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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
THC icon
1201
Tenet Healthcare
THC
$22.6B
$8.96M 0.01%
494,980
-156,466
-24% -$3.08M
CW icon
1202
Curtiss-Wright
CW
$26.9B
$8.95M 0.01%
100,295
-1,977
-2% -$188K
DIOD icon
1203
Diodes
DIOD
$3.69B
$8.93M 0.01%
176,222
+30,819
+21% +$1.47M
QSR icon
1204
Restaurant Brands International
QSR
$26B
$8.93M 0.01%
163,487
-15,951
-9% -$804K
NKTR icon
1205
Nektar Therapeutics
NKTR
$2.39B
$8.91M 0.01%
25,661
-242
-0.9% -$75.5K
AGIO icon
1206
Agios Pharmaceuticals
AGIO
$2.14B
$8.91M 0.01%
166,684
+55,876
+50% +$2.59M
REXR icon
1207
Rexford Industrial Realty
REXR
$8.64B
$8.91M 0.01%
215,054
+8,286
+4% +$333K
ABEV icon
1208
Ambev
ABEV
$48.4B
$8.88M 0.01%
3,364,941
+253,107
+8% +$597K
NVST icon
1209
Envista
NVST
$4.39B
$8.86M 0.01%
420,160
+132,001
+46% +$2.47M
HAE icon
1210
Haemonetics
HAE
$3.75B
$8.85M 0.01%
98,860
-23,981
-20% -$2.42M
OZK icon
1211
Bank OZK
OZK
$5.62B
$8.84M 0.01%
376,729
-228,088
-38% -$4.89M
FSLR icon
1212
First Solar
FSLR
$21.8B
$8.82M 0.01%
178,286
-7,373
-4% -$329K
WLY icon
1213
John Wiley & Sons Class A
WLY
$2.76B
$8.82M 0.01%
226,195
+48,576
+27% +$1.86M
BHC icon
1214
Bausch Health
BHC
$1.69B
$8.82M 0.01%
482,049
+10,853
+2% +$191K
RH icon
1215
RH
RH
$3.36B
$8.81M 0.01%
35,389
-5,975
-14% -$1.08M
HOPE icon
1216
Hope Bancorp
HOPE
$1.8B
$8.8M 0.01%
954,945
+301,148
+46% +$2.7M
AMX icon
1217
America Movil
AMX
$77.2B
$8.79M 0.01%
692,823
-2,561,160
-79% -$32M
ALE
1218
DELISTED
Allete
ALE
$8.77M 0.01%
160,641
+43,214
+37% +$2.45M
HRB icon
1219
H&R Block
HRB
$5.7B
$8.77M 0.01%
614,154
-82,419
-12% -$1.3M
EXLS icon
1220
EXL Service
EXLS
$4.66B
$8.77M 0.01%
691,315
-92,610
-12% -$1.09M
PTEN icon
1221
Patterson-UTI
PTEN
$3.48B
$8.75M 0.01%
2,522,034
-88,268
-3% -$304K
MMSI icon
1222
Merit Medical Systems
MMSI
$4.67B
$8.75M 0.01%
191,657
-9,915
-5% -$400K
LMNX
1223
DELISTED
Luminex Corp
LMNX
$8.74M 0.01%
268,623
+100,576
+60% +$3.18M
TMX
1224
DELISTED
Terminix Global Holdings, Inc.
TMX
$8.73M 0.01%
244,585
-9,452
-4% -$291K
LOPE icon
1225
Grand Canyon Education
LOPE
$3.99B
$8.72M 0.01%
96,331
-2,598
-3% -$231K
47 48
49
50 51

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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.