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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
ICHR icon
2001
Ichor Holdings
ICHR
$2.62B
$2.02M ﹤0.01%
105,711
+56,719
+116% +$1.71M
GGAL icon
2002
Galicia Financial Group
GGAL
$7.99B
$2.02M ﹤0.01%
286,950
+82,278
+40% +$1.04M
PTCT icon
2003
PTC Therapeutics
PTCT
$5.68B
$2.02M ﹤0.01%
45,343
+6,949
+18% +$350K
GLNG icon
2004
Golar LNG
GLNG
$5B
$2.02M ﹤0.01%
256,455
+101,803
+66% +$1.12M
WSC icon
2005
WillScot Mobile Mini Holdings
WSC
$4.39B
$2.02M ﹤0.01%
199,427
-103,521
-34% -$1.68M
KREF
2006
KKR Real Estate Finance Trust
KREF
$448M
$2.01M ﹤0.01%
133,862
+44,324
+50% +$838K
APOG icon
2007
Apogee Enterprises
APOG
$826M
$2M ﹤0.01%
96,177
-121,693
-56% -$3.56M
PCEF icon
2008
Invesco CEF Income Composite ETF
PCEF
$801M
$2M ﹤0.01%
114,411
+80,537
+238% +$1.74M
TRHC
2009
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$2M ﹤0.01%
38,219
+7,734
+25% +$419K
NMIH icon
2010
NMI Holdings
NMIH
$3.33B
$1.99M ﹤0.01%
171,669
-1,734
-1% -$45.9K
CHU
2011
DELISTED
China Unicom (HONG KONG) Limited
CHU
$1.99M ﹤0.01%
337,559
-15,851
-4% -$126K
PFNX
2012
DELISTED
Pfenex Inc.
PFNX
$1.98M ﹤0.01%
224,890
+87,370
+64% +$960K
WOR icon
2013
Worthington Enterprises
WOR
$2.75B
$1.98M ﹤0.01%
122,409
+8,746
+8% +$183K
ECHO
2014
DELISTED
Echo Global Logistics, Inc.
ECHO
$1.98M ﹤0.01%
115,653
-8,636
-7% -$168K
MSBI icon
2015
Midland States Bancorp
MSBI
$699M
$1.97M ﹤0.01%
112,858
+78,430
+228% +$1.9M
GVA icon
2016
Granite Construction
GVA
$5.29B
$1.97M ﹤0.01%
129,689
-21,355
-14% -$479K
HSTM icon
2017
HealthStream
HSTM
$819M
$1.96M ﹤0.01%
81,925
+21,746
+36% +$546K
MDP
2018
DELISTED
Meredith Corporation
MDP
$1.96M ﹤0.01%
160,546
+46,427
+41% +$1.23M
AGM icon
2019
Federal Agricultural Mortgage
AGM
$2.47B
$1.96M ﹤0.01%
35,228
-5,015
-12% -$357K
ICPT
2020
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.96M ﹤0.01%
31,129
-12,026
-28% -$1.08M
BWG
2021
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$130M
$1.96M ﹤0.01%
185,829
+18,977
+11% +$234K
CHI
2022
Calamos Convertible Opportunities and Income Fund
CHI
$1.01B
$1.96M ﹤0.01%
+234,522
New +$2.4M
BANR icon
2023
Banner Corp
BANR
$2.39B
$1.96M ﹤0.01%
59,156
-9,615
-14% -$456K
ARCH
2024
DELISTED
Arch Resources, Inc.
ARCH
$1.95M ﹤0.01%
67,585
+37,893
+128% +$1.94M
AQN icon
2025
Algonquin Power & Utilities
AQN
$4.49B
$1.95M ﹤0.01%
145,535
-34,823
-19% -$507K
79 80
81
82 83

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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.