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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
UMPQ
701
DELISTED
Umpqua Holdings Corp
UMPQ
$21.9M 0.02%
2,060,343
-164,182
-7% -$1.84M
SEIC icon
702
SEI Investments
SEIC
$12.4B
$21.9M 0.02%
397,689
+16,746
+4% +$875K
REP
703
DELISTED
REPSOL YPF SA ADS(RP 1 CAP SH)
REP
$21.9M 0.02%
2,480,179
+132,404
+6% +$1.17M
THG icon
704
Hanover Insurance
THG
$7.81B
$21.8M 0.02%
215,285
+24,449
+13% +$2.4M
NBIX icon
705
Neurocrine Biosciences
NBIX
$18.2B
$21.8M 0.02%
178,663
+6,753
+4% +$746K
MASI
706
DELISTED
Masimo
MASI
$21.8M 0.02%
95,583
+2,858
+3% +$627K
NYT icon
707
New York Times
NYT
$12.1B
$21.8M 0.02%
518,092
+145,271
+39% +$5.28M
AFG icon
708
American Financial Group
AFG
$12.1B
$21.8M 0.02%
343,017
-32,311
-9% -$2.08M
TECD
709
DELISTED
Tech Data Corp
TECD
$21.8M 0.02%
150,123
-9,719
-6% -$1.34M
STLA icon
710
Stellantis
STLA
$16.8B
$21.7M 0.02%
2,119,149
-134,390
-6% -$1.16M
KNBWY
711
DELISTED
KIRIN BREWERY LTD SPONSORED ADR
KNBWY
$21.7M 0.02%
1,021,702
-17,071
-2% -$362K
LKQ icon
712
LKQ Corp
LKQ
$6.79B
$21.7M 0.02%
826,785
-80,117
-9% -$1.97M
JAZZ icon
713
Jazz Pharmaceuticals
JAZZ
$16.4B
$21.6M 0.02%
195,952
+35,661
+22% +$3.94M
SHG icon
714
Shinhan Financial Group
SHG
$32.9B
$21.6M 0.02%
896,126
+129,009
+17% +$3.16M
HP icon
715
Helmerich & Payne
HP
$3.28B
$21.6M 0.02%
1,104,977
+107,071
+11% +$2.09M
AGCO icon
716
AGCO
AGCO
$8.91B
$21.5M 0.02%
387,286
-41,118
-10% -$2.14M
BFH icon
717
Bread Financial
BFH
$4.27B
$21.4M 0.02%
594,280
+161,811
+37% +$5.75M
PWR icon
718
Quanta Services
PWR
$88.4B
$21.4M 0.02%
545,040
+30,663
+6% +$1.09M
NWG icon
719
NatWest
NWG
$70.9B
$21.4M 0.02%
6,503,735
+2,975,321
+84% +$9.25M
NVR icon
720
NVR
NVR
$17.3B
$21.4M 0.02%
6,555
+445
+7% +$1.36M
BNS icon
721
Scotiabank
BNS
$108B
$21.2M 0.02%
514,552
-145,501
-22% -$5.81M
MIDD icon
722
Middleby
MIDD
$6.22B
$21.2M 0.02%
268,060
+115,985
+76% +$7.51M
TAL icon
723
TAL Education Group
TAL
$5.81B
$21.1M 0.02%
308,509
-52,392
-15% -$3M
LEG icon
724
Leggett & Platt
LEG
$1.48B
$21M 0.02%
597,492
+40,340
+7% +$1.25M
GFI icon
725
Gold Fields
GFI
$29.4B
$21M 0.02%
2,234,046
-1,523,815
-41% -$11.5M
27 28
29
30 31

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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.