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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
KSS icon
501
Kohl's
KSS
$2.1B
$36.1M 0.03%
1,740,181
+481,781
+38% +$9.29M
NAB
502
DELISTED
NATL AUSTRALIA BK LTD ADS5
NAB
$36M 0.03%
5,718,366
+624,606
+12% +$3.94M
MLM icon
503
Martin Marietta Materials
MLM
$34.3B
$35.9M 0.03%
173,737
-10,148
-6% -$1.95M
JNPR
504
DELISTED
Juniper Networks
JNPR
$35.9M 0.03%
1,568,244
-75,807
-5% -$1.74M
ALC icon
505
Alcon
ALC
$32.8B
$35.8M 0.03%
624,848
-21,936
-3% -$1.24M
FFIV icon
506
F5
FFIV
$23B
$35.7M 0.03%
255,824
+52,083
+26% +$7.01M
TEVA icon
507
Teva Pharmaceuticals
TEVA
$36.2B
$35.7M 0.03%
2,892,026
-200,674
-6% -$2.27M
HES
508
DELISTED
Hess
HES
$35.6M 0.03%
687,329
-222,512
-24% -$10.2M
TRGP icon
509
Targa Resources
TRGP
$57.4B
$35.5M 0.03%
1,770,712
+139,826
+9% +$2.1M
BMRN icon
510
BioMarin Pharmaceuticals
BMRN
$11.6B
$35.4M 0.03%
286,853
+62,816
+28% +$6.24M
CDW icon
511
CDW
CDW
$17.6B
$35.4M 0.03%
304,432
-15,072
-5% -$1.63M
MUFG icon
512
Mitsubishi UFJ Financial
MUFG
$260B
$35.3M 0.03%
8,986,535
-3,464,408
-28% -$13.7M
PNW icon
513
Pinnacle West Capital
PNW
$12.8B
$35.3M 0.03%
481,436
-111,956
-19% -$8.45M
GHY
514
PGIM Global High Yield Fund
GHY
$479M
$35.3M 0.03%
2,772,875
+174,953
+7% +$2.12M
GL icon
515
Globe Life
GL
$13.5B
$35.3M 0.03%
475,036
-7,285
-2% -$553K
WRB icon
516
W.R. Berkley
WRB
$28.1B
$35.1M 0.03%
1,378,296
+261,434
+23% +$6.41M
IFX
517
DELISTED
INFINEON TECH AG ADS(REP1 ORD)
IFX
$35M 0.03%
1,488,325
-64,485
-4% -$1.52M
LBRDK icon
518
Liberty Broadband Class C
LBRDK
$4.44B
$34.9M 0.03%
281,876
+612
+0.2% +$76.8K
VOD icon
519
Vodafone
VOD
$36.4B
$34.8M 0.03%
2,185,922
-245,721
-10% -$3.71M
BAP icon
520
Credicorp
BAP
$31.1B
$34.8M 0.03%
260,143
-54,557
-17% -$7.77M
VTRS icon
521
Viatris
VTRS
$20.5B
$34.8M 0.03%
2,162,389
+772,780
+56% +$12.5M
MXIM
522
DELISTED
Maxim Integrated Products
MXIM
$34.7M 0.03%
572,836
-18,402
-3% -$1.02M
JHX icon
523
James Hardie Industries
JHX
$15.5B
$34.5M 0.03%
1,790,889
+229,166
+15% +$3.52M
TER icon
524
Teradyne
TER
$52.4B
$34.4M 0.03%
407,039
-33,368
-8% -$2.24M
SGEN
525
DELISTED
Seagen Inc. Common Stock
SGEN
$34.4M 0.03%
202,321
+11,435
+6% +$1.71M
19 20
21
22 23

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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.