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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
FCX icon
426
Freeport-McMoran
FCX
$90.2B
$44.3M 0.03%
3,828,002
-37,931
-1% -$348K
VTR icon
427
Ventas
VTR
$48.7B
$44.2M 0.03%
1,207,756
+224,270
+23% +$7.41M
EVRG icon
428
Evergy
EVRG
$19.8B
$44.2M 0.03%
745,225
-26,623
-3% -$1.58M
NUE icon
429
Nucor
NUE
$56.4B
$44.1M 0.03%
1,065,235
-67,943
-6% -$2.75M
MAA icon
430
Mid-America Apartment Communities
MAA
$15.5B
$44.1M 0.03%
384,407
+32,344
+9% +$3.64M
EQR icon
431
Equity Residential
EQR
$25.2B
$43.8M 0.03%
744,966
-171,457
-19% -$10.6M
UBS icon
432
UBS Group
UBS
$172B
$43.8M 0.03%
3,794,059
+626,472
+20% +$6.45M
BCE icon
433
BCE
BCE
$19.8B
$43.7M 0.03%
1,045,167
+24,255
+2% +$998K
MUI
434
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$43.6M 0.03%
3,159,436
+154,073
+5% +$2.06M
CE icon
435
Celanese
CE
$4.87B
$43.5M 0.03%
503,335
+40,223
+9% +$3.35M
AJG icon
436
Arthur J. Gallagher & Co
AJG
$65.1B
$43.4M 0.03%
445,020
+20,155
+5% +$1.78M
INGR icon
437
Ingredion
INGR
$6.4B
$43.3M 0.03%
521,671
+9,682
+2% +$792K
BAY
438
DELISTED
BAYER AG SPONS ADR
BAY
$43.2M 0.03%
2,318,253
+42,315
+2% +$788K
O icon
439
Realty Income
O
$61.1B
$43.1M 0.03%
746,755
-76,118
-9% -$4.05M
PUK icon
440
Prudential
PUK
$36.6B
$43M 0.03%
1,460,984
+376,420
+35% +$9.95M
NTAP icon
441
NetApp
NTAP
$33.3B
$43M 0.03%
968,461
+114,027
+13% +$4.9M
PKG icon
442
Packaging Corp of America
PKG
$22.5B
$42.9M 0.03%
429,806
-55,263
-11% -$5.26M
FDS icon
443
Factset
FDS
$9.46B
$42.8M 0.03%
130,311
-1,129
-0.9% -$326K
SIVB
444
DELISTED
SVB Financial Group
SIVB
$42.8M 0.03%
198,524
+26,729
+16% +$5.15M
B
445
Barrick Mining
B
$62.6B
$42.8M 0.03%
1,587,650
-247,304
-13% -$6.18M
ETFC
446
DELISTED
E*Trade Financial Corporation
ETFC
$42.7M 0.03%
859,475
+46,359
+6% +$2M
DLTR icon
447
Dollar Tree
DLTR
$24.1B
$42.6M 0.03%
459,989
-91,373
-17% -$7.62M
MFG icon
448
Mizuho Financial
MFG
$129B
$42.4M 0.03%
17,160,661
+4,369,628
+34% +$10.4M
LUV icon
449
Southwest Airlines
LUV
$22.2B
$42.4M 0.03%
1,240,055
-251,728
-17% -$8M
BF
450
DELISTED
BASF AKTIENGESELLT ADS(RP1 ORD
BF
$42.2M 0.03%
3,012,279
+430,793
+17% +$6.03M
16 17
18
19 20

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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.