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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
EZPW icon
2576
Ezcorp Inc
EZPW
$1.83B
$675K ﹤0.01%
161,821
-105,551
-39% -$543K
IJJ icon
2577
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.83B
$674K ﹤0.01%
12,286
-530
-4% -$39.8K
LBRT icon
2578
Liberty Energy
LBRT
$3.05B
$673K ﹤0.01%
250,341
+218,812
+694% +$1.53M
CPLG
2579
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$673K ﹤0.01%
171,805
+53,264
+45% +$421K
SXC icon
2580
SunCoke Energy
SXC
$720M
$672K ﹤0.01%
174,675
-47,465
-21% -$240K
ACMR icon
2581
ACM Research
ACMR
$5.42B
$670K ﹤0.01%
+67,893
New +$732K
BATRK icon
2582
Atlanta Braves Holdings Series B
BATRK
$3.26B
$669K ﹤0.01%
35,090
-20,888
-37% -$536K
FBK icon
2583
FB Financial Corp
FBK
$3.02B
$669K ﹤0.01%
33,934
+26,394
+350% +$845K
HLNE icon
2584
Hamilton Lane
HLNE
$4.91B
$668K ﹤0.01%
12,083
-1,208
-9% -$75.4K
UPLD icon
2585
Upland Software
UPLD
$12.8M
$666K ﹤0.01%
2,483
+166
+7% +$60K
TUP
2586
DELISTED
Tupperware Brands Corporation
TUP
$665K ﹤0.01%
410,461
+72,453
+21% +$369K
NIE
2587
Virtus Equity & Convertible Income Fund
NIE
$719M
$664K ﹤0.01%
35,716
-13,279
-27% -$290K
MANU icon
2588
Manchester United
MANU
$3.97B
$661K ﹤0.01%
43,953
+29,795
+210% +$533K
DSPG
2589
DELISTED
DSP Group Inc
DSPG
$660K ﹤0.01%
49,265
-5,572
-10% -$79.8K
ALCO icon
2590
Alico
ALCO
$280M
$658K ﹤0.01%
21,203
+13,211
+165% +$447K
LGF.B
2591
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$655K ﹤0.01%
117,400
-56,840
-33% -$475K
PDFS icon
2592
PDF Solutions
PDFS
$1.93B
$654K ﹤0.01%
55,823
-2,582
-4% -$38.1K
AVD icon
2593
American Vanguard Corp
AVD
$68.4M
$653K ﹤0.01%
45,178
+1,374
+3% +$22.8K
BANF icon
2594
BancFirst
BANF
$3.79B
$649K ﹤0.01%
19,459
-11,414
-37% -$594K
AT
2595
DELISTED
Atlantic Power Corporation
AT
$649K ﹤0.01%
303,312
-102,986
-25% -$234K
BAK icon
2596
Braskem
BAK
$928M
$647K ﹤0.01%
97,480
-38,946
-29% -$497K
DFIN icon
2597
Donnelley Financial Solutions
DFIN
$1.16B
$646K ﹤0.01%
122,555
+55,988
+84% +$474K
QCRH icon
2598
QCR Holdings
QCRH
$1.69B
$645K ﹤0.01%
23,831
-2,122
-8% -$80.8K
PACB icon
2599
Pacific Biosciences
PACB
$435M
$643K ﹤0.01%
209,976
-40,323
-16% -$165K
SEI
2600
Solaris Energy Infrastructure
SEI
$3.15B
$642K ﹤0.01%
122,341
+91,164
+292% +$957K
102 103
104
105 106

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AF
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MCM
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PSUF
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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.