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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
EMR icon
176
Emerson Electric
EMR
$86.6B
$132M 0.1%
2,125,474
-9,209
-0.4% -$523K
ROST icon
177
Ross Stores
ROST
$73.3B
$130M 0.1%
1,527,859
-90,376
-6% -$8.19M
NVO
178
Novo Nordisk
NVO
$202B
$128M 0.1%
3,919,710
-439,550
-10% -$14M
LHX icon
179
L3Harris
LHX
$48.9B
$128M 0.1%
755,920
-62,821
-8% -$11.8M
SBAC icon
180
SBA Communications
SBAC
$20.3B
$128M 0.1%
430,000
-4,467
-1% -$1.32M
MCHP icon
181
Microchip Technology
MCHP
$39.6B
$127M 0.1%
2,421,028
-71,028
-3% -$3.2M
ORLY icon
182
O'Reilly Automotive
ORLY
$71.6B
$127M 0.1%
4,512,180
+12,645
+0.3% +$331K
VRSN icon
183
VeriSign
VRSN
$26.4B
$127M 0.1%
612,477
+44,858
+8% +$9.31M
TM icon
184
Toyota
TM
$230B
$125M 0.1%
991,540
-98,881
-9% -$12.3M
COF icon
185
Capital One
COF
$132B
$123M 0.09%
1,966,432
-5,440
-0.3% -$339K
VLO icon
186
Valero Energy
VLO
$101B
$122M 0.09%
2,071,605
+41,691
+2% +$2.49M
MSCI icon
187
MSCI
MSCI
$41.5B
$121M 0.09%
363,495
-47,793
-12% -$15.5M
TROW icon
188
T. Rowe Price
TROW
$23.7B
$120M 0.09%
973,401
+25,055
+3% +$2.86M
STT icon
189
State Street
STT
$53.1B
$119M 0.09%
1,879,535
+65,433
+4% +$3.95M
CNC icon
190
Centene
CNC
$32B
$117M 0.09%
1,848,133
+99,405
+6% +$6.47M
MTD icon
191
Mettler-Toledo International
MTD
$28B
$116M 0.09%
144,210
+5,562
+4% +$4.14M
AIG icon
192
American International
AIG
$40.2B
$115M 0.09%
3,685,105
+117,083
+3% +$3.29M
DEO icon
193
Diageo
DEO
$51.7B
$115M 0.09%
853,697
-15,369
-2% -$2.11M
CTXS
194
DELISTED
Citrix Systems Inc
CTXS
$114M 0.09%
769,966
+25,625
+3% +$3.69M
WEC icon
195
WEC Energy
WEC
$34.6B
$113M 0.09%
1,288,054
-101,722
-7% -$9.18M
PRU icon
196
Prudential Financial
PRU
$41.3B
$113M 0.09%
1,852,122
+289,018
+18% +$17M
GD icon
197
General Dynamics
GD
$103B
$112M 0.09%
752,593
-11,495
-2% -$1.62M
SNY icon
198
Sanofi
SNY
$107B
$112M 0.09%
2,201,150
-215,099
-9% -$10.5M
SCHW
199
Charles Schwab
SCHW
$191B
$112M 0.09%
3,305,102
+289,290
+10% +$10.4M
IDXX icon
200
Idexx Laboratories
IDXX
$43.7B
$109M 0.08%
331,469
+11,655
+4% +$3.37M
6 7
8
9 10

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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 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.