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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
CCJ icon
1251
Cameco
CCJ
$37.9B
$8.37M 0.01%
816,944
+56,525
+7% +$565K
SAIA icon
1252
Saia
SAIA
$10.9B
$8.36M 0.01%
75,208
-1,211
-2% -$116K
MBT
1253
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$8.36M 0.01%
909,092
+117,982
+15% +$1.03M
KAMN
1254
DELISTED
Kaman Corp
KAMN
$8.34M 0.01%
200,434
+28,588
+17% +$1.11M
RDN icon
1255
Radian Group
RDN
$5.22B
$8.3M 0.01%
535,241
-135,572
-20% -$2.01M
IMMU
1256
DELISTED
Immunomedics Inc
IMMU
$8.29M 0.01%
233,811
+48,677
+26% +$1.42M
NGVT icon
1257
Ingevity
NGVT
$2.59B
$8.29M 0.01%
157,598
+32,871
+26% +$1.56M
SC
1258
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$8.28M 0.01%
449,470
-163,122
-27% -$2.64M
FND icon
1259
Floor & Decor
FND
$6.14B
$8.26M 0.01%
143,225
+9,679
+7% +$441K
VG
1260
DELISTED
Vonage Holdings Corporation
VG
$8.25M 0.01%
819,958
+38,724
+5% +$347K
HR icon
1261
Healthcare Realty
HR
$7.58B
$8.23M 0.01%
310,529
-96,560
-24% -$2.47M
PII icon
1262
Polaris
PII
$4.07B
$8.23M 0.01%
88,913
-4,180
-4% -$319K
TWOU
1263
DELISTED
2U Inc
TWOU
$8.22M 0.01%
7,215
+647
+10% +$578K
MOD icon
1264
Modine Manufacturing
MOD
$11B
$8.19M 0.01%
1,483,487
-476,578
-24% -$2.19M
CATY icon
1265
Cathay General Bancorp
CATY
$4.25B
$8.18M 0.01%
310,967
+36,201
+13% +$923K
BX icon
1266
Blackstone
BX
$107B
$8.17M 0.01%
144,135
-29,524
-17% -$1.55M
TCOM icon
1267
Trip.com Group
TCOM
$28.5B
$8.14M 0.01%
314,253
-42,456
-12% -$1.07M
SAIC icon
1268
Saic
SAIC
$5.14B
$8.14M 0.01%
104,830
+5,428
+5% +$445K
SBS icon
1269
Sabesp
SBS
$19.4B
$8.09M 0.01%
3,968,805
-1,247,595
-24% -$2.09M
SF
1270
Stifel
SF
$12.8B
$8.08M 0.01%
383,096
+28,793
+8% +$579K
SJR
1271
DELISTED
Shaw Communications Inc.
SJR
$8.07M 0.01%
493,604
-107,939
-18% -$1.78M
FORM icon
1272
FormFactor
FORM
$6.88B
$8.06M 0.01%
274,773
+6,390
+2% +$158K
RCI icon
1273
Rogers Communications
RCI
$18.8B
$8.04M 0.01%
200,000
-67,199
-25% -$2.8M
HIW icon
1274
Highwoods Properties
HIW
$3.71B
$8.03M 0.01%
215,211
+17,733
+9% +$660K
WBS icon
1275
Webster Financial
WBS
$12.5B
$8.01M 0.01%
279,815
+67,965
+32% +$1.8M
49 50
51
52 53

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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.