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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
PRGO icon
576
Perrigo
PRGO
$1.4B
$29.9M 0.02%
541,741
+42,551
+9% +$2.24M
HUN icon
577
Huntsman Corp
HUN
$2.06B
$29.9M 0.02%
1,665,461
+7,232
+0.4% +$121K
VNO icon
578
Vornado Realty Trust
VNO
$7.43B
$29.9M 0.02%
783,055
+301,952
+63% +$11.7M
SKM icon
579
SK Telecom
SKM
$13.5B
$29.8M 0.02%
937,733
-401,386
-30% -$12.4M
DRE
580
DELISTED
Duke Realty Corp.
DRE
$29.8M 0.02%
842,833
+59,371
+8% +$2.03M
MPWR icon
581
Monolithic Power Systems
MPWR
$65.8B
$29.7M 0.02%
125,300
+10,590
+9% +$2.14M
CHE icon
582
Chemed
CHE
$6.76B
$29.6M 0.02%
65,539
-7
-0% -$3.13K
FUJI
583
DELISTED
FUJI FILM HOLDINGS ADR 2 ORD
FUJI
$29.5M 0.02%
688,234
-157,304
-19% -$6.74M
KYO
584
DELISTED
Kyocera Adr
KYO
$29.4M 0.02%
539,993
-132,821
-20% -$7.23M
GWRE icon
585
Guidewire Software
GWRE
$12.4B
$29.4M 0.02%
265,184
+39,830
+18% +$3.83M
STE icon
586
Steris
STE
$21.3B
$29.4M 0.02%
191,389
+2,073
+1% +$316K
WDAY icon
587
Workday
WDAY
$36.4B
$29.3M 0.02%
156,187
-25,250
-14% -$4.08M
AMCR icon
588
Amcor
AMCR
$20.9B
$29.2M 0.02%
572,858
+56,161
+11% +$2.62M
GAP
589
The Gap Inc
GAP
$7.07B
$29.2M 0.02%
2,317,162
+476,473
+26% +$4.29M
TD icon
590
Toronto Dominion Bank
TD
$198B
$29.2M 0.02%
653,748
-122,217
-16% -$5.2M
STM icon
591
STMicroelectronics
STM
$47.7B
$29.1M 0.02%
1,061,971
-32,286
-3% -$803K
CBOE icon
592
Cboe Global Markets
CBOE
$30.2B
$29.1M 0.02%
312,005
-31,818
-9% -$3.13M
EPD icon
593
Enterprise Products Partners
EPD
$82.5B
$29M 0.02%
1,597,166
-18,644
-1% -$333K
ALK icon
594
Alaska Air
ALK
$5.3B
$29M 0.02%
799,245
+304,142
+61% +$9.9M
NI icon
595
NiSource
NI
$22B
$28.9M 0.02%
1,269,957
-281,466
-18% -$6.79M
RVTY icon
596
Revvity
RVTY
$12.1B
$28.7M 0.02%
292,575
+2,105
+0.7% +$192K
IT icon
597
Gartner
IT
$9.87B
$28.6M 0.02%
236,108
+59,783
+34% +$6.91M
MMP
598
DELISTED
Magellan Midstream Partners, L.P.
MMP
$28.6M 0.02%
662,771
-14,189
-2% -$599K
MGA icon
599
Magna International
MGA
$18.3B
$28.6M 0.02%
641,763
-2,938
-0.5% -$116K
AIZ icon
600
Assurant
AIZ
$13.7B
$28.3M 0.02%
274,452
-27,826
-9% -$2.88M
22 23
24
25 26

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AF
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MCM
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PSUF
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IA
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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 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.