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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
Avg Time Held
18.8 quarters
Top 10 Avg Time Held
17.3 quarters
Top 20 Avg Time Held
13.6 quarters

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 Held Since
MSFT icon
1
Microsoft
MSFT
$4.01T
$6.42B 4.93%
31,570,038
+604,522
+2% +$110M
2013 Q2
28 quarters
AAPL icon
2
Apple
AAPL
$4.96T
$5.16B 3.96%
56,593,364
-341,892
-0.6% -$26.5M
2013 Q2
28 quarters
VOO icon
3
Vanguard S&P 500 ETF
VOO
$1.05T
$3.98B 3.06%
14,046,831
+2,480,699
+21% +$668M
2013 Q2
28 quarters
AMZN icon
4
Amazon
AMZN
$2.8T
$3.58B 2.75%
25,963,900
+713,880
+3% +$86.2M
2013 Q2
28 quarters
META icon
5
Meta Platforms (Facebook)
META
$1.89T
$1.96B 1.5%
8,633,661
+211,398
+3% +$44.1M
2013 Q2
28 quarters
GOOGL icon
6
Alphabet (Google) Class A
GOOGL
$4.31T
$1.55B 1.19%
21,807,860
-73,600
-0.3% -$4.96M
2015 Q4
18 quarters
JNJ icon
7
Johnson & Johnson
JNJ
$636B
$1.49B 1.14%
10,601,320
+104,388
+1% +$15.2M
2013 Q2
28 quarters
IVV icon
8
iShares Core S&P 500 ETF
IVV
$896B
$1.28B 0.98%
4,117,274
-2,972,991
-42% -$873M
2013 Q2
28 quarters
V icon
9
Visa
V
$733B
$1.26B 0.97%
6,534,694
-7,807
-0.1% -$1.43M
2013 Q2
28 quarters
GOOG icon
10
Alphabet (Google) Class C
GOOG
$4.27T
$1.16B 0.89%
16,405,920
+492,120
+3% +$33.2M
2013 Q2
28 quarters
UNH icon
11
UnitedHealth
UNH
$339B
$1.08B 0.83%
3,669,158
+33,960
+0.9% +$9.73M
2013 Q2
28 quarters
INTC icon
12
Intel
INTC
$534B
$1.06B 0.82%
17,764,994
+299,179
+2% +$17.9M
2013 Q2
28 quarters
PG icon
13
Procter & Gamble
PG
$355B
$1.06B 0.81%
8,868,329
-15,535
-0.2% -$1.81M
2013 Q2
28 quarters
JPM icon
14
JPMorgan Chase
JPM
$889B
$1.04B 0.8%
11,031,173
-426,676
-4% -$40.5M
2013 Q2
28 quarters
HD icon
15
Home Depot
HD
$291B
$962M 0.74%
3,839,136
-30,466
-0.8% -$6.97M
2013 Q2
28 quarters
MA icon
16
Mastercard
MA
$523B
$959M 0.74%
3,242,569
+29,520
+0.9% +$8.32M
2013 Q2
28 quarters
BRK.B icon
17
Berkshire Hathaway Class B
BRK.B
$1.11T
$879M 0.67%
4,923,265
-154,544
-3% -$28.2M
2013 Q2
28 quarters
ADBE icon
18
Adobe
ADBE
$92.7B
$865M 0.66%
1,987,224
-1,703
-0.1% -$631K
2013 Q2
28 quarters
VZ icon
19
Verizon
VZ
$177B
$857M 0.66%
15,553,874
-36,486
-0.2% -$2.05M
2013 Q2
28 quarters
MRK icon
20
Merck
MRK
$359B
$835M 0.64%
11,321,838
-22,201
-0.2% -$1.67M
2013 Q2
28 quarters
CSCO icon
21
Cisco
CSCO
$455B
$793M 0.61%
16,996,373
+1,159,036
+7% +$50.8M
2013 Q2
28 quarters
PEP icon
22
PepsiCo
PEP
$173B
$782M 0.6%
5,913,630
-4,975
-0.1% -$656K
2013 Q2
28 quarters
T icon
23
AT&T
T
$154B
$706M 0.54%
30,930,005
-3,355,205
-10% -$76.4M
2013 Q2
28 quarters
WMT icon
24
Walmart Inc
WMT
$895B
$695M 0.53%
17,404,338
+211,380
+1% +$8.69M
2013 Q2
28 quarters
PYPL icon
25
PayPal
PYPL
$48B
$694M 0.53%
3,984,381
+149,984
+4% +$20.7M
2015 Q3
19 quarters
1
2 3 4 5

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.