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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
IPAR icon
1926
Interparfums
IPAR
$3.99B
$2.31M ﹤0.01%
49,880
-25,304
-34% -$1.58M
EXG icon
1927
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.99B
$2.31M ﹤0.01%
+362,124
New +$2.91M
DY icon
1928
Dycom Industries
DY
$12B
$2.31M ﹤0.01%
89,982
-42,265
-32% -$1.49M
CMRE icon
1929
Costamare
CMRE
$1.88B
$2.3M ﹤0.01%
509,632
-56,102
-10% -$402K
MTX icon
1930
Minerals Technologies
MTX
$2.36B
$2.3M ﹤0.01%
63,534
+2,571
+4% +$125K
FARO
1931
DELISTED
Faro Technologies
FARO
$2.3M ﹤0.01%
51,730
+3,279
+7% +$170K
XLF icon
1932
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$2.3M ﹤0.01%
110,330
-33,161
-23% -$913K
ARCB icon
1933
ArcBest
ARCB
$3.23B
$2.29M ﹤0.01%
130,819
-4,409
-3% -$101K
PLUG icon
1934
Plug Power
PLUG
$2.87B
$2.29M ﹤0.01%
647,050
+251,404
+64% +$1.02M
GLUU
1935
DELISTED
Glu Mobile Inc.
GLUU
$2.28M ﹤0.01%
363,014
+124,579
+52% +$803K
ALKS icon
1936
Alkermes
ALKS
$8.22B
$2.27M ﹤0.01%
157,563
+10,722
+7% +$191K
CBB
1937
DELISTED
Cincinnati Bell Inc.
CBB
$2.27M ﹤0.01%
155,080
-38,177
-20% -$496K
AOR icon
1938
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.66B
$2.27M ﹤0.01%
54,774
-219,432
-80% -$10.1M
DRNA
1939
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$2.27M ﹤0.01%
123,350
+61,265
+99% +$1.19M
NNI icon
1940
Nelnet
NNI
$4.88B
$2.26M ﹤0.01%
49,813
-8,204
-14% -$442K
BOX icon
1941
Box
BOX
$4.37B
$2.25M ﹤0.01%
160,356
-127,858
-44% -$1.9M
SMP icon
1942
Standard Motor Products
SMP
$851M
$2.24M ﹤0.01%
53,898
-37,936
-41% -$1.79M
IWV icon
1943
iShares Russell 3000 ETF
IWV
$19.6B
$2.24M ﹤0.01%
15,091
+10,915
+261% +$1.94M
RPT
1944
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$2.24M ﹤0.01%
371,048
-8,169
-2% -$102K
LPSN icon
1945
LivePerson
LPSN
$21.8M
$2.23M ﹤0.01%
6,550
-1,054
-14% -$511K
MTRN icon
1946
Materion
MTRN
$4.39B
$2.23M ﹤0.01%
63,757
-24,628
-28% -$1.22M
SBSI icon
1947
Southside Bancshares
SBSI
$967M
$2.23M ﹤0.01%
73,391
+9,053
+14% +$306K
QTWO icon
1948
Q2 Holdings
QTWO
$3.8B
$2.23M ﹤0.01%
37,700
-63
-0.2% -$4.88K
CATM
1949
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.23M ﹤0.01%
106,454
+5,641
+6% +$213K
HNI icon
1950
HNI Corp
HNI
$3.24B
$2.22M ﹤0.01%
88,286
-8
-0% -$266
76 77
78
79 80

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MCM
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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.