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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
RJF icon
526
Raymond James Financial
RJF
$33.5B
$29.6M 0.03%
702,419
+15,113
+2% +$852K
MFG icon
527
Mizuho Financial
MFG
$120B
$29.5M 0.03%
12,791,033
-5,444,107
-30% -$14.9M
TTWO icon
528
Take-Two Interactive
TTWO
$46.1B
$29.4M 0.03%
248,067
+37,498
+18% +$4.43M
LEA icon
529
Lear
LEA
$7.39B
$29.4M 0.03%
544,879
-31,201
-5% -$3.59M
UBS icon
530
UBS Group
UBS
$170B
$29.3M 0.03%
3,167,587
+757,402
+31% +$8.73M
MXIM
531
DELISTED
Maxim Integrated Products
MXIM
$28.7M 0.03%
591,238
+19,411
+3% +$1.11M
GHY
532
PGIM Global High Yield Fund
GHY
$476M
$28.7M 0.03%
2,597,922
+279,594
+12% +$3.91M
ODFL icon
533
Old Dominion Freight Line
ODFL
$46.3B
$28.7M 0.03%
437,486
+117,302
+37% +$7.8M
CHE icon
534
Chemed
CHE
$7.16B
$28.4M 0.03%
65,546
-2,801
-4% -$1.25M
NMR icon
535
Nomura Holdings
NMR
$28.3B
$28.4M 0.03%
6,648,794
+700,271
+12% +$3.33M
WST icon
536
West Pharmaceutical
WST
$23.7B
$28M 0.03%
183,757
-10,363
-5% -$1.6M
ACGL icon
537
Arch Capital
ACGL
$35.7B
$28M 0.03%
982,587
+27,065
+3% +$1.1M
ETFC
538
DELISTED
E*Trade Financial Corporation
ETFC
$27.9M 0.03%
813,116
+55,079
+7% +$2.33M
SCM
539
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$27.9M 0.03%
519,914
-7,694
-1% -$413K
IFF icon
540
International Flavors & Fragrances
IFF
$20.3B
$27.8M 0.03%
272,781
+43,602
+19% +$5.43M
TEVA icon
541
Teva Pharmaceuticals
TEVA
$40.4B
$27.8M 0.03%
3,092,700
+231,230
+8% +$2.37M
RNG icon
542
RingCentral
RNG
$4.83B
$27.7M 0.03%
130,840
-9,249
-7% -$1.9M
ALLY icon
543
Ally Financial
ALLY
$13.1B
$27.6M 0.03%
1,913,590
-54,644
-3% -$1.44M
LM
544
DELISTED
Legg Mason, Inc.
LM
$27.5M 0.03%
563,045
-3,971
-0.7% -$173K
TYL icon
545
Tyler Technologies
TYL
$13.7B
$27.4M 0.03%
92,469
-7,228
-7% -$2.24M
NJ
546
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$27.1M 0.02%
1,029,065
-50,167
-5% -$1.32M
AOD
547
abrdn Total Dynamic Dividend Fund
AOD
$1.08B
$27.1M 0.02%
4,117,748
+463,178
+13% +$3.79M
RS icon
548
Reliance Steel & Aluminium
RS
$20.6B
$27M 0.02%
308,601
+10,884
+4% +$1.16M
STLD icon
549
Steel Dynamics
STLD
$36.2B
$27M 0.02%
1,198,158
+322,476
+37% +$8.83M
ERIC icon
550
Ericsson
ERIC
$32.1B
$27M 0.02%
3,335,381
+377,565
+13% +$3.09M
20 21
22
23 24

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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.