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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 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
BAC icon
26
Bank of America
BAC
$435B
$568M 0.52%
26,733,813
-2,040,503
-7% -$61.2M
CMCSA icon
27
Comcast
CMCSA
$79.1B
$564M 0.52%
16,409,644
-69,485
-0.4% -$2.93M
KO icon
28
Coca-Cola
KO
$354B
$556M 0.51%
12,561,858
+122,688
+1% +$6.63M
DIS icon
29
Walt Disney
DIS
$165B
$547M 0.5%
5,664,224
-383,971
-6% -$48.5M
AMGN icon
30
Amgen
AMGN
$203B
$523M 0.48%
2,578,770
+182,537
+8% +$39.9M
ORCL icon
31
Oracle
ORCL
$331B
$522M 0.48%
10,808,079
-346,892
-3% -$17.9M
ABT icon
32
Abbott
ABT
$180B
$505M 0.46%
6,402,823
-124,553
-2% -$10.4M
NFLX icon
33
Netflix
NFLX
$292B
$476M 0.44%
12,682,040
+1,789,630
+16% +$63.3M
COST icon
34
Costco
COST
$415B
$465M 0.43%
1,629,858
+69,129
+4% +$21M
NEE icon
35
NextEra Energy
NEE
$187B
$458M 0.42%
7,608,220
+446,148
+6% +$28M
BMY icon
36
Bristol-Myers Squibb
BMY
$127B
$456M 0.42%
8,187,828
+649,991
+9% +$39.7M
MCD icon
37
McDonald's
MCD
$188B
$456M 0.42%
2,759,493
+91,278
+3% +$18M
NVDA icon
38
NVIDIA
NVDA
$5.01T
$449M 0.41%
68,123,480
+5,279,640
+8% +$33.3M
CRM icon
39
Salesforce
CRM
$134B
$431M 0.39%
2,996,019
+144,212
+5% +$24.7M
LLY icon
40
Eli Lilly
LLY
$1.07T
$424M 0.39%
3,053,548
+186,550
+7% +$25.6M
NKE icon
41
Nike
NKE
$61.9B
$419M 0.38%
5,069,926
+141,096
+3% +$13.1M
GILD icon
42
Gilead Sciences
GILD
$161B
$399M 0.36%
5,330,712
+683,991
+15% +$47.3M
ABBV icon
43
AbbVie
ABBV
$458B
$382M 0.35%
5,014,758
+400,782
+9% +$34.1M
IEFA icon
44
iShares Core MSCI EAFE ETF
IEFA
$186B
$372M 0.34%
7,459,091
+899,606
+14% +$53.5M
CVX icon
45
Chevron
CVX
$388B
$371M 0.34%
5,123,231
-1,570,661
-23% -$155M
PYPL icon
46
PayPal
PYPL
$49.5B
$367M 0.34%
3,834,397
+298,618
+8% +$33M
AMT icon
47
American Tower
AMT
$77.7B
$367M 0.34%
1,683,232
+35,184
+2% +$8.19M
PM icon
48
Philip Morris
PM
$301B
$365M 0.33%
4,996,662
+260,611
+6% +$21.4M
XOM icon
49
ExxonMobil
XOM
$651B
$364M 0.33%
9,593,628
-1,435,128
-13% -$79.2M
TXN icon
50
Texas Instruments
TXN
$255B
$364M 0.33%
3,644,795
+96,593
+3% +$11.6M
1
2
3 4 5

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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.