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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
ACGL icon
926
Arch Capital
ACGL
$37.2B
$13.8M 0.01%
480,725
-501,862
-51% -$13.9M
TTM
927
DELISTED
Tata Motors Limited
TTM
$13.8M 0.01%
2,095,071
+686,328
+49% +$3.96M
OC icon
928
Owens Corning
OC
$11.5B
$13.8M 0.01%
246,737
+8,950
+4% +$417K
OPTU
929
Optimum Communications Inc
OPTU
$298M
$13.7M 0.01%
609,512
+109,478
+22% +$2.68M
HEI icon
930
HEICO Corp
HEI
$50.8B
$13.7M 0.01%
137,362
+1,447
+1% +$134K
PSXP
931
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$13.7M 0.01%
379,675
+19,182
+5% +$798K
SNAP icon
932
Snap
SNAP
$8.02B
$13.7M 0.01%
581,929
+424,081
+269% +$7.54M
MTN icon
933
Vail Resorts
MTN
$5.6B
$13.6M 0.01%
74,812
+4,741
+7% +$829K
SLM icon
934
SLM Corp
SLM
$4.74B
$13.6M 0.01%
1,937,525
+360,949
+23% +$2.7M
THO icon
935
Thor Industries
THO
$4.13B
$13.6M 0.01%
127,523
+16,738
+15% +$1.31M
IBKC
936
DELISTED
IBERIABANK Corp
IBKC
$13.6M 0.01%
297,860
+117,564
+65% +$4.86M
AMED
937
DELISTED
Amedisys
AMED
$13.5M 0.01%
68,224
-16,989
-20% -$3.17M
LPL icon
938
LG Display
LPL
$2.93B
$13.5M 0.01%
2,803,783
-942,493
-25% -$4.3M
BBWI icon
939
Bath & Body Works
BBWI
$4.13B
$13.5M 0.01%
1,118,424
-182,095
-14% -$2.03M
VC icon
940
Visteon
VC
$2.85B
$13.5M 0.01%
197,427
-6,759
-3% -$425K
MMS icon
941
Maximus
MMS
$3.31B
$13.5M 0.01%
191,362
+16,853
+10% +$1.13M
INOV
942
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
$13.4M 0.01%
697,952
-36,051
-5% -$640K
BLMN icon
943
Bloomin' Brands
BLMN
$736M
$13.4M 0.01%
1,259,677
+661,828
+111% +$6.85M
FNV icon
944
Franco-Nevada
FNV
$40.6B
$13.4M 0.01%
96,133
-34,065
-26% -$4.53M
CVET
945
DELISTED
Covetrus, Inc. Common Stock
CVET
$13.4M 0.01%
750,054
+186,699
+33% +$2.45M
CIB icon
946
Grupo Cibest SA
CIB
$21.1B
$13.4M 0.01%
509,436
-46,989
-8% -$1.23M
FPF
947
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.08B
$13.4M 0.01%
627,366
-51,353
-8% -$1.03M
AMTD
948
DELISTED
TD Ameritrade Holding Corp
AMTD
$13.3M 0.01%
366,533
+13,422
+4% +$505K
MHK icon
949
Mohawk Industries
MHK
$7.14B
$13.3M 0.01%
130,815
-39,692
-23% -$3.49M
ETRN
950
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
$13.3M 0.01%
1,601,569
+207,231
+15% +$1.63M
36 37
38
39 40

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MCM
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PSUF
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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.