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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
RACE icon
526
Ferrari
RACE
$66.8B
$34.3M 0.03%
200,654
+3,420
+2% +$551K
WAT icon
527
Waters Corp
WAT
$36.4B
$34.3M 0.03%
189,899
-18,285
-9% -$3.46M
ERIC icon
528
Ericsson
ERIC
$31.8B
$34.1M 0.03%
3,662,663
+327,282
+10% +$2.84M
BAH icon
529
Booz Allen Hamilton
BAH
$8.59B
$34M 0.03%
437,223
-84,617
-16% -$6.4M
SNN icon
530
Smith & Nephew
SNN
$13.1B
$34M 0.03%
890,983
-44,252
-5% -$1.75M
PAYC icon
531
Paycom
PAYC
$7.05B
$34M 0.03%
109,646
+2,890
+3% +$769K
IX icon
532
ORIX
IX
$43.9B
$33.5M 0.03%
2,716,890
-445,300
-14% -$5.47M
DXC icon
533
DXC Technology
DXC
$1.68B
$33.4M 0.03%
2,025,805
+730,024
+56% +$11.6M
VEA icon
534
Vanguard FTSE Developed Markets ETF
VEA
$227B
$33.4M 0.03%
860,357
-151,758
-15% -$5.54M
J icon
535
Jacobs Solutions
J
$16B
$33.4M 0.03%
475,625
+356
+0.1% +$24K
ATO icon
536
Atmos Energy
ATO
$29.7B
$33.3M 0.03%
334,449
-9,909
-3% -$999K
COO icon
537
Cooper Companies
COO
$13.7B
$33.2M 0.03%
467,620
-3,112
-0.7% -$231K
RNR icon
538
RenaissanceRe
RNR
$13.7B
$33.2M 0.03%
193,833
-12,629
-6% -$2.07M
RHI icon
539
Robert Half
RHI
$4.07B
$32.8M 0.03%
621,523
-30,050
-5% -$1.43M
IUSV icon
540
iShares Core S&P US Value ETF
IUSV
$27.3B
$32.8M 0.03%
628,526
-721,081
-53% -$36.8M
AOD
541
abrdn Total Dynamic Dividend Fund
AOD
$1.1B
$32.8M 0.03%
4,256,202
+138,454
+3% +$1.01M
PANW icon
542
Palo Alto Networks
PANW
$259B
$32.7M 0.03%
854,670
+96,792
+13% +$3.41M
CHKP icon
543
Check Point Software Technologies
CHKP
$13.6B
$32.7M 0.03%
304,410
-47,468
-13% -$5.03M
DKS icon
544
Dick's Sporting Goods
DKS
$18.4B
$32.6M 0.03%
790,800
+113,510
+17% +$3.6M
IBN icon
545
ICICI Bank
IBN
$107B
$32.4M 0.02%
3,487,588
-974,412
-22% -$8.65M
RS icon
546
Reliance Steel & Aluminium
RS
$20.6B
$32.4M 0.02%
341,296
+32,695
+11% +$2.98M
PXD
547
DELISTED
Pioneer Natural Resource Co.
PXD
$32.2M 0.02%
330,076
-179,908
-35% -$15.9M
ZBRA icon
548
Zebra Technologies
ZBRA
$12.6B
$32.2M 0.02%
125,820
+18,415
+17% +$4.32M
DOX icon
549
Amdocs
DOX
$5.64B
$32.1M 0.02%
527,835
+106,971
+25% +$6.61M
WRK
550
DELISTED
WestRock Company
WRK
$32.1M 0.02%
1,136,419
-287,129
-20% -$8.16M
20 21
22
23 24

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AF
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MCM
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PSUF
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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.