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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
HY icon
2551
Hyster-Yale Materials Handling
HY
$599M
$728K ﹤0.01%
18,156
-5,989
-25% -$302K
AROW icon
2552
Arrow Financial
AROW
$659M
$720K ﹤0.01%
29,093
-5,295
-15% -$155K
BILL icon
2553
BILL Holdings
BILL
$4.49B
$720K ﹤0.01%
+21,054
New +$996K
TENB icon
2554
Tenable Holdings
TENB
$3.6B
$720K ﹤0.01%
32,953
+18,924
+135% +$468K
BMTC
2555
DELISTED
Bryn Mawr Bank Corp
BMTC
$716K ﹤0.01%
25,238
-6,498
-20% -$228K
KOD icon
2556
Kodiak Sciences
KOD
$2.6B
$713K ﹤0.01%
14,958
-5,845
-28% -$351K
RMT
2557
Royce Micro-Cap Trust
RMT
$728M
$713K ﹤0.01%
128,246
-15,395
-11% -$119K
ANIP icon
2558
ANI Pharmaceuticals
ANIP
$1.8B
$712K ﹤0.01%
17,474
-8,605
-33% -$458K
HLX icon
2559
Helix Energy Solutions
HLX
$1.4B
$710K ﹤0.01%
432,739
-177,596
-29% -$1.17M
PKE icon
2560
Park Aerospace
PKE
$737M
$707K ﹤0.01%
56,118
+12,374
+28% +$182K
EFR
2561
Eaton Vance Senior Floating-Rate Fund
EFR
$312M
$704K ﹤0.01%
71,247
-144,919
-67% -$1.81M
HCI icon
2562
HCI Group
HCI
$2.23B
$702K ﹤0.01%
17,439
-5,120
-23% -$221K
SPT icon
2563
Sprout Social
SPT
$516M
$701K ﹤0.01%
+43,951
New +$801K
SAIL
2564
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$699K ﹤0.01%
45,904
-23,599
-34% -$536K
HAYN
2565
DELISTED
Haynes International, Inc.
HAYN
$697K ﹤0.01%
33,816
-310
-0.9% -$8.15K
BKT icon
2566
BlackRock Income Trust
BKT
$330M
$690K ﹤0.01%
39,921
-13,205
-25% -$238K
PLCE icon
2567
Children's Place
PLCE
$54.3M
$690K ﹤0.01%
35,288
+7,761
+28% +$411K
SPLV icon
2568
Invesco S&P 500 Low Volatility ETF
SPLV
$7.12B
$689K ﹤0.01%
14,677
+9,946
+210% +$557K
THD icon
2569
iShares MSCI Thailand ETF
THD
$369M
$688K ﹤0.01%
11,980
-4,227
-26% -$311K
ACIC icon
2570
American Coastal Insurance
ACIC
$515M
$684K ﹤0.01%
74,067
+18,838
+34% +$190K
VNDA icon
2571
Vanda Pharmaceuticals
VNDA
$307M
$684K ﹤0.01%
66,001
-105,666
-62% -$1.31M
IWP icon
2572
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$681K ﹤0.01%
11,206
+1,134
+11% +$82.6K
CAL icon
2573
Caleres
CAL
$431M
$680K ﹤0.01%
130,861
-54,695
-29% -$786K
ORTX
2574
DELISTED
Orchard Therapeutics plc American Depositary Shares
ORTX
$679K ﹤0.01%
9,013
+641
+8% +$73.8K
ANAB icon
2575
AnaptysBio
ANAB
$1.58B
$677K ﹤0.01%
47,877
+10,988
+30% +$167K
101 102
103
104 105

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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.