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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 20.88%
2 Miscellaneous 13.36%
3 Healthcare 12.72%
4 Financials 11.85%
5 Consumer Discretionary 9.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MDLZ icon
76
Mondelez International
MDLZ
$79.7B
$269M 0.21%
5,261,287
-361,305
-6% -$18.6M
RTX icon
77
RTX Corp
RTX
$285B
$268M 0.21%
4,356,964
+762,792
+21% +$47.6M
AMAT icon
78
Applied Materials
AMAT
$367B
$268M 0.21%
4,429,034
+223,094
+5% +$12M
ITW icon
79
Illinois Tool Works
ITW
$79.8B
$262M 0.2%
1,497,806
+61,215
+4% +$10M
ADP icon
80
Automatic Data Processing
ADP
$114B
$260M 0.2%
1,743,700
+236,778
+16% +$33.9M
DG icon
81
Dollar General
DG
$27B
$260M 0.2%
1,362,212
-123,313
-8% -$22.3M
BLK icon
82
Blackrock
BLK
$180B
$259M 0.2%
475,442
+53,575
+13% +$27.1M
IEMG icon
83
iShares Core MSCI Emerging Markets ETF
IEMG
$161B
$257M 0.2%
5,403,965
+1,305,346
+32% +$58.3M
IWF icon
84
iShares Russell 1000 Growth ETF
IWF
$126B
$257M 0.2%
5,346,568
-603,248
-10% -$26.6M
CCI icon
85
Crown Castle
CCI
$32.4B
$256M 0.2%
1,528,381
+28,616
+2% +$4.61M
WFC icon
86
Wells Fargo
WFC
$262B
$252M 0.19%
9,840,801
-518,863
-5% -$14.2M
BDX icon
87
Becton Dickinson
BDX
$51.7B
$251M 0.19%
1,076,152
+6,946
+0.6% +$1.67M
MO icon
88
Altria Group
MO
$114B
$250M 0.19%
6,379,282
+574,385
+10% +$22.4M
HUM icon
89
Humana
HUM
$46.5B
$250M 0.19%
645,647
+29,933
+5% +$11.2M
TJX icon
90
TJX Companies
TJX
$149B
$250M 0.19%
4,950,814
-448,420
-8% -$22.5M
VTI icon
91
Vanguard Morningstar Total Stock Market ETF
VTI
$687B
$250M 0.19%
1,594,655
-64,699
-4% -$9.54M
ELV icon
92
Elevance Health
ELV
$85.7B
$241M 0.18%
915,051
+9,029
+1% +$2.41M
KMB icon
93
Kimberly-Clark
KMB
$36.5B
$232M 0.18%
1,641,487
+5,307
+0.3% +$733K
BA icon
94
Boeing
BA
$166B
$230M 0.18%
1,257,001
+147,580
+13% +$22.7M
SHW icon
95
Sherwin-Williams
SHW
$83.7B
$228M 0.18%
1,185,999
-22,464
-2% -$4.05M
MS icon
96
Morgan Stanley
MS
$337B
$228M 0.17%
4,714,638
+296,420
+7% +$12.4M
ECL icon
97
Ecolab
ECL
$80.4B
$226M 0.17%
1,135,535
-49,567
-4% -$9.6M
D icon
98
Dominion Energy
D
$57.4B
$225M 0.17%
2,777,393
-57,417
-2% -$4.61M
CI icon
99
Cigna
CI
$73.6B
$225M 0.17%
1,198,838
-13,634
-1% -$2.59M
NVS icon
100
Novartis
NVS
$292B
$223M 0.17%
2,549,664
-57,061
-2% -$4.93M
2 3
4
5 6

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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 Miscellaneous and Healthcare.

  • 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.