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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
NCSM icon
3251
NCS Multistage Holdings
NCSM
$119M
$72K ﹤0.01%
5,600
-1,853
-25% -$51.9K
PGEN icon
3252
Precigen
PGEN
$2.12B
$70K ﹤0.01%
20,601
-27,829
-57% -$120K
WOW
3253
DELISTED
WideOpenWest
WOW
$70K ﹤0.01%
14,737
-39,770
-73% -$241K
FLNT
3254
Fluent
FLNT
$104M
$69K ﹤0.01%
9,793
-1,342
-12% -$18.3K
GPOR
3255
DELISTED
Gulfport Energy Corp.
GPOR
$69K ﹤0.01%
154,603
-1,845,674
-92% -$2.44M
IPI icon
3256
Intrepid Potash
IPI
$474M
$67K ﹤0.01%
8,337
+5,363
+180% +$99.7K
LAB icon
3257
Standard BioTools
LAB
$351M
$67K ﹤0.01%
26,484
-3,752
-12% -$12.3K
VHC icon
3258
VirnetX Holding Corp
VHC
$54.7M
$67K ﹤0.01%
614
+100
+19% +$9.48K
RLH
3259
DELISTED
Red Lions Hotel Corporation
RLH
$67K ﹤0.01%
46,105
+19,936
+76% +$53.3K
ABEO icon
3260
Abeona Therapeutics
ABEO
$369M
$64K ﹤0.01%
1,225
-1,374
-53% -$91.8K
IMMR icon
3261
Immersion
IMMR
$246M
$64K ﹤0.01%
+11,941
New +$82.5K
CURO
3262
DELISTED
CURO Group Holdings Corp.
CURO
$64K ﹤0.01%
12,007
-14,276
-54% -$136K
ACOR
3263
DELISTED
Acorda Therapeutics
ACOR
$64K ﹤0.01%
571
-1,788
-76% -$352K
DVAX
3264
DELISTED
Dynavax Technologies
DVAX
$63K ﹤0.01%
17,885
-13,027
-42% -$60.4K
OCUL icon
3265
Ocular Therapeutix
OCUL
$1.85B
$63K ﹤0.01%
12,763
+1,229
+11% +$6.07K
CALA
3266
DELISTED
Calithera Biosciences, Inc
CALA
$63K ﹤0.01%
713
+47
+7% +$5.6K
PMBC
3267
DELISTED
Pacific Mercantile Bancorp
PMBC
$63K ﹤0.01%
13,398
-31
-0.2% -$200
KLXE icon
3268
KLX Energy Services
KLXE
$44.4M
$62K ﹤0.01%
17,629
+8,950
+103% +$144K
MNKD icon
3269
MannKind Corp
MNKD
$1.27B
$62K ﹤0.01%
60,416
-112,314
-65% -$152K
PAYS icon
3270
Paysign
PAYS
$512M
$61K ﹤0.01%
11,796
-10,366
-47% -$83.8K
REI icon
3271
Ring Energy
REI
$315M
$61K ﹤0.01%
93,318
-304,729
-77% -$541K
PMD
3272
DELISTED
Psychemedics Corporation
PMD
$61K ﹤0.01%
10,072
– –
PACK.WS
3273
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
$61K ﹤0.01%
52,636
– –
GREK
3274
Global X MSCI Greece ETF
GREK
$302M
$60K ﹤0.01%
3,543
– –
NNBR icon
3275
NN Inc
NNBR
$257M
$60K ﹤0.01%
34,956
-51,395
-60% -$368K
129 130
131
132 133

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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.