K
BCOV
3083
DELISTED
Brightcove, Inc.
BCOV
$170K ﹤0.01%
24,358
-2,307
-9% -$18.6K
EVH icon
3084
Evolent Health
EVH
$348M
$169K ﹤0.01%
31,121
-52,626
-63% -$470K
KZR
3085
DELISTED
Kezar Life Sciences
KZR
$169K ﹤0.01%
3,875
+278
+8% +$11.3K
LSAK icon
3086
Lesaka Technologies
LSAK
$396M
$169K ﹤0.01%
58,200
+2,318
+4% +$8.58K
BVH
3087
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$168K ﹤0.01%
14,504
+10,560
+268% +$180K
SIGA icon
3088
SIGA Technologies
SIGA
$235M
$166K ﹤0.01%
34,738
-21,296
-38% -$104K
AKH
3089
DELISTED
AIR France-KLM
AKH
$166K ﹤0.01%
29,179
-2,253
-7% -$12.8K
HONE
3090
DELISTED
HarborOne Bancorp
HONE
$165K ﹤0.01%
21,936
+6,972
+47% +$69.9K
CSTM icon
3091
Constellium
CSTM
$3.76B
$164K ﹤0.01%
31,441
-31,492
-50% -$338K
CUE icon
3092
Cue Biopharma
CUE
$113M
$164K ﹤0.01%
+385
New +$187K
KVHI icon
3093
KVH Industries
KVHI
$181M
$164K ﹤0.01%
17,401
-13,015
-43% -$133K
QAT icon
3094
iShares MSCI Qatar ETF
QAT
$63.4M
$164K ﹤0.01%
11,240
– –
ATRS
3095
DELISTED
Antares Pharma, Inc.
ATRS
$164K ﹤0.01%
69,598
-247,290
-78% -$841K
LFCR icon
3096
Lifecore Biomedical
LFCR
$166M
$163K ﹤0.01%
18,707
-5,183
-22% -$53.9K
PROV icon
3097
Provident Financial
PROV
$111M
$163K ﹤0.01%
+10,712
New +$211K
CMBT
3098
CMB.TECH NV
CMBT
$4.69B
$161K ﹤0.01%
14,300
-1,406
-9% -$14.5K
NETI
3099
DELISTED
Eneti Inc.
NETI
$160K ﹤0.01%
6,309
-633
-9% -$23.4K
TREC
3100
DELISTED
Trecora Resources
TREC
$160K ﹤0.01%
+26,921
New +$171K
122 123
124
125 126

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AF
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MCM
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PSUF
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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.