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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
+21.78%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$130B
AUM Growth
+$21B
Cap. Flow
-$783M
Cap. Flow %
-0.6%
Top 10 Hldgs %
21.37%
Holding
4,121
New
201
Increased
1,660
Reduced
2,033
Closed
213

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$668M
2
GLD icon
SPDR Gold Trust
GLD
+$152M
3
ABBV icon
AbbVie
ABBV
+$124M
4
MSFT icon
Microsoft
MSFT
+$110M
5
AMZN icon
Amazon
AMZN
+$86.2M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$873M
2
AGN
Allergan plc
AGN
+$166M
3
RTN
Raytheon Company
RTN
+$152M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$133M
5
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$91.1M

Sector Composition

Rank Sector Weight
1 Technology 20.88%
2 Miscellaneous 13.36%
3 Healthcare 12.72%
4 Financials 11.85%
5 Consumer Discretionary 9.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GILD icon
51
Gilead Sciences
GILD
$181B
$444M 0.34%
5,772,461
+441,749
+8% +$33.9M
AMT icon
52
American Tower
AMT
$82.1B
$438M 0.34%
1,695,823
+12,591
+0.7% +$3.11M
IEFA icon
53
iShares Core MSCI EAFE ETF
IEFA
$195B
$423M 0.32%
7,394,771
-64,320
-0.9% -$3.49M
QCOM icon
54
Qualcomm
QCOM
$175B
$420M 0.32%
4,603,235
+59,253
+1% +$4.75M
DHR icon
55
Danaher
DHR
$152B
$415M 0.32%
2,644,691
+90,946
+4% +$13.1M
C icon
56
Citigroup
C
$223B
$380M 0.29%
7,441,921
-546,550
-7% -$25.9M
INTU icon
57
Intuit
INTU
$97.9B
$378M 0.29%
1,277,432
-32,885
-3% -$9.02M
CVS icon
58
CVS Health
CVS
$119B
$375M 0.29%
5,768,842
-12,831
-0.2% -$808K
IBM icon
59
IBM
IBM
$222B
$371M 0.29%
3,216,274
+9,354
+0.3% +$1.09M
MDT icon
60
Medtronic
MDT
$117B
$360M 0.28%
3,924,052
+92,053
+2% +$8.83M
HON icon
61
Honeywell
HON
$69B
$356M 0.27%
2,614,081
-132,708
-5% -$17.6M
LIN icon
62
Linde
LIN
$225B
$353M 0.27%
1,662,661
-48,532
-3% -$9.37M
AVGO icon
63
Broadcom
AVGO
$1.76T
$351M 0.27%
11,117,020
+384,230
+4% +$10.8M
SPGI icon
64
S&P Global
SPGI
$131B
$344M 0.26%
1,044,498
+43,171
+4% +$13M
TGT icon
65
Target
TGT
$74B
$342M 0.26%
2,855,554
+134,351
+5% +$15.3M
MMM icon
66
3M
MMM
$90B
$333M 0.26%
2,552,556
+358,659
+16% +$45.2M
LMT icon
67
Lockheed Martin
LMT
$130B
$323M 0.25%
884,165
+28,669
+3% +$10.8M
PM icon
68
Philip Morris
PM
$299B
$314M 0.24%
4,478,915
-517,747
-10% -$37.8M
SBUX icon
69
Starbucks
SBUX
$123B
$305M 0.23%
4,150,339
+182,892
+5% +$13.7M
CHTR icon
70
Charter Communications
CHTR
$18.4B
$278M 0.21%
544,812
+12,838
+2% +$6.51M
MCO icon
71
Moody's
MCO
$89.3B
$278M 0.21%
1,011,290
+16,620
+2% +$4.22M
KR icon
72
Kroger
KR
$35.3B
$277M 0.21%
8,170,632
+989,496
+14% +$32.1M
BABA icon
73
Alibaba
BABA
$295B
$274M 0.21%
1,272,289
-56,806
-4% -$11.8M
FIS icon
74
Fidelity National Information Services
FIS
$21.4B
$274M 0.21%
2,041,136
+4,976
+0.2% +$653K
VRTX icon
75
Vertex Pharmaceuticals
VRTX
$137B
$270M 0.21%
929,046
-22,113
-2% -$6M
1 2
3
4 5

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MCM
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PSUF
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IA
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BAM
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Parametric Portfolio Associates's Q2 2020 Portfolio in Review

As of Q2 2020, Parametric Portfolio Associates held 4,121 positions worth $130B, up 19% from $109B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

Parametric Portfolio Associates's Q2 2020 filing shows 201 new, 1,660 increased, 2,033 reduced and 213 closed positions. Its largest new stake was Otis Worldwide: 986,524 shares worth $56.1M. The largest sale was iShares Core S&P 500 ETF, an estimated $873M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 19% a quarter earlier, followed by Miscellaneous and Healthcare.

  • Parametric Portfolio Associates's largest Q2 2020 buy was Otis Worldwide: 986,524 shares worth $56.1M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q2 2020, an estimated $668M increase.
  • Parametric Portfolio Associates's biggest Q2 2020 reduction was iShares Core S&P 500 ETF, cutting an estimated $873M.
  • Parametric Portfolio Associates fully exited Allergan plc in Q2 2020, selling an estimated $166M.
  • Parametric Portfolio Associates's ten largest holdings make up 21% of its $130B portfolio in Q2 2020.
  • Parametric Portfolio Associates opened 201 new positions and closed 213 in Q2 2020.
  • Parametric Portfolio Associates's portfolio value rose 19% quarter-over-quarter to $130B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2020, filed 13 Aug 2020.