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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
MSFT icon
1
Microsoft
MSFT
$3.77T
$6.42B 4.93%
31,570,038
+604,522
+2% +$110M
AAPL icon
2
Apple
AAPL
$4.63T
$5.16B 3.96%
56,593,364
-341,892
-0.6% -$26.5M
VOO icon
3
Vanguard S&P 500 ETF
VOO
$1.03T
$3.98B 3.06%
14,046,831
+2,480,699
+21% +$668M
AMZN icon
4
Amazon
AMZN
$2.79T
$3.58B 2.75%
25,963,900
+713,880
+3% +$86.2M
META icon
5
Meta Platforms (Facebook)
META
$1.47T
$1.96B 1.5%
8,633,661
+211,398
+3% +$44.1M
GOOGL icon
6
Alphabet (Google) Class A
GOOGL
$4.19T
$1.55B 1.19%
21,807,860
-73,600
-0.3% -$4.96M
JNJ icon
7
Johnson & Johnson
JNJ
$638B
$1.49B 1.14%
10,601,320
+104,388
+1% +$15.2M
IVV icon
8
iShares Core S&P 500 ETF
IVV
$900B
$1.28B 0.98%
4,117,274
-2,972,991
-42% -$873M
V icon
9
Visa
V
$710B
$1.26B 0.97%
6,534,694
-7,807
-0.1% -$1.43M
GOOG icon
10
Alphabet (Google) Class C
GOOG
$4.14T
$1.16B 0.89%
16,405,920
+492,120
+3% +$33.2M
UNH icon
11
UnitedHealth
UNH
$354B
$1.08B 0.83%
3,669,158
+33,960
+0.9% +$9.73M
INTC icon
12
Intel
INTC
$479B
$1.06B 0.82%
17,764,994
+299,179
+2% +$17.9M
PG icon
13
Procter & Gamble
PG
$333B
$1.06B 0.81%
8,868,329
-15,535
-0.2% -$1.81M
JPM icon
14
JPMorgan Chase
JPM
$947B
$1.04B 0.8%
11,031,173
-426,676
-4% -$40.5M
HD icon
15
Home Depot
HD
$330B
$962M 0.74%
3,839,136
-30,466
-0.8% -$6.97M
MA icon
16
Mastercard
MA
$521B
$959M 0.74%
3,242,569
+29,520
+0.9% +$8.32M
BRK.B icon
17
Berkshire Hathaway Class B
BRK.B
$1.08T
$879M 0.67%
4,923,265
-154,544
-3% -$28.2M
ADBE icon
18
Adobe
ADBE
$115B
$865M 0.66%
1,987,224
-1,703
-0.1% -$631K
VZ icon
19
Verizon
VZ
$206B
$857M 0.66%
15,553,874
-36,486
-0.2% -$2.05M
MRK icon
20
Merck
MRK
$364B
$835M 0.64%
11,321,838
-22,201
-0.2% -$1.67M
CSCO icon
21
Cisco
CSCO
$438B
$793M 0.61%
16,996,373
+1,159,036
+7% +$50.8M
PEP icon
22
PepsiCo
PEP
$191B
$782M 0.6%
5,913,630
-4,975
-0.1% -$656K
T icon
23
AT&T
T
$176B
$706M 0.54%
30,930,005
-3,355,205
-10% -$76.4M
WMT icon
24
Walmart Inc
WMT
$816B
$695M 0.53%
17,404,338
+211,380
+1% +$8.69M
PYPL icon
25
PayPal
PYPL
$45.5B
$694M 0.53%
3,984,381
+149,984
+4% +$20.7M
1
2 3 4 5

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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.