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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
ALG icon
2076
Alamo Group
ALG
$1.94B
$1.79M ﹤0.01%
20,191
+425
+2% +$48.9K
EPRT icon
2077
Essential Properties Realty Trust
EPRT
$6.77B
$1.79M ﹤0.01%
137,323
+51,236
+60% +$1.19M
VSAT icon
2078
Viasat
VSAT
$10.6B
$1.79M ﹤0.01%
49,899
+6,281
+14% +$362K
JOBS
2079
DELISTED
51job Inc
JOBS
$1.79M ﹤0.01%
29,139
+2,249
+8% +$171K
NVRI icon
2080
Enviri
NVRI
$623M
$1.79M ﹤0.01%
256,313
+78,679
+44% +$1.07M
FOLD
2081
DELISTED
Amicus Therapeutics
FOLD
$1.78M ﹤0.01%
192,799
+29,880
+18% +$284K
FRO icon
2082
Frontline
FRO
$8.76B
$1.78M ﹤0.01%
184,981
-145,271
-44% -$1.35M
IVR icon
2083
Invesco Mortgage Capital
IVR
$759M
$1.77M ﹤0.01%
52,006
+3,957
+8% +$581K
MIME
2084
DELISTED
Mimecast Limited
MIME
$1.77M ﹤0.01%
50,144
+26,768
+115% +$1.16M
MYGN icon
2085
Myriad Genetics
MYGN
$270M
$1.77M ﹤0.01%
123,558
-79,603
-39% -$1.68M
CNXN icon
2086
PC Connection
CNXN
$2.11B
$1.76M ﹤0.01%
42,721
+3,883
+10% +$172K
SNDR icon
2087
Schneider National
SNDR
$6.26B
$1.76M ﹤0.01%
90,988
-30,447
-25% -$631K
EMLP icon
2088
First Trust North American Energy Infrastructure Fund
EMLP
$4.11B
$1.76M ﹤0.01%
98,882
+8,444
+9% +$198K
VCRA
2089
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$1.76M ﹤0.01%
82,837
+4,192
+5% +$95.4K
CPS icon
2090
Cooper-Standard Automotive
CPS
$523M
$1.76M ﹤0.01%
171,113
+55,302
+48% +$1.19M
DIA icon
2091
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$1.75M ﹤0.01%
7,985
-1,950
-20% -$518K
ACCO icon
2092
Acco Brands
ACCO
$389M
$1.75M ﹤0.01%
345,975
-474,536
-58% -$3.76M
EVER icon
2093
EverQuote
EVER
$892M
$1.75M ﹤0.01%
66,553
-12,255
-16% -$432K
TEI
2094
Templeton Emerging Markets Income Fund
TEI
$314M
$1.75M ﹤0.01%
233,303
+221,375
+1,856% +$1.92M
IJH icon
2095
iShares Core S&P Mid-Cap ETF
IJH
$122B
$1.74M ﹤0.01%
60,455
-18,190
-23% -$676K
SABR icon
2096
Sabre
SABR
$731M
$1.74M ﹤0.01%
293,058
+33,544
+13% +$561K
ARNA
2097
DELISTED
Arena Pharmaceuticals Inc
ARNA
$1.74M ﹤0.01%
41,374
+5,285
+15% +$242K
CVE icon
2098
Cenovus Energy
CVE
$55.7B
$1.73M ﹤0.01%
858,389
+335,739
+64% +$2.35M
WNC icon
2099
Wabash National
WNC
$512M
$1.73M ﹤0.01%
239,060
+26,308
+12% +$295K
CNDT icon
2100
Conduent
CNDT
$244M
$1.72M ﹤0.01%
703,234
-250,905
-26% -$994K
82 83
84
85 86

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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.