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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
LE icon
3226
Lands' End
LE
$369M
$83K ﹤0.01%
15,598
-9,894
-39% -$106K
UBFO
3227
DELISTED
United Security Bancshares
UBFO
$82K ﹤0.01%
+12,820
New +$115K
CMLS
3228
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
$82K ﹤0.01%
+15,153
New +$182K
NYMX
3229
DELISTED
Nymox Pharmaceutical Corp
NYMX
$82K ﹤0.01%
35,064
-1,777
-5% -$4.99K
PRTY
3230
DELISTED
Party City Holdco Inc.
PRTY
$82K ﹤0.01%
179,305
-35,887
-17% -$73.7K
NBEV
3231
DELISTED
NewAge, Inc. Common Stock (Delaware)
NBEV
$82K ﹤0.01%
59,203
-12,275
-17% -$22.1K
LITS
3232
Lite Strategy Inc
LITS
$33.6M
$81K ﹤0.01%
2,523
-2,422
-49% -$96.9K
JNCE
3233
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$81K ﹤0.01%
16,978
-1,626
-9% -$9.36K
MCRB icon
3234
Seres Therapeutics
MCRB
$46.3M
$80K ﹤0.01%
1,126
-2,344
-68% -$157K
PVLA
3235
Palvella Therapeutics
PVLA
$2.15B
$78K ﹤0.01%
430
+147
+52% +$37K
NPKI
3236
NPK International
NPKI
$1.06B
$78K ﹤0.01%
86,717
+10,983
+15% +$41.2K
AGEN
3237
Agenus
AGEN
$329M
$77K ﹤0.01%
1,597
-119
-7% -$7.47K
PR
3238
Permian Resources
PR
$17.6B
$77K ﹤0.01%
291,749
-102,709
-26% -$261K
VRAY
3239
DELISTED
ViewRay, Inc.
VRAY
$77K ﹤0.01%
30,843
+3,427
+13% +$9.7K
ARA
3240
DELISTED
American Renal Associates Holdings, Inc
ARA
$77K ﹤0.01%
11,595
+1,274
+12% +$11.1K
RLGT icon
3241
Radiant Logistics
RLGT
$388M
$76K ﹤0.01%
19,514
-4,936
-20% -$22.8K
VLRS
3242
Controladora Vuela Compania de Aviacion
VLRS
$914M
$76K ﹤0.01%
22,245
-14,649
-40% -$143K
VRN
3243
DELISTED
Veren
VRN
$76K ﹤0.01%
98,347
-55,349
-36% -$153K
CASA
3244
DELISTED
Casa Systems, Inc. Common Stock
CASA
$76K ﹤0.01%
+21,747
New +$78.8K
AVID
3245
DELISTED
Avid Technology Inc
AVID
$75K ﹤0.01%
11,171
-6,619
-37% -$52.3K
AFMD
3246
DELISTED
Affimed
AFMD
$74K ﹤0.01%
4,695
+1,950
+71% +$46.4K
ZIXI
3247
DELISTED
Zix Corporation
ZIXI
$74K ﹤0.01%
17,181
-742
-4% -$4.99K
PRGX
3248
DELISTED
PRGX Global, Inc.
PRGX
$74K ﹤0.01%
26,474
+13,702
+107% +$51.9K
CDMO
3249
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$73K ﹤0.01%
+14,205
New +$86K
KLDO
3250
DELISTED
Kaleido Biosciences, Inc. Common Stock
KLDO
$73K ﹤0.01%
+11,921
New +$77.8K
128 129
130
131 132

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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.