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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
CBT icon
876
Cabot Corp
CBT
$4.7B
$15M 0.01%
405,913
-63,642
-14% -$2.13M
KT icon
877
KT
KT
$8.95B
$15M 0.01%
1,542,662
-1,057,703
-41% -$10.1M
LHCG
878
DELISTED
LHC Group LLC
LHCG
$15M 0.01%
85,992
-29,129
-25% -$4.28M
IGR
879
CBRE Global Real Estate Income Fund
IGR
$719M
$15M 0.01%
2,507,945
+223,459
+10% +$1.28M
ONC
880
BeOne Medicines Ltd
ONC
$34.3B
$15M 0.01%
79,368
+10,746
+16% +$1.75M
ALB icon
881
Albemarle
ALB
$13.3B
$14.9M 0.01%
193,606
-79,578
-29% -$5.41M
VALE icon
882
Vale
VALE
$62.6B
$14.9M 0.01%
1,449,848
-259,948
-15% -$2.38M
CNQ icon
883
Canadian Natural Resources
CNQ
$92.2B
$14.8M 0.01%
1,734,205
-857,951
-33% -$6.93M
SABA
884
Saba Capital Income & Opportunities Fund II
SABA
$221M
$14.7M 0.01%
1,371,060
+314,165
+30% +$3.35M
WPM icon
885
Wheaton Precious Metals
WPM
$49.8B
$14.7M 0.01%
333,628
+7,819
+2% +$308K
TNL icon
886
Travel + Leisure Co
TNL
$4.81B
$14.7M 0.01%
520,734
+11,018
+2% +$298K
WMS icon
887
Advanced Drainage Systems
WMS
$11.1B
$14.7M 0.01%
296,863
-15,631
-5% -$642K
GIB icon
888
CGI
GIB
$15B
$14.7M 0.01%
232,571
-79,775
-26% -$4.97M
CM icon
889
Canadian Imperial Bank of Commerce
CM
$109B
$14.6M 0.01%
437,188
-135,260
-24% -$4.22M
WTM icon
890
White Mountains Insurance
WTM
$5.46B
$14.6M 0.01%
16,473
-2,183
-12% -$1.97M
MFC icon
891
Manulife Financial
MFC
$74.2B
$14.6M 0.01%
1,073,637
-398,091
-27% -$5.01M
NLSN
892
DELISTED
Nielsen Holdings plc
NLSN
$14.6M 0.01%
983,300
-620,565
-39% -$8.69M
TTD icon
893
Trade Desk
TTD
$8.89B
$14.6M 0.01%
358,200
-82,030
-19% -$2.47M
BFAM icon
894
Bright Horizons
BFAM
$4.24B
$14.6M 0.01%
124,219
-28,415
-19% -$3.24M
PAGS icon
895
PagSeguro Digital
PAGS
$2.69B
$14.5M 0.01%
411,071
-132,536
-24% -$3.73M
GNRC icon
896
Generac Holdings
GNRC
$11.5B
$14.5M 0.01%
119,121
-25,323
-18% -$2.67M
NOK icon
897
Nokia
NOK
$49.9B
$14.5M 0.01%
3,300,119
+248,525
+8% +$939K
WYNN icon
898
Wynn Resorts
WYNN
$10.3B
$14.5M 0.01%
194,709
-45,756
-19% -$3.67M
WIT icon
899
Wipro
WIT
$19B
$14.5M 0.01%
8,752,588
-1,769,012
-17% -$2.77M
FLS icon
900
Flowserve
FLS
$9.38B
$14.5M 0.01%
506,824
+105,769
+26% +$2.82M
34 35
36
37 38

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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.