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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
UN
151
DELISTED
Unilever NV New York Registry Shares
UN
$150M 0.12%
2,821,824
-60,458
-2% -$3.07M
PSX icon
152
Phillips 66
PSX
$97.4B
$150M 0.12%
2,089,695
-21,050
-1% -$1.49M
USB icon
153
US Bancorp
USB
$97.3B
$150M 0.12%
4,072,518
+31,691
+0.8% +$1.13M
TMUS icon
154
T-Mobile US
TMUS
$195B
$150M 0.12%
1,438,215
+524,373
+57% +$50.3M
ITOT icon
155
iShares Core S&P Total US Stock Market ETF
ITOT
$97.4B
$149M 0.11%
2,150,578
+134,927
+7% +$8.82M
CMI icon
156
Cummins
CMI
$77.8B
$149M 0.11%
859,923
+21,881
+3% +$3.5M
WM icon
157
Waste Management
WM
$87.8B
$147M 0.11%
1,391,303
-122,908
-8% -$12.4M
BSX icon
158
Boston Scientific
BSX
$67.9B
$146M 0.11%
4,169,578
+365,782
+10% +$13.2M
GIS icon
159
General Mills
GIS
$22.2B
$146M 0.11%
2,364,874
+115,687
+5% +$6.98M
GE icon
160
GE Aerospace
GE
$355B
$146M 0.11%
4,281,305
-1,277,117
-23% -$43.1M
AEP icon
161
American Electric Power
AEP
$66.6B
$144M 0.11%
1,812,595
-30,896
-2% -$2.52M
EW icon
162
Edwards Lifesciences
EW
$52B
$144M 0.11%
2,079,518
+34,847
+2% +$2.48M
EA
163
DELISTED
Electronic Arts
EA
$143M 0.11%
1,080,802
+26,588
+3% +$3.14M
NSC icon
164
Norfolk Southern
NSC
$78.3B
$143M 0.11%
811,879
+6,343
+0.8% +$1.07M
DE icon
165
Deere & Co
DE
$170B
$141M 0.11%
899,114
-110,398
-11% -$16M
ILMN icon
166
Illumina
ILMN
$32.6B
$141M 0.11%
391,837
+22,558
+6% +$7.26M
MCK icon
167
McKesson
MCK
$104B
$141M 0.11%
919,981
+97,585
+12% +$14.1M
BBY icon
168
Best Buy
BBY
$17.4B
$138M 0.11%
1,582,222
+55,440
+4% +$4.2M
GPN icon
169
Global Payments
GPN
$24.3B
$136M 0.1%
803,391
+2,323
+0.3% +$387K
CB icon
170
Chubb
CB
$131B
$136M 0.1%
1,073,706
-320,020
-23% -$37.1M
AMP icon
171
Ameriprise Financial
AMP
$49.4B
$135M 0.1%
896,594
+65,789
+8% +$8.43M
AZO icon
172
AutoZone
AZO
$48.4B
$134M 0.1%
118,984
+631
+0.5% +$665K
CLX icon
173
Clorox
CLX
$12.4B
$134M 0.1%
609,513
-7,319
-1% -$1.46M
AON icon
174
Aon
AON
$75.4B
$134M 0.1%
693,541
+4,292
+0.6% +$800K
DD icon
175
DuPont de Nemours
DD
$18.5B
$134M 0.1%
2,002,510
+330,288
+20% +$19.3M
5 6
7
8 9

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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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ACI
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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.