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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
CYRX icon
2601
CryoPort
CYRX
$761M
$641K ﹤0.01%
37,579
+21,609
+135% +$378K
SWBI icon
2602
Smith & Wesson
SWBI
$651M
$641K ﹤0.01%
100,429
+18,263
+22% +$129K
WASH icon
2603
Washington Trust Bancorp
WASH
$743M
$641K ﹤0.01%
17,542
-5,657
-24% -$256K
EXTR icon
2604
Extreme Networks
EXTR
$3.94B
$640K ﹤0.01%
206,980
-86,252
-29% -$479K
OCFC icon
2605
OceanFirst Financial
OCFC
$1.68B
$638K ﹤0.01%
40,109
-2,675
-6% -$56.5K
ZLAB icon
2606
Zai Lab
ZLAB
$2.06B
$636K ﹤0.01%
+12,348
New +$644K
CHUY
2607
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$635K ﹤0.01%
63,067
-18,714
-23% -$392K
CORR
2608
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$635K ﹤0.01%
34,557
-21,148
-38% -$800K
HTBK
2609
DELISTED
Heritage Commerce
HTBK
$634K ﹤0.01%
82,707
-17,151
-17% -$181K
IDN icon
2610
Intellicheck
IDN
$73.1M
$634K ﹤0.01%
+186,900
New +$1.41M
SWI
2611
DELISTED
SolarWinds Corporation Common Stock
SWI
$634K ﹤0.01%
38,378
-7,795
-17% -$144K
CWK icon
2612
Cushman & Wakefield Ltd
CWK
$3.14B
$630K ﹤0.01%
53,681
+3,586
+7% +$61.9K
CWI icon
2613
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.78B
$628K ﹤0.01%
31,854
-15,561
-33% -$367K
KNSA icon
2614
Kiniksa Pharmaceuticals
KNSA
$5.8B
$627K ﹤0.01%
40,532
-18,325
-31% -$287K
MTUS icon
2615
Metallus
MTUS
$838M
$627K ﹤0.01%
193,990
-121,065
-38% -$677K
ACV
2616
Virtus Diversified Income & Convertible Fund
ACV
$278M
$626K ﹤0.01%
+34,799
New +$796K
KNM
2617
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$624K ﹤0.01%
20,215
-263
-1% -$8.12K
TXG icon
2618
10x Genomics
TXG
$6B
$622K ﹤0.01%
9,987
-7,063
-41% -$551K
ZUO
2619
DELISTED
Zuora, Inc.
ZUO
$621K ﹤0.01%
77,115
+22,635
+42% +$298K
AXGN icon
2620
Axogen
AXGN
$2.27B
$619K ﹤0.01%
59,544
-5,346
-8% -$68.1K
FBNC icon
2621
First Bancorp
FBNC
$2.6B
$619K ﹤0.01%
26,828
-30,472
-53% -$995K
PETQ
2622
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$619K ﹤0.01%
26,650
+4,939
+23% +$137K
APPN icon
2623
Appian
APPN
$1.98B
$614K ﹤0.01%
15,261
+2,850
+23% +$132K
JHMM icon
2624
John Hancock Multifactor Mid Cap ETF
JHMM
$5.92B
$613K ﹤0.01%
21,565
+299
+1% +$10.8K
MEET
2625
DELISTED
The Meet Group, Inc. Common Stock
MEET
$613K ﹤0.01%
104,408
-24,506
-19% -$140K
103 104
105
106 107

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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.