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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
TYL icon
551
Tyler Technologies
TYL
$13B
$32M 0.02%
92,261
-208
-0.2% -$69.8K
FOXA icon
552
Fox Class A
FOXA
$23.8B
$31.9M 0.02%
1,188,573
+524,549
+79% +$14.2M
HDB icon
553
HDFC Bank
HDB
$119B
$31.7M 0.02%
1,393,622
-1,064,772
-43% -$21.9M
HLT icon
554
Hilton Worldwide
HLT
$75.3B
$31.7M 0.02%
431,044
-132,629
-24% -$9.84M
NJ
555
DELISTED
NIDEC CP (NIHON KABUSHIKI KAISHA)1 ADS REPTG .25 SH COM STK
NJ
$31.6M 0.02%
1,882,650
+853,585
+83% +$14.3M
ABMD
556
DELISTED
Abiomed Inc
ABMD
$31.4M 0.02%
130,121
+37,172
+40% +$7.46M
CINF icon
557
Cincinnati Financial
CINF
$28.5B
$31.4M 0.02%
490,877
-103,102
-17% -$6.81M
STLD icon
558
Steel Dynamics
STLD
$36.1B
$31.3M 0.02%
1,199,631
+1,473
+0.1% +$36.8K
CPB icon
559
Campbell Soup
CPB
$6.67B
$31.3M 0.02%
629,886
-22,634
-3% -$1.12M
UAL icon
560
United Airlines
UAL
$39.1B
$31.1M 0.02%
899,804
-125,297
-12% -$3.76M
ENB icon
561
Enbridge
ENB
$121B
$31M 0.02%
1,020,386
-214,463
-17% -$6.59M
EDU icon
562
New Oriental
EDU
$7.94B
$31M 0.02%
237,677
-43,581
-15% -$5.31M
BG icon
563
Bunge Global
BG
$22.8B
$30.9M 0.02%
750,969
+133,069
+22% +$5.16M
CHT icon
564
Chunghwa Telecom
CHT
$33.4B
$30.8M 0.02%
783,173
-125,275
-14% -$4.64M
XYL icon
565
Xylem
XYL
$28.6B
$30.8M 0.02%
474,044
-82,274
-15% -$5.43M
NTES icon
566
NetEase
NTES
$79.2B
$30.7M 0.02%
357,795
-16,205
-4% -$1.22M
AAL icon
567
American Airlines Group
AAL
$9.9B
$30.7M 0.02%
2,346,841
-456,843
-16% -$5.54M
DT
568
DELISTED
DEUTSCHE TELEKOM AG ADS (1ORD)
DT
$30.4M 0.02%
1,812,013
-761,616
-30% -$12.8M
QGEN icon
569
Qiagen
QGEN
$8.47B
$30.3M 0.02%
668,288
-74,529
-10% -$3.34M
RGLD icon
570
Royal Gold
RGLD
$17.1B
$30.3M 0.02%
243,726
-26,417
-10% -$3.19M
FSLY icon
571
Fastly Inc
FSLY
$3.14B
$30.3M 0.02%
355,517
+229,940
+183% +$9.06M
BIO icon
572
Bio-Rad Laboratories Class A
BIO
$8.47B
$30.1M 0.02%
66,761
-9,079
-12% -$4.01M
TEAM icon
573
Atlassian
TEAM
$24.3B
$30.1M 0.02%
167,056
+35,804
+27% +$5.95M
TLS
574
DELISTED
TELSTRA CRP LTD ADS(RP 5 ORD)
TLS
$30M 0.02%
2,772,345
+903
+0% +$9.76K
ALLE icon
575
Allegion
ALLE
$13.4B
$29.9M 0.02%
292,917
+18,702
+7% +$1.84M
21 22
23
24 25

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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.