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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
CPRI icon
1051
Capri Holdings
CPRI
$1.88B
$11.2M 0.01%
713,835
+121,810
+21% +$1.8M
WWD icon
1052
Woodward
WWD
$24.5B
$11.2M 0.01%
143,874
+28,729
+25% +$1.88M
HUBS icon
1053
HubSpot
HUBS
$12.2B
$11.2M 0.01%
49,718
+1,767
+4% +$318K
ITT icon
1054
ITT
ITT
$17.8B
$11.1M 0.01%
189,320
+12,896
+7% +$683K
EWBC icon
1055
East-West Bancorp
EWBC
$18B
$11.1M 0.01%
306,585
+9,631
+3% +$322K
MD icon
1056
Pediatrix Medical
MD
$2.21B
$11.1M 0.01%
649,653
+37,664
+6% +$558K
SPSC icon
1057
SPS Commerce
SPSC
$2.51B
$11.1M 0.01%
147,866
+31,515
+27% +$1.92M
SDX
1058
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$11.1M 0.01%
812,801
+145,955
+22% +$1.99M
NAVI icon
1059
Navient
NAVI
$822M
$11M 0.01%
1,568,728
-722,880
-32% -$5.38M
ORAN
1060
DELISTED
Orange
ORAN
$11M 0.01%
925,839
-409,551
-31% -$4.88M
ZS icon
1061
Zscaler
ZS
$24.5B
$11M 0.01%
100,318
+18,640
+23% +$1.55M
DISCK
1062
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
$11M 0.01%
570,334
-76,360
-12% -$1.5M
TTEK icon
1063
Tetra Tech
TTEK
$8.7B
$11M 0.01%
692,810
-147,510
-18% -$2.24M
KGC icon
1064
Kinross Gold
KGC
$28.1B
$10.9M 0.01%
1,511,937
-760,252
-33% -$4.93M
BRX icon
1065
Brixmor Property Group
BRX
$9.77B
$10.9M 0.01%
850,642
+84,405
+11% +$954K
WING icon
1066
Wingstop
WING
$3.67B
$10.9M 0.01%
78,392
+28,458
+57% +$3.32M
SPEM icon
1067
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17B
$10.9M 0.01%
325,403
-27,613
-8% -$864K
CAKE icon
1068
Cheesecake Factory
CAKE
$4.42B
$10.9M 0.01%
474,700
+147,516
+45% +$3.1M
RRX icon
1069
Regal Rexnord
RRX
$13.5B
$10.9M 0.01%
124,414
-13,291
-10% -$996K
SNV
1070
DELISTED
Synovus
SNV
$10.8M 0.01%
528,016
+192,331
+57% +$3.72M
FLO icon
1071
Flowers Foods
FLO
$1.6B
$10.8M 0.01%
483,048
-44,328
-8% -$999K
COLM icon
1072
Columbia Sportswear
COLM
$3.3B
$10.8M 0.01%
133,884
-5,130
-4% -$374K
SGOL icon
1073
abrdn Physical Gold Shares ETF
SGOL
$6.87B
$10.8M 0.01%
+629,380
New +$10.4M
AXON
1074
Axon Enterprise
AXON
$44.1B
$10.8M 0.01%
109,919
+15,236
+16% +$1.23M
EC icon
1075
Ecopetrol
EC
$32.5B
$10.8M 0.01%
966,808
-228,498
-19% -$2.48M
41 42
43
44 45

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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.