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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
ISD
776
PGIM High Yield Bond Fund
ISD
$415M
$18.8M 0.01%
1,418,538
-66,453
-4% -$846K
KB icon
777
KB Financial Group
KB
$40.6B
$18.8M 0.01%
674,417
-161,297
-19% -$4.41M
IRM icon
778
Iron Mountain
IRM
$37.4B
$18.8M 0.01%
718,565
-146,691
-17% -$3.7M
SRPT icon
779
Sarepta Therapeutics
SRPT
$1.61B
$18.7M 0.01%
116,788
-43,505
-27% -$5.92M
VMW
780
DELISTED
VMware, Inc
VMW
$18.6M 0.01%
119,791
+15,975
+15% +$2.2M
FNF icon
781
Fidelity National Financial
FNF
$14.5B
$18.4M 0.01%
625,538
+29,546
+5% +$813K
XEC
782
DELISTED
CIMAREX ENERGY CO
XEC
$18.4M 0.01%
670,623
+42,157
+7% +$1.05M
KUB
783
DELISTED
KUBOTA CORPORATION (ONE ADS REP 5 SHS COM)
KUB
$18.4M 0.01%
245,937
-791
-0.3% -$59.2K
GTLS
784
DELISTED
Chart Industries
GTLS
$18.4M 0.01%
379,211
+47,125
+14% +$1.73M
DDOG icon
785
Datadog
DDOG
$90B
$18.4M 0.01%
211,327
+164,173
+348% +$10M
GLIBA
786
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
$18.3M 0.01%
257,692
+79,394
+45% +$5.09M
CFR icon
787
Cullen/Frost Bankers
CFR
$10.5B
$18.3M 0.01%
244,355
-14,128
-5% -$984K
GDDY icon
788
GoDaddy
GDDY
$13.6B
$18.2M 0.01%
248,737
+16,356
+7% +$1.17M
MDU icon
789
MDU Resources
MDU
$4.34B
$18.2M 0.01%
2,157,342
+433,392
+25% +$3.6M
UMC icon
790
United Microelectronic
UMC
$43.6B
$18.1M 0.01%
6,856,931
-1,547,492
-18% -$3.89M
DECK icon
791
Deckers Outdoor
DECK
$14.2B
$18.1M 0.01%
552,804
-15,942
-3% -$439K
RAD
792
DELISTED
Rite Aid Corporation
RAD
$18.1M 0.01%
1,059,517
+100,821
+11% +$1.36M
OGE icon
793
OGE Energy
OGE
$10.2B
$18M 0.01%
593,433
+72,787
+14% +$2.25M
MRNA icon
794
Moderna
MRNA
$22B
$18M 0.01%
280,124
+75,563
+37% +$4.14M
TRP icon
795
TC Energy
TRP
$70.6B
$17.9M 0.01%
418,634
-171,748
-29% -$7.71M
RPM icon
796
RPM International
RPM
$14.2B
$17.9M 0.01%
238,919
-1,437
-0.6% -$99.9K
DB icon
797
Deutsche Bank
DB
$67.6B
$17.9M 0.01%
1,883,556
-287,340
-13% -$2.23M
IPGP icon
798
IPG Photonics
IPGP
$3.53B
$17.8M 0.01%
111,098
-41,101
-27% -$5.85M
MORN icon
799
Morningstar
MORN
$7.44B
$17.7M 0.01%
125,907
-7,438
-6% -$1.05M
JBLU icon
800
JetBlue
JBLU
$2.22B
$17.7M 0.01%
1,625,549
+175,479
+12% +$1.73M
30 31
32
33 34

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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.