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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
SGMO
2351
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$1.08M ﹤0.01%
169,859
+76,004
+81% +$564K
NGVC icon
2352
Vitamin Cottage Natural Grocers
NGVC
$739M
$1.08M ﹤0.01%
126,910
-5,593
-4% -$48.1K
CAC icon
2353
Camden National
CAC
$978M
$1.08M ﹤0.01%
34,311
-14,289
-29% -$601K
ANGO icon
2354
AngioDynamics
ANGO
$611M
$1.08M ﹤0.01%
103,309
-28,057
-21% -$352K
RNST icon
2355
Renasant Corp
RNST
$3.98B
$1.08M ﹤0.01%
49,300
-32,933
-40% -$978K
SPNT icon
2356
SiriusPoint
SPNT
$2.75B
$1.08M ﹤0.01%
145,210
-34,494
-19% -$331K
WSBF icon
2357
Waterstone Financial
WSBF
$370M
$1.07M ﹤0.01%
73,631
-18,421
-20% -$313K
MWA icon
2358
Mueller Water Products
MWA
$3.95B
$1.07M ﹤0.01%
133,190
-12,851
-9% -$141K
PACK icon
2359
Ranpak Holdings
PACK
$439M
$1.07M ﹤0.01%
170,251
-8,807
-5% -$67.4K
ERC
2360
Allspring Multi-Sector Income Fund
ERC
$256M
$1.06M ﹤0.01%
+110,407
New +$1.31M
TPC
2361
Tutor Perini Cor
TPC
$4.41B
$1.06M ﹤0.01%
157,705
-63,953
-29% -$684K
KRNT icon
2362
Kornit Digital
KRNT
$705M
$1.06M ﹤0.01%
42,505
-1,088
-2% -$40.7K
TISI icon
2363
Team
TISI
$79.5M
$1.06M ﹤0.01%
16,269
-2,174
-12% -$269K
LMAT icon
2364
LeMaitre Vascular
LMAT
$2.32B
$1.05M ﹤0.01%
42,334
-4,331
-9% -$134K
RGNX icon
2365
Regenxbio
RGNX
$620M
$1.05M ﹤0.01%
32,479
-8,433
-21% -$351K
KOP icon
2366
Koppers
KOP
$943M
$1.05M ﹤0.01%
85,004
-107,754
-56% -$2.77M
RDWR icon
2367
Radware
RDWR
$1.1B
$1.05M ﹤0.01%
49,890
+15,445
+45% +$363K
SSP icon
2368
E.W. Scripps
SSP
$257M
$1.05M ﹤0.01%
138,992
-22,465
-14% -$277K
WT icon
2369
WisdomTree
WT
$2.96B
$1.05M ﹤0.01%
449,221
+172,137
+62% +$667K
PKO
2370
DELISTED
Pimco Income Opportunity Fund
PKO
$1.05M ﹤0.01%
+51,823
New +$1.34M
BGB
2371
Blackstone Strategic Credit 2027 Term Fund
BGB
$499M
$1.05M ﹤0.01%
+100,521
New +$1.35M
VIVO
2372
DELISTED
Meridian Bioscience Inc
VIVO
$1.04M ﹤0.01%
124,338
-33,980
-21% -$286K
PNTG icon
2373
Pennant Group
PNTG
$1.4B
$1.04M ﹤0.01%
73,384
-13,046
-15% -$330K
BAND
2374
Bandwidth Inc
BAND
$1.26B
$1.04M ﹤0.01%
15,399
+9,543
+163% +$651K
AMRC icon
2375
Ameresco
AMRC
$1.12B
$1.03M ﹤0.01%
60,656
+42,109
+227% +$831K
93 94
95
96 97

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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.