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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
OESX icon
2201
Orion Energy Systems
OESX
$41M
$1.43M ﹤0.01%
38,585
+36,065
+1,431% +$1.58M
UEIC icon
2202
Universal Electronics
UEIC
$57.8M
$1.43M ﹤0.01%
37,188
-3,950
-10% -$179K
WTTR icon
2203
Select Water Solutions
WTTR
$2.3B
$1.42M ﹤0.01%
440,852
+328,813
+293% +$2.09M
AVTR icon
2204
Avantor
AVTR
$9.32B
$1.42M ﹤0.01%
113,506
+61,118
+117% +$980K
TEN
2205
Tsakos Energy Navigation Ltd
TEN
$1.21B
$1.42M ﹤0.01%
86,971
-17,983
-17% -$275K
UMH
2206
UMH Properties
UMH
$1.29B
$1.42M ﹤0.01%
130,379
+1,010
+0.8% +$14.7K
BV icon
2207
BrightView Holdings
BV
$1.22B
$1.41M ﹤0.01%
127,608
-62,340
-33% -$892K
GLDD
2208
DELISTED
Great Lakes Dredge & Dock
GLDD
$1.41M ﹤0.01%
169,946
-36,216
-18% -$361K
HLI icon
2209
Houlihan Lokey
HLI
$8.77B
$1.41M ﹤0.01%
27,012
+3,555
+15% +$184K
NSP icon
2210
Insperity
NSP
$1.93B
$1.41M ﹤0.01%
37,675
-19,549
-34% -$1.39M
RAVN
2211
DELISTED
Raven Industries Inc
RAVN
$1.41M ﹤0.01%
66,165
-4,730
-7% -$139K
OII icon
2212
Oceaneering
OII
$4.86B
$1.39M ﹤0.01%
472,203
+72,487
+18% +$757K
CMTL icon
2213
Comtech Telecommunications
CMTL
$50.3M
$1.39M ﹤0.01%
104,375
-27,548
-21% -$774K
NXGN
2214
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$1.39M ﹤0.01%
132,788
-54,656
-29% -$705K
DLPH
2215
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$1.39M ﹤0.01%
172,029
+31,912
+23% +$396K
WRLD icon
2216
World Acceptance Corp
WRLD
$838M
$1.38M ﹤0.01%
25,299
-5,174
-17% -$400K
KALA icon
2217
KALA BIO
KALA
$14.1M
$1.38M ﹤0.01%
63
+7
+13% +$112K
MNTV
2218
DELISTED
Momentive Global Inc. Common Stock
MNTV
$1.38M ﹤0.01%
101,831
-21,557
-17% -$371K
LKFN icon
2219
Lakeland Financial Corp
LKFN
$1.56B
$1.37M ﹤0.01%
37,369
-11,163
-23% -$485K
XNCR icon
2220
Xencor
XNCR
$1.5B
$1.37M ﹤0.01%
45,893
-34,953
-43% -$1.16M
DSGX icon
2221
Descartes Systems
DSGX
$6.44B
$1.36M ﹤0.01%
39,621
+12,443
+46% +$517K
AD
2222
Array Digital Infrastructure
AD
$3.01B
$1.36M ﹤0.01%
46,543
-1,443
-3% -$47.1K
AMWD
2223
DELISTED
American Woodmark
AMWD
$1.36M ﹤0.01%
29,840
-14,114
-32% -$1.3M
INSM icon
2224
Insmed
INSM
$21.4B
$1.36M ﹤0.01%
84,817
-50,507
-37% -$1.2M
DMB
2225
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$194M
$1.35M ﹤0.01%
109,224
-136,752
-56% -$1.91M
87 88
89
90 91

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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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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.