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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
PACW
751
DELISTED
PacWest Bancorp
PACW
$19.5M 0.01%
987,841
+60,369
+7% +$1.12M
BLD
752
DELISTED
TopBuild
BLD
$19.5M 0.01%
171,056
+7,325
+4% +$732K
NOV icon
753
NOV
NOV
$7.16B
$19.4M 0.01%
1,587,642
-237,651
-13% -$2.92M
NXST icon
754
Nexstar Media Group
NXST
$5.91B
$19.4M 0.01%
231,689
+23,531
+11% +$1.77M
CPT icon
755
Camden Property Trust
CPT
$11.4B
$19.3M 0.01%
211,979
+20,785
+11% +$1.84M
NWL icon
756
Newell Brands
NWL
$2.23B
$19.3M 0.01%
1,214,958
-325,823
-21% -$4.47M
TEF
757
DELISTED
Telefonica
TEF
$19.3M 0.01%
4,748,861
+1,086,433
+30% +$4.21M
ATR icon
758
AptarGroup
ATR
$8.73B
$19.3M 0.01%
171,987
+2,659
+2% +$283K
TCF
759
DELISTED
TCF Financial Corporation Common Stock
TCF
$19.3M 0.01%
654,341
+187,772
+40% +$5.18M
SLG icon
760
SL Green Realty
SLG
$3.74B
$19.2M 0.01%
402,435
+112,158
+39% +$5.15M
CMC icon
761
Commercial Metals
CMC
$7.81B
$19.2M 0.01%
941,058
-219,664
-19% -$3.77M
ETSY icon
762
Etsy
ETSY
$8.14B
$19.2M 0.01%
180,620
+24,296
+16% +$1.8M
LGND icon
763
Ligand Pharmaceuticals
LGND
$5.93B
$19.2M 0.01%
274,698
-27,206
-9% -$1.72M
NCLH icon
764
Norwegian Cruise Line
NCLH
$9.67B
$19.2M 0.01%
1,166,223
+433,148
+59% +$6.35M
WCC
765
WESCO International
WCC
$16.1B
$19.1M 0.01%
544,405
+165,746
+44% +$4.95M
BNL
766
DELISTED
BUNZL PLC ADS (RP 5 ORD SHS)
BNL
$19.1M 0.01%
702,032
-30,751
-4% -$837K
GNTX icon
767
Gentex
GNTX
$5.07B
$19.1M 0.01%
741,128
+7,966
+1% +$200K
KIM icon
768
Kimco Realty
KIM
$17.9B
$19.1M 0.01%
1,484,759
-408,631
-22% -$4.55M
WF icon
769
Woori Financial
WF
$16B
$19.1M 0.01%
859,524
-144,271
-14% -$3.03M
E icon
770
ENI
E
$72.9B
$19M 0.01%
988,411
-99,421
-9% -$1.91M
AKZOY
771
DELISTED
Akzo Nobel NV
AKZOY
$19M 0.01%
636,587
+27,032
+4% +$807K
CCOI icon
772
Cogent Communications
CCOI
$638M
$19M 0.01%
245,616
-26,043
-10% -$2.11M
CX icon
773
Cemex
CX
$17.4B
$18.9M 0.01%
6,553,961
-4,094,838
-38% -$9.6M
ET icon
774
Energy Transfer Partners
ET
$68.8B
$18.8M 0.01%
2,646,767
-34,926
-1% -$259K
XPO icon
775
XPO
XPO
$24.3B
$18.8M 0.01%
703,424
-25,202
-3% -$603K
29 30
31
32 33

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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.