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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
QTS
1176
DELISTED
QTS REALTY TRUST, INC.
QTS
$9.29M 0.01%
144,938
+1,617
+1% +$102K
CLH icon
1177
Clean Harbors
CLH
$16B
$9.27M 0.01%
154,600
+968
+0.6% +$53.9K
IART icon
1178
Integra LifeSciences
IART
$1.54B
$9.23M 0.01%
196,350
+21,806
+12% +$1.07M
AA icon
1179
Alcoa
AA
$11.7B
$9.22M 0.01%
820,515
+104,052
+15% +$931K
IDCC icon
1180
InterDigital
IDCC
$6.72B
$9.21M 0.01%
162,567
+3,534
+2% +$188K
NEO icon
1181
NeoGenomics
NEO
$1.74B
$9.18M 0.01%
296,187
-51,526
-15% -$1.43M
KNSL icon
1182
Kinsale Capital Group
KNSL
$8.43B
$9.17M 0.01%
59,101
+1,848
+3% +$246K
JJSF icon
1183
J&J Snack Foods
JJSF
$1.49B
$9.16M 0.01%
72,063
-28
-0% -$3.52K
IMO icon
1184
Imperial Oil
IMO
$60.8B
$9.16M 0.01%
570,685
+82,483
+17% +$1.24M
MNTA
1185
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$9.16M 0.01%
275,285
+66,452
+32% +$2.12M
MTG icon
1186
MGIC Investment
MTG
$6.47B
$9.15M 0.01%
1,117,407
+150,683
+16% +$1.13M
EME icon
1187
Emcor
EME
$31.4B
$9.14M 0.01%
138,167
-17,085
-11% -$1.07M
RVT icon
1188
Royce Value Trust
RVT
$2.22B
$9.13M 0.01%
727,903
-30,041
-4% -$344K
CPA icon
1189
Copa Holdings
CPA
$5.71B
$9.12M 0.01%
180,447
+9,096
+5% +$420K
CDK
1190
DELISTED
CDK Global, Inc.
CDK
$9.11M 0.01%
220,038
+5,149
+2% +$198K
SMTC icon
1191
Semtech
SMTC
$10.4B
$9.11M 0.01%
174,392
+12,260
+8% +$574K
MFGP
1192
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$9.09M 0.01%
1,659,353
+249,716
+18% +$1.37M
IGSB icon
1193
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$9.07M 0.01%
165,822
– –
PCRX icon
1194
Pacira BioSciences
PCRX
$1.05B
$9.07M 0.01%
172,816
+28,185
+19% +$1.18M
MRCY icon
1195
Mercury Systems
MRCY
$5.97B
$9.04M 0.01%
114,935
+809
+0.7% +$66.2K
PRLB icon
1196
Protolabs
PRLB
$1.78B
$9.04M 0.01%
80,387
+24,541
+44% +$2.52M
WDFC icon
1197
WD-40
WDFC
$3.08B
$9.04M 0.01%
45,562
-6,808
-13% -$1.24M
WRI
1198
DELISTED
Weingarten Realty Investors
WRI
$9.03M 0.01%
476,786
+241,022
+102% +$4.22M
AIF
1199
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$8.99M 0.01%
723,882
-27,802
-4% -$330K
PBR icon
1200
Petrobras
PBR
$116B
$8.97M 0.01%
1,084,589
-2,075,547
-66% -$15M
46 47
48
49 50

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AF
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MCM
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PSUF
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IA
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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.