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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
CRI icon
1301
Carter's
CRI
$1.45B
$7.58M 0.01%
93,965
-15,668
-14% -$1.25M
FOXF icon
1302
Fox Factory Holding Corp
FOXF
$801M
$7.57M 0.01%
91,579
-6,386
-7% -$397K
SBNY
1303
DELISTED
Signature Bank
SBNY
$7.56M 0.01%
70,731
-38,447
-35% -$3.78M
LBTYA icon
1304
Liberty Global Class A
LBTYA
$3.49B
$7.56M 0.01%
345,796
+38,563
+13% +$796K
POST icon
1305
Post Holdings
POST
$4.27B
$7.55M 0.01%
131,675
-2,685
-2% -$156K
PRSP
1306
DELISTED
Perspecta Inc. Common Stock
PRSP
$7.53M 0.01%
324,075
-13,803
-4% -$301K
MT icon
1307
ArcelorMittal
MT
$50.7B
$7.53M 0.01%
701,440
-222,034
-24% -$2.24M
NUS icon
1308
Nu Skin
NUS
$255M
$7.51M 0.01%
196,368
+9,900
+5% +$318K
DOOR
1309
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$7.48M 0.01%
96,181
-11,274
-10% -$684K
STL
1310
DELISTED
Sterling Bancorp
STL
$7.48M 0.01%
637,902
-62,762
-9% -$718K
BGS icon
1311
B&G Foods
BGS
$297M
$7.47M 0.01%
306,569
+11,242
+4% +$244K
FCF icon
1312
First Commonwealth Financial
FCF
$2.17B
$7.47M 0.01%
902,558
-333,162
-27% -$2.81M
TI
1313
DELISTED
Telecom Italia
TI
$7.41M 0.01%
1,885,994
+151,436
+9% +$595K
VSH icon
1314
Vishay Intertechnology
VSH
$5.02B
$7.4M 0.01%
484,467
-99,908
-17% -$1.55M
GME icon
1315
GameStop
GME
$9.94B
$7.4M 0.01%
6,817,184
-3,702,772
-35% -$4.27M
NEU icon
1316
NewMarket
NEU
$7.2B
$7.39M 0.01%
18,465
+1,379
+8% +$569K
WOLF icon
1317
Wolfspeed
WOLF
$1.14B
$7.39M 0.01%
124,793
+432
+0.3% +$20.8K
MDC
1318
DELISTED
M.D.C. Holdings, Inc.
MDC
$7.37M 0.01%
223,072
+26,728
+14% +$739K
DEA
1319
Easterly Government Properties
DEA
$1.17B
$7.36M 0.01%
127,405
-11,898
-9% -$755K
CHNG
1320
DELISTED
Change Healthcare Inc. Common Stock
CHNG
$7.35M 0.01%
656,403
+282,937
+76% +$3.18M
WTFC icon
1321
Wintrust Financial
WTFC
$10.9B
$7.35M 0.01%
168,405
+20,791
+14% +$830K
NS
1322
DELISTED
NuStar Energy L.P.
NS
$7.33M 0.01%
513,375
-12,983
-2% -$173K
AAN.A
1323
DELISTED
The Aaron's Company Inc Class A
AAN.A
$7.32M 0.01%
161,277
+9,373
+6% +$426K
MIC
1324
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$7.32M 0.01%
238,414
-123,747
-34% -$3.43M
AM icon
1325
Antero Midstream
AM
$10.3B
$7.3M 0.01%
1,431,773
+147,699
+12% +$654K
51 52
53
54 55

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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.