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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
NWSA icon
801
News Corp Class A
NWSA
$15.3B
$17.6M 0.01%
1,481,569
-189,988
-11% -$2.03M
HWM icon
802
Howmet Aerospace
HWM
$114B
$17.5M 0.01%
1,106,656
-665,610
-38% -$8.75M
UHS icon
803
Universal Health Services
UHS
$9.91B
$17.5M 0.01%
188,702
-61,987
-25% -$6.2M
STWD icon
804
Starwood Property Trust
STWD
$6.2B
$17.5M 0.01%
1,170,135
-6,420
-0.5% -$86.4K
MOH icon
805
Molina Healthcare
MOH
$10.4B
$17.4M 0.01%
98,030
+5,866
+6% +$999K
CABO icon
806
Cable One
CABO
$250M
$17.4M 0.01%
9,827
-820
-8% -$1.47M
BOE icon
807
BlackRock Enhanced Global Dividend Trust
BOE
$664M
$17.4M 0.01%
1,848,507
+6,120
+0.3% +$55.8K
GMAB icon
808
Genmab
GMAB
$17.9B
$17.4M 0.01%
513,684
+33,612
+7% +$916K
VONV icon
809
Vanguard Russell 1000 Value ETF
VONV
$20.7B
$17.4M 0.01%
351,328
-613,056
-64% -$29.6M
VB icon
810
Vanguard Small-Cap ETF
VB
$80.2B
$17.3M 0.01%
119,007
-298
-0.2% -$40K
SU icon
811
Suncor Energy
SU
$75.5B
$17.3M 0.01%
1,025,764
-154,375
-13% -$2.64M
AYX
812
DELISTED
Alteryx Inc
AYX
$17.3M 0.01%
105,265
+61,785
+142% +$8.01M
HRC
813
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$17.3M 0.01%
157,360
+23,090
+17% +$2.42M
HXL icon
814
Hexcel
HXL
$8.23B
$17.2M 0.01%
381,120
+55,423
+17% +$1.97M
STMP
815
DELISTED
Stamps.com, Inc.
STMP
$17.2M 0.01%
93,699
+20,573
+28% +$3.52M
ASX icon
816
ASE Group
ASX
$74.5B
$17.2M 0.01%
3,782,889
-491,416
-11% -$2.1M
TDOC icon
817
Teladoc Health
TDOC
$1.67B
$17.2M 0.01%
89,988
+8,556
+11% +$1.5M
SAM icon
818
Boston Beer
SAM
$1.91B
$17.1M 0.01%
31,861
+2,590
+9% +$1.25M
SUI icon
819
Sun Communities
SUI
$15.3B
$17.1M 0.01%
125,766
-29,939
-19% -$3.97M
BRO icon
820
Brown & Brown
BRO
$24.8B
$17M 0.01%
417,599
+20,770
+5% +$801K
POR icon
821
Portland General Electric
POR
$5.95B
$17M 0.01%
406,874
-47,271
-10% -$2.16M
OHI icon
822
Omega Healthcare
OHI
$15.4B
$16.9M 0.01%
569,425
-51,004
-8% -$1.51M
IDA icon
823
Idacorp
IDA
$8.22B
$16.9M 0.01%
193,693
+15,840
+9% +$1.43M
LII icon
824
Lennox International
LII
$18.6B
$16.9M 0.01%
72,599
-13,862
-16% -$2.8M
CIT
825
DELISTED
CIT Group Inc.
CIT
$16.9M 0.01%
815,530
+74,230
+10% +$1.43M
31 32
33
34 35

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MCM
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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.