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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
MKL icon
476
Markel Group
MKL
$25.5B
$39.6M 0.03%
42,842
-14,080
-25% -$12.8M
ANZ
477
DELISTED
AUSTRALIA & NW ZEAL ADS(RP5 SH
ANZ
$39.4M 0.03%
3,062,451
+820,111
+37% +$10.6M
TWLO icon
478
Twilio
TWLO
$29.5B
$39.2M 0.03%
178,761
+31,379
+21% +$5.04M
RNG icon
479
RingCentral
RNG
$4.77B
$39M 0.03%
136,714
+5,874
+4% +$1.49M
VMC icon
480
Vulcan Materials
VMC
$37.4B
$38.8M 0.03%
334,480
-107,521
-24% -$11.8M
HMC icon
481
Honda
HMC
$39.3B
$38.7M 0.03%
1,515,387
-238,210
-14% -$5.79M
RY icon
482
Royal Bank of Canada
RY
$295B
$38.6M 0.03%
568,852
-150,487
-21% -$9.57M
ANET icon
483
Arista Networks
ANET
$214B
$38.4M 0.03%
2,926,176
+66,912
+2% +$905K
AAP icon
484
Advance Auto Parts
AAP
$3.54B
$38.3M 0.03%
269,087
+49,288
+22% +$6.27M
SPOT icon
485
Spotify
SPOT
$105B
$38M 0.03%
147,085
+31,854
+28% +$5.46M
WY icon
486
Weyerhaeuser
WY
$17.7B
$38M 0.03%
1,690,257
-223,792
-12% -$4.53M
LVS icon
487
Las Vegas Sands
LVS
$32B
$37.3M 0.03%
820,032
-260,195
-24% -$12.2M
DPZ icon
488
Domino's
DPZ
$11.6B
$37.3M 0.03%
101,064
-6,813
-6% -$2.51M
CP icon
489
Canadian Pacific Kansas City
CP
$81.4B
$37.1M 0.03%
726,145
-49,630
-6% -$2.35M
EXPE icon
490
Expedia Group
EXPE
$35.5B
$37.1M 0.03%
451,067
+55,758
+14% +$4.05M
LEA icon
491
Lear
LEA
$7.45B
$37.1M 0.03%
523,205
-21,674
-4% -$2.16M
TAP icon
492
Molson Coors Class B
TAP
$7.97B
$37M 0.03%
1,077,680
-160,806
-13% -$6.42M
ESS icon
493
Essex Property Trust
ESS
$18.9B
$37M 0.03%
161,535
-18,120
-10% -$4.34M
EMD
494
Western Asset Emerging Markets Debt Fund
EMD
$613M
$36.9M 0.03%
2,998,035
+63,062
+2% +$725K
MDY icon
495
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$36.8M 0.03%
113,320
-725
-0.6% -$220K
MPT
496
Medical Properties Trust
MPT
$2.89B
$36.7M 0.03%
1,951,484
+189,322
+11% +$3.35M
VIGI icon
497
Vanguard International Dividend Appreciation ETF
VIGI
$9.04B
$36.6M 0.03%
546,249
+14,801
+3% +$937K
IFF icon
498
International Flavors & Fragrances
IFF
$20.2B
$36.5M 0.03%
298,232
+25,451
+9% +$3.22M
FBIN icon
499
Fortune Brands Innovations
FBIN
$6.09B
$36.4M 0.03%
665,251
+21,001
+3% +$977K
SPLK
500
DELISTED
Splunk Inc
SPLK
$36.3M 0.03%
182,722
-1,591
-0.9% -$252K
18 19
20
21 22

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MCM
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PSUF
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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.