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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
MBUU icon
2476
Malibu Boats
MBUU
$541M
$841K ﹤0.01%
29,195
+8,180
+39% +$325K
FOSL icon
2477
Fossil Group
FOSL
$293M
$839K ﹤0.01%
255,160
-116,462
-31% -$687K
MBWM icon
2478
Mercantile Bank Corp
MBWM
$1.04B
$838K ﹤0.01%
39,572
-7,733
-16% -$233K
SID icon
2479
Companhia Siderúrgica Nacional
SID
$1.31B
$838K ﹤0.01%
640,051
-384,097
-38% -$1.01M
DNI
2480
DELISTED
Dividend and Income Fund
DNI
$837K ﹤0.01%
+95,173
New +$1.13M
VCEL icon
2481
Vericel Corp
VCEL
$2.35B
$836K ﹤0.01%
91,163
-91,346
-50% -$1.37M
BFS
2482
Saul Centers
BFS
$836M
$835K ﹤0.01%
25,505
-30,203
-54% -$1.36M
EDIT icon
2483
Editas Medicine
EDIT
$396M
$834K ﹤0.01%
42,060
+6,865
+20% +$173K
DVY icon
2484
iShares Select Dividend ETF
DVY
$23.5B
$832K ﹤0.01%
11,312
-6,196
-35% -$592K
NIO icon
2485
NIO
NIO
$12.2B
$832K ﹤0.01%
299,372
+62,945
+27% +$234K
PEBO icon
2486
Peoples Bancorp
PEBO
$1.5B
$831K ﹤0.01%
37,521
-29,194
-44% -$869K
CLB icon
2487
Core Laboratories
CLB
$488M
$830K ﹤0.01%
80,271
-8,354
-9% -$234K
ZM icon
2488
Zoom
ZM
$28.2B
$829K ﹤0.01%
+5,675
New +$560K
EVOP
2489
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$826K ﹤0.01%
53,971
+26,341
+95% +$650K
AIMT
2490
DELISTED
Aimmune Therapeutics
AIMT
$826K ﹤0.01%
57,308
-34,924
-38% -$893K
AMRX icon
2491
Amneal Pharmaceuticals
AMRX
$5.85B
$824K ﹤0.01%
236,760
+34,611
+17% +$147K
VTV icon
2492
Vanguard Morningstar Value ETF
VTV
$188B
$821K ﹤0.01%
9,223
-660
-7% -$72.4K
RC
2493
Ready Capital
RC
$258M
$820K ﹤0.01%
113,633
+52,378
+86% +$716K
AERI
2494
DELISTED
Aerie Pharmaceuticals
AERI
$820K ﹤0.01%
60,762
-110,657
-65% -$2.1M
VCTR icon
2495
Victory Capital Holdings
VCTR
$6.19B
$819K ﹤0.01%
50,080
-4,512
-8% -$88.5K
LADR
2496
Ladder Capital
LADR
$1.21B
$817K ﹤0.01%
172,287
+7,418
+4% +$113K
KRYS icon
2497
Krystal Biotech
KRYS
$10.1B
$815K ﹤0.01%
18,849
-2,823
-13% -$148K
RGP icon
2498
Resources Connection
RGP
$151M
$811K ﹤0.01%
73,974
-663
-0.9% -$9.02K
HVT icon
2499
Haverty Furniture Companies
HVT
$397M
$808K ﹤0.01%
67,925
-60,877
-47% -$1.07M
LAND
2500
Gladstone Land Corp
LAND
$350M
$807K ﹤0.01%
68,136
+16,185
+31% +$209K
98 99
100
101 102

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MCM
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PSUF
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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.