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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
HAS icon
651
Hasbro
HAS
$12.8B
$24.9M 0.02%
332,186
-11,129
-3% -$805K
M icon
652
Macy's
M
$6.57B
$24.7M 0.02%
3,589,028
+364,782
+11% +$2.25M
BUD icon
653
AB InBev
BUD
$156B
$24.6M 0.02%
499,077
+214,232
+75% +$10M
SEE
654
DELISTED
Sealed Air
SEE
$24.5M 0.02%
747,163
-22,096
-3% -$663K
VER
655
DELISTED
VEREIT, Inc.
VER
$24.5M 0.02%
761,457
-140,492
-16% -$3.91M
FNB icon
656
FNB Corp
FNB
$6.71B
$24.3M 0.02%
3,239,452
-85,968
-3% -$647K
AEL
657
DELISTED
American Equity Investment Life Holding Company
AEL
$24.3M 0.02%
982,415
-124,483
-11% -$2.6M
FICO icon
658
Fair Isaac
FICO
$29.7B
$24.3M 0.02%
58,059
-2,442
-4% -$891K
HZNP
659
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$24.3M 0.02%
436,642
-54,344
-11% -$2.32M
CS
660
DELISTED
Credit Suisse Group
CS
$24.2M 0.02%
2,346,567
-9,823
-0.4% -$88.2K
BBBY
661
DELISTED
Bed Bath & Beyond Inc
BBBY
$24.1M 0.02%
2,277,557
-26,574
-1% -$183K
OLLI icon
662
Ollie's Bargain Outlet
OLLI
$4.04B
$24.1M 0.02%
246,966
+83,352
+51% +$6.41M
CGNX icon
663
Cognex
CGNX
$10.2B
$24.1M 0.02%
402,813
+44,419
+12% +$2.41M
GLPI icon
664
Gaming and Leisure Properties
GLPI
$12.8B
$24M 0.02%
694,613
-72,693
-9% -$2.26M
ALNY icon
665
Alnylam Pharmaceuticals
ALNY
$37.2B
$24M 0.02%
161,790
+7,370
+5% +$994K
AV
666
DELISTED
Aviva Plc
AV
$23.9M 0.02%
3,462,845
+254,745
+8% +$1.76M
LNG icon
667
Cheniere Energy
LNG
$53.6B
$23.9M 0.02%
493,954
+33,663
+7% +$1.47M
ACIW icon
668
ACI Worldwide
ACIW
$5.88B
$23.8M 0.02%
881,536
+5,950
+0.7% +$156K
VE
669
DELISTED
VEOLIA ENVIRONNEMENT
VE
$23.7M 0.02%
1,051,056
-87,711
-8% -$1.98M
BURL icon
670
Burlington
BURL
$22.5B
$23.5M 0.02%
119,500
-809
-0.7% -$152K
RGA icon
671
Reinsurance Group of America
RGA
$15.7B
$23.5M 0.02%
299,886
-57,103
-16% -$5.27M
CNO icon
672
CNO Financial Group
CNO
$4.96B
$23.5M 0.02%
1,509,434
-333,395
-18% -$4.6M
HSIC icon
673
Henry Schein
HSIC
$9.64B
$23.5M 0.02%
402,297
-79,643
-17% -$4.45M
DISH
674
DELISTED
DISH Network Corp.
DISH
$23.5M 0.02%
680,183
+181,501
+36% +$5.05M
EON
675
DELISTED
E.ON AG ADS (REPTG 1/3 ORD SHS)
EON
$23.3M 0.02%
2,082,056
-312,585
-13% -$3.49M
25 26
27
28 29

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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.