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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
MSFT icon
1
Microsoft
MSFT
$2.86T
$4.88B 4.47%
30,965,516
+583,969
+2% +$96M
AAPL icon
2
Apple
AAPL
$4.71T
$3.62B 3.31%
56,935,256
+524,304
+0.9% +$38.6M
VOO icon
3
Vanguard S&P 500 ETF
VOO
$970B
$2.74B 2.51%
11,566,132
+1,276,814
+12% +$358M
AMZN icon
4
Amazon
AMZN
$2.53T
$2.46B 2.25%
25,250,020
+1,402,760
+6% +$136M
IVV icon
5
iShares Core S&P 500 ETF
IVV
$877B
$1.83B 1.68%
7,090,265
-334,214
-5% -$102M
META icon
6
Meta Platforms (Facebook)
META
$1.54T
$1.4B 1.29%
8,422,263
-193,721
-2% -$37.9M
JNJ icon
7
Johnson & Johnson
JNJ
$616B
$1.38B 1.26%
10,496,932
+524,650
+5% +$74.4M
GOOGL icon
8
Alphabet (Google) Class A
GOOGL
$3.9T
$1.27B 1.16%
21,881,460
+217,240
+1% +$14.7M
V icon
9
Visa
V
$665B
$1.05B 0.96%
6,542,501
+22,943
+0.4% +$4.32M
JPM icon
10
JPMorgan Chase
JPM
$921B
$1.03B 0.94%
11,457,849
-40,620
-0.4% -$4.94M
PG icon
11
Procter & Gamble
PG
$341B
$977M 0.89%
8,883,864
+153,981
+2% +$18.5M
INTC icon
12
Intel
INTC
$520B
$945M 0.86%
17,465,815
+803,975
+5% +$47.6M
BRK.B icon
13
Berkshire Hathaway Class B
BRK.B
$1.05T
$928M 0.85%
5,077,809
+51,514
+1% +$10.9M
GOOG icon
14
Alphabet (Google) Class C
GOOG
$3.89T
$925M 0.85%
15,913,800
+539,220
+4% +$36.6M
UNH icon
15
UnitedHealth
UNH
$385B
$907M 0.83%
3,635,198
-16,083
-0.4% -$4.43M
VZ icon
16
Verizon
VZ
$185B
$838M 0.77%
15,590,360
+705,714
+5% +$40.4M
MRK icon
17
Merck
MRK
$320B
$833M 0.76%
11,344,039
-360,166
-3% -$28.3M
MA icon
18
Mastercard
MA
$465B
$776M 0.71%
3,213,049
+56,424
+2% +$16.8M
T icon
19
AT&T
T
$158B
$755M 0.69%
34,285,210
+1,248,791
+4% +$34.1M
HD icon
20
Home Depot
HD
$325B
$722M 0.66%
3,869,602
+140,256
+4% +$30.8M
PEP icon
21
PepsiCo
PEP
$183B
$711M 0.65%
5,918,605
+224,506
+4% +$30.3M
PFE icon
22
Pfizer
PFE
$142B
$666M 0.61%
21,511,639
-536,181
-2% -$18.3M
WMT icon
23
Walmart Inc
WMT
$855B
$651M 0.6%
17,192,958
+523,029
+3% +$20.1M
ADBE icon
24
Adobe
ADBE
$86B
$633M 0.58%
1,988,927
+108,324
+6% +$37.1M
CSCO icon
25
Cisco
CSCO
$445B
$623M 0.57%
15,837,337
+406,368
+3% +$17.8M
1
2 3 4 5

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MCM
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PSUF
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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.