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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
ASB icon
1151
Associated Banc-Corp
ASB
$5.86B
$9.6M 0.01%
701,751
+19,487
+3% +$265K
HI
1152
DELISTED
Hillenbrand
HI
$9.6M 0.01%
354,618
+110,078
+45% +$2.5M
SIGI icon
1153
Selective Insurance
SIGI
$5.63B
$9.57M 0.01%
181,448
-2,388
-1% -$121K
EXAS
1154
DELISTED
Exact Sciences
EXAS
$9.56M 0.01%
109,928
+11,264
+11% +$900K
ITRI icon
1155
Itron
ITRI
$4.75B
$9.54M 0.01%
144,066
-25,190
-15% -$1.6M
MANT
1156
DELISTED
Mantech International Corp
MANT
$9.54M 0.01%
139,290
-9,621
-6% -$708K
BKI
1157
DELISTED
Black Knight, Inc. Common Stock
BKI
$9.53M 0.01%
131,335
-11,703
-8% -$830K
SNX icon
1158
TD Synnex
SNX
$19.8B
$9.53M 0.01%
159,118
-31,178
-16% -$1.46M
RYAAY icon
1159
Ryanair
RYAAY
$31B
$9.5M 0.01%
358,163
-18,370
-5% -$465K
GHC icon
1160
Graham Holdings Company
GHC
$5.23B
$9.5M 0.01%
27,711
+141
+0.5% +$49.6K
BBD icon
1161
Banco Bradesco
BBD
$38.3B
$9.48M 0.01%
3,011,622
-5,671,735
-65% -$17.3M
NNN icon
1162
NNN REIT
NNN
$9.37B
$9.47M 0.01%
267,028
-27,545
-9% -$901K
SWX icon
1163
Southwest Gas
SWX
$6.7B
$9.44M 0.01%
136,662
+3,928
+3% +$286K
KBH icon
1164
KB Home
KBH
$3.54B
$9.39M 0.01%
306,142
-15,514
-5% -$427K
IQI icon
1165
Invesco Quality Municipal Securities
IQI
$526M
$9.39M 0.01%
787,547
+172,602
+28% +$2.02M
MGLN
1166
DELISTED
Magellan Health Services, Inc.
MGLN
$9.38M 0.01%
128,529
-140,676
-52% -$9M
CLGX
1167
DELISTED
Corelogic, Inc.
CLGX
$9.37M 0.01%
139,314
-16,838
-11% -$748K
SCO
1168
DELISTED
SCOR ADS (ORD 1/10 SH FRF 25 P.V.)
SCO
$9.36M 0.01%
3,392,275
+949,351
+39% +$2.62M
OVV icon
1169
Ovintiv
OVV
$16.4B
$9.34M 0.01%
978,307
-46,555
-5% -$325K
HIO
1170
Western Asset High Income Opportunity Fund
HIO
$334M
$9.32M 0.01%
2,016,450
+588,670
+41% +$2.63M
BJ icon
1171
BJs Wholesale Club
BJ
$12.4B
$9.31M 0.01%
249,838
+14,906
+6% +$458K
TXNM
1172
TXNM Energy Inc
TXNM
$6.43B
$9.31M 0.01%
242,082
-21,638
-8% -$864K
STOR
1173
DELISTED
STORE Capital Corporation
STOR
$9.3M 0.01%
390,597
+124,707
+47% +$2.49M
FCN icon
1174
FTI Consulting
FCN
$5.04B
$9.29M 0.01%
81,092
-52,930
-39% -$6.41M
OLED icon
1175
Universal Display
OLED
$3.85B
$9.29M 0.01%
62,085
-833
-1% -$122K
45 46
47
48 49

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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.