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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 20.72%
2 Healthcare 12.56%
3 Financials 11.58%
4 Consumer Discretionary 9.18%
5 Communication Services 7.89%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HRL icon
401
Hormel Foods
HRL
$14.3B
$47.5M 0.04%
984,238
+2,458
+0.3% +$117K
CHRW icon
402
C.H. Robinson
CHRW
$20.6B
$47.4M 0.04%
600,039
+104,590
+21% +$7.9M
NICE icon
403
Nice
NICE
$5.57B
$47.4M 0.04%
250,359
-6,072
-2% -$1.06M
MTB icon
404
M&T Bank
MTB
$36B
$47.3M 0.04%
454,803
-32,768
-7% -$3.46M
GRMN
405
Garmin
GRMN
$46.8B
$47.1M 0.04%
482,978
+19,883
+4% +$1.7M
IPG
406
DELISTED
Interpublic Group of Companies
IPG
$47.1M 0.04%
2,742,185
-80,497
-3% -$1.33M
ARE icon
407
Alexandria Real Estate Equities
ARE
$8.96B
$47M 0.04%
289,919
+36,012
+14% +$5.5M
VEEV icon
408
Veeva Systems
VEEV
$31.6B
$47M 0.04%
200,559
-1,250
-0.6% -$248K
FANG icon
409
Diamondback Energy
FANG
$55.1B
$46.8M 0.04%
1,119,824
+113,431
+11% +$4.63M
XRAY icon
410
Dentsply Sirona
XRAY
$2.61B
$46.8M 0.04%
1,061,675
+40,300
+4% +$1.7M
AVY icon
411
Avery Dennison
AVY
$12.5B
$46.7M 0.04%
409,491
+82,405
+25% +$9.05M
APTV icon
412
Aptiv
APTV
$12.2B
$46.6M 0.04%
597,716
-189,005
-24% -$13M
BRK.A icon
413
Berkshire Hathaway Class A
BRK.A
$1.07T
$46.2M 0.04%
173
– –
DVA icon
414
DaVita
DVA
$15.2B
$46.2M 0.04%
583,395
+96,267
+20% +$7.52M
DRI icon
415
Darden Restaurants
DRI
$23.4B
$46M 0.04%
606,494
+200,339
+49% +$14.2M
DAL icon
416
Delta Air Lines
DAL
$57B
$45.8M 0.04%
1,632,090
-268,150
-14% -$6.82M
CBRE icon
417
CBRE Group
CBRE
$42.1B
$45.8M 0.04%
1,011,937
-237,173
-19% -$10.2M
SYF icon
418
Synchrony
SYF
$24.5B
$45.5M 0.03%
2,051,723
-37,349
-2% -$728K
WU icon
419
Western Union
WU
$2.55B
$45.5M 0.03%
2,102,923
-102,603
-5% -$2.08M
YUMC icon
420
Yum China
YUMC
$15.3B
$45.4M 0.03%
945,042
-53,410
-5% -$2.52M
NDAQ icon
421
Nasdaq
NDAQ
$52.5B
$45.4M 0.03%
1,138,944
+115,209
+11% +$4.29M
KMX icon
422
CarMax
KMX
$8.29B
$45.1M 0.03%
503,154
+9,489
+2% +$744K
DOCU
423
DocuSign
DOCU
$10.1B
$45M 0.03%
261,374
-133,747
-34% -$16.9M
BKR icon
424
Baker Hughes
BKR
$60.1B
$44.9M 0.03%
2,918,394
+816,633
+39% +$11.9M
BIDU icon
425
Baidu
BIDU
$35.8B
$44.7M 0.03%
372,494
+6,977
+2% +$746K
15 16
17
18 19

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AF
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MCM
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PSUF
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IA
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SCC
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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 Healthcare and Financials.

  • 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.