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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
RITM icon
1076
Rithm Capital
RITM
$5.46B
$10.8M 0.01%
1,447,816
+639,883
+79% +$4.14M
EIM
1077
Eaton Vance Municipal Bond Fund
EIM
$493M
$10.7M 0.01%
843,580
-863
-0.1% -$10.7K
MKSI icon
1078
MKS Inc
MKSI
$19.3B
$10.7M 0.01%
94,684
+16,118
+21% +$1.6M
SR icon
1079
Spire
SR
$4.88B
$10.7M 0.01%
163,077
-11,918
-7% -$849K
AWP
1080
abrdn Global Premier Properties Fund
AWP
$379M
$10.7M 0.01%
766,421
-22,076
-3% -$297K
ERIE icon
1081
Erie Indemnity
ERIE
$12.7B
$10.7M 0.01%
55,500
+1,299
+2% +$229K
FOX icon
1082
Fox Class B
FOX
$21.7B
$10.6M 0.01%
396,463
+78,679
+25% +$2.09M
BTZ icon
1083
BlackRock Credit Allocation Income Trust
BTZ
$933M
$10.6M 0.01%
804,133
+23,298
+3% +$307K
HBI
1084
DELISTED
Hanesbrands
HBI
$10.6M 0.01%
940,048
-166,973
-15% -$1.67M
MUR icon
1085
Murphy Oil
MUR
$5.25B
$10.6M 0.01%
768,757
-142,151
-16% -$1.63M
FTDR icon
1086
Frontdoor
FTDR
$5.22B
$10.6M 0.01%
238,451
-18,100
-7% -$738K
BKH icon
1087
Black Hills Corp
BKH
$5.69B
$10.6M 0.01%
186,295
-28,276
-13% -$1.71M
EAD
1088
Allspring Income Opportunities Fund
EAD
$373M
$10.6M 0.01%
1,502,838
+319,637
+27% +$2.19M
WPX
1089
DELISTED
WPX Energy, Inc.
WPX
$10.5M 0.01%
1,651,924
+387,592
+31% +$2.19M
BDJ icon
1090
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.71B
$10.5M 0.01%
1,435,459
-46,025
-3% -$328K
MNTV
1091
DELISTED
Momentive Global Inc. Common Stock
MNTV
$10.5M 0.01%
447,214
+345,383
+339% +$6.3M
GDS icon
1092
GDS Holdings
GDS
$6.14B
$10.5M 0.01%
131,728
+33,461
+34% +$2.07M
SKX
1093
DELISTED
Skechers
SKX
$10.5M 0.01%
333,959
-80,450
-19% -$2.31M
SNDR icon
1094
Schneider National
SNDR
$6.34B
$10.5M 0.01%
424,667
+333,679
+367% +$7.34M
JEF icon
1095
Jefferies Financial Group
JEF
$13.2B
$10.5M 0.01%
703,970
-357,985
-34% -$4.8M
FLEX icon
1096
Flex
FLEX
$41.5B
$10.5M 0.01%
1,354,644
-127,101
-9% -$916K
TELN
1097
DELISTED
TELENOR ASA
TELN
$10.4M 0.01%
719,488
-12,297
-2% -$179K
COR
1098
DELISTED
Coresite Realty Corporation
COR
$10.4M 0.01%
86,124
+2,703
+3% +$325K
WEN icon
1099
Wendy's
WEN
$1.46B
$10.4M 0.01%
477,096
-194,321
-29% -$3.86M
VEDL
1100
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
$10.4M 0.01%
1,851,595
+230,799
+14% +$1.09M
42 43
44
45 46

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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.