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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
NBIS
451
Nebius Group N.V.
NBIS
$47.7B
$42.1M 0.03%
841,514
-76,998
-8% -$3.08M
WST icon
452
West Pharmaceutical
WST
$23.3B
$42.1M 0.03%
185,238
+1,481
+0.8% +$291K
OKTA icon
453
Okta
OKTA
$23.9B
$42.1M 0.03%
210,124
+700
+0.3% +$119K
TTWO icon
454
Take-Two Interactive
TTWO
$45.3B
$42M 0.03%
300,849
+52,782
+21% +$6.9M
ING icon
455
ING
ING
$95.7B
$41.7M 0.03%
6,045,036
+2,415,397
+67% +$14.7M
JD icon
456
JD.com
JD
$41.8B
$41.7M 0.03%
692,205
-51,784
-7% -$2.62M
VWO icon
457
Vanguard FTSE Emerging Markets ETF
VWO
$120B
$41.6M 0.03%
1,051,186
-34,797
-3% -$1.29M
IVZ icon
458
Invesco
IVZ
$13.3B
$41.4M 0.03%
3,843,635
+54,274
+1% +$487K
IEX icon
459
IDEX
IEX
$16.6B
$41.3M 0.03%
261,377
-8,498
-3% -$1.3M
DASTY
460
DELISTED
DASSAULT SYSTEMES SA ADR
DASTY
$41.3M 0.03%
238,558
-13,689
-5% -$2.37M
CNP icon
461
CenterPoint Energy
CNP
$28.8B
$41.2M 0.03%
2,204,403
+504,447
+30% +$8.69M
XOP icon
462
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.47B
$41.1M 0.03%
788,056
+4,720
+0.6% +$238K
HIT
463
DELISTED
HITACHI LTD ADR (10COM)NEW
HIT
$40.9M 0.03%
647,954
-27,734
-4% -$1.75M
ODFL icon
464
Old Dominion Freight Line
ODFL
$47.2B
$40.9M 0.03%
482,068
+44,582
+10% +$3.38M
HBAN icon
465
Huntington Bancshares
HBAN
$34.7B
$40.5M 0.03%
4,485,969
-328,664
-7% -$2.91M
AES icon
466
AES
AES
$10.6B
$40.5M 0.03%
2,795,988
-102,909
-4% -$1.35M
TWTR
467
DELISTED
Twitter, Inc.
TWTR
$40.4M 0.03%
1,356,648
-169,705
-11% -$5.12M
TXT icon
468
Textron
TXT
$16.7B
$40.2M 0.03%
1,220,689
-10,078
-0.8% -$298K
IWM icon
469
iShares Russell 2000 ETF
IWM
$80.3B
$40.1M 0.03%
280,189
+6,347
+2% +$833K
SCCO icon
470
Southern Copper
SCCO
$141B
$39.9M 0.03%
1,083,341
-235,661
-18% -$7.46M
NTRS icon
471
Northern Trust
NTRS
$22.4B
$39.8M 0.03%
502,007
-34,500
-6% -$2.74M
LNT icon
472
Alliant Energy
LNT
$19.1B
$39.8M 0.03%
832,146
-1,832
-0.2% -$89.2K
BCS icon
473
Barclays
BCS
$96.3B
$39.7M 0.03%
7,013,673
+1,903,619
+37% +$9.92M
HII icon
474
Huntington Ingalls Industries
HII
$11.4B
$39.6M 0.03%
227,140
-3,698
-2% -$687K
PHG icon
475
Philips
PHG
$24.3B
$39.6M 0.03%
1,041,494
+100,568
+11% +$3.5M
17 18
19
20 21

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MCM
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PSUF
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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.