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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
COUP
601
DELISTED
Coupa Software Incorporated
COUP
$28.3M 0.02%
102,138
+19,053
+23% +$3.84M
HST icon
602
Host Hotels & Resorts
HST
$17.1B
$28.2M 0.02%
2,615,695
-249,830
-9% -$2.87M
CRH icon
603
CRH
CRH
$68.7B
$28.2M 0.02%
820,702
-64,628
-7% -$1.99M
MITSY
604
DELISTED
MITSUI & CO LTD ADR (US)
MITSY
$28.1M 0.02%
95,368
-13,878
-13% -$4.1M
XYZ
605
Block Inc
XYZ
$48.4B
$28.1M 0.02%
267,885
-34,810
-12% -$2.66M
WSM icon
606
Williams-Sonoma
WSM
$27.6B
$28.1M 0.02%
684,506
+29,210
+4% +$994K
MPLX icon
607
MPLX
MPLX
$59.2B
$28M 0.02%
1,617,564
-33,712
-2% -$576K
RJF icon
608
Raymond James Financial
RJF
$33.3B
$27.9M 0.02%
608,078
-94,341
-13% -$4.25M
NFJ
609
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
$27.8M 0.02%
2,488,185
+110,903
+5% +$1.19M
NMR icon
610
Nomura Holdings
NMR
$28.6B
$27.8M 0.02%
6,262,156
-386,638
-6% -$1.61M
NLY icon
611
Annaly Capital Management
NLY
$16.9B
$27.7M 0.02%
1,056,803
+126,317
+14% +$3.12M
LW icon
612
Lamb Weston
LW
$7.3B
$27.7M 0.02%
432,875
-25,187
-5% -$1.52M
RDY icon
613
Dr. Reddy's Laboratories
RDY
$9.8B
$27.6M 0.02%
2,605,000
-716,585
-22% -$7.29M
FRT icon
614
Federal Realty Investment Trust
FRT
$11B
$27.6M 0.02%
324,111
+122,349
+61% +$9.88M
POOL icon
615
Pool Corp
POOL
$6.73B
$27.6M 0.02%
101,536
-9,612
-9% -$2.23M
ALLY icon
616
Ally Financial
ALLY
$13.3B
$27.6M 0.02%
1,390,771
-522,819
-27% -$8.9M
VST icon
617
Vistra
VST
$53B
$27.6M 0.02%
1,479,846
-18,053
-1% -$340K
UDR icon
618
UDR
UDR
$12.8B
$27.4M 0.02%
733,615
-3,649
-0.5% -$136K
CAJ
619
DELISTED
Canon, Inc.
CAJ
$27.3M 0.02%
1,368,255
-220,092
-14% -$4.55M
NBL
620
DELISTED
Noble Energy, Inc.
NBL
$27.3M 0.02%
3,044,818
+597,681
+24% +$5.34M
TECH icon
621
Bio-Techne
TECH
$11.2B
$27.2M 0.02%
411,468
+3,788
+0.9% +$227K
MYI icon
622
BlackRock MuniYield Quality Fund III
MYI
$713M
$27.1M 0.02%
2,084,874
+260,233
+14% +$3.26M
WAB icon
623
Wabtec
WAB
$50.8B
$27M 0.02%
468,908
+169,740
+57% +$9.61M
SCM
624
DELISTED
SWISSCOM AG ADS(RP 1/10 REG SH
SCM
$27M 0.02%
513,423
-6,491
-1% -$341K
HOG icon
625
Harley-Davidson
HOG
$2.61B
$26.8M 0.02%
1,127,574
+246,126
+28% +$5.35M
23 24
25
26 27

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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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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.