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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
MSM icon
976
MSC Industrial Direct
MSM
$6.97B
$12.6M 0.01%
172,893
+9,973
+6% +$643K
SPR
977
DELISTED
Spirit AeroSystems
SPR
$12.6M 0.01%
525,113
+225,333
+75% +$5.11M
CBSH icon
978
Commerce Bancshares
CBSH
$8.64B
$12.6M 0.01%
282,964
-26,754
-9% -$1.18M
FL
979
DELISTED
Foot Locker
FL
$12.5M 0.01%
429,941
-161,091
-27% -$4.25M
ACM icon
980
Aecom
ACM
$9.57B
$12.5M 0.01%
333,310
-14,488
-4% -$519K
AAWW
981
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$12.5M 0.01%
291,058
-87,960
-23% -$3.09M
SE icon
982
Sea Limited
SE
$65.8B
$12.5M 0.01%
116,690
-33,955
-23% -$2.46M
VYX icon
983
NCR Voyix
VYX
$1.19B
$12.5M 0.01%
1,175,981
+8,166
+0.7% +$93.6K
CASY icon
984
Casey's General Stores
CASY
$31.7B
$12.5M 0.01%
83,381
-1,668
-2% -$251K
EE
985
DELISTED
El Paso Electric Company
EE
$12.5M 0.01%
185,957
+5,029
+3% +$340K
AVT icon
986
Avnet
AVT
$7.07B
$12.5M 0.01%
446,671
-25,471
-5% -$707K
AVLR
987
DELISTED
Avalara, Inc.
AVLR
$12.4M 0.01%
93,528
-5,948
-6% -$585K
DSU icon
988
BlackRock Debt Strategies Fund
DSU
$592M
$12.4M 0.01%
1,330,681
-48,530
-4% -$450K
EPR icon
989
EPR Properties
EPR
$4.92B
$12.4M 0.01%
374,683
+187,314
+100% +$5.56M
AWR icon
990
American States Water
AWR
$3.45B
$12.4M 0.01%
157,604
+5,593
+4% +$446K
SMG icon
991
ScottsMiracle-Gro
SMG
$4.25B
$12.4M 0.01%
92,065
+6,312
+7% +$815K
BGY icon
992
BlackRock Enhanced International Dividend Trust
BGY
$513M
$12.4M 0.01%
2,408,433
+72,708
+3% +$360K
EEFT icon
993
Euronet Worldwide
EEFT
$3.15B
$12.4M 0.01%
128,998
+27,361
+27% +$2.53M
CUBE icon
994
CubeSmart
CUBE
$9.62B
$12.3M 0.01%
456,936
-59,244
-11% -$1.57M
MTH icon
995
Meritage Homes
MTH
$4.89B
$12.3M 0.01%
324,020
+4,728
+1% +$140K
IRDM icon
996
Iridium Communications
IRDM
$4.81B
$12.3M 0.01%
484,708
-103,394
-18% -$2.42M
NUAN
997
DELISTED
Nuance Communications, Inc.
NUAN
$12.3M 0.01%
486,419
+21,353
+5% +$446K
IONS icon
998
Ionis Pharmaceuticals
IONS
$9.14B
$12.2M 0.01%
207,091
+2,267
+1% +$126K
IVW icon
999
iShares S&P 500 Growth ETF
IVW
$71.9B
$12.2M 0.01%
234,832
+223,100
+1,902% +$10.7M
FR icon
1000
First Industrial Realty Trust
FR
$8.77B
$12.2M 0.01%
316,104
-39,536
-11% -$1.45M
38 39
40
41 42

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AF
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MCM
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PSUF
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IA
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SCC
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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.