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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
EFOR
1376
Everforth Inc
EFOR
$962M
$6.74M 0.01%
101,073
+12,764
+14% +$677K
REZI icon
1377
Resideo Technologies
REZI
$5.29B
$6.72M 0.01%
573,544
+27,957
+5% +$195K
IWR icon
1378
iShares Russell Mid-Cap ETF
IWR
$56.1B
$6.69M 0.01%
124,860
-20,188
-14% -$1.01M
MEDP icon
1379
Medpace
MEDP
$16.1B
$6.68M 0.01%
71,870
-11,911
-14% -$1.01M
UI icon
1380
Ubiquiti
UI
$31.6B
$6.66M 0.01%
38,146
+8,610
+29% +$1.44M
CDP icon
1381
COPT Defense Properties
CDP
$4.35B
$6.63M 0.01%
261,843
-14,399
-5% -$359K
STAG icon
1382
STAG Industrial
STAG
$7.46B
$6.63M 0.01%
226,308
+614
+0.3% +$16.2K
INN
1383
Summit Hotel Properties
INN
$763M
$6.63M 0.01%
1,117,596
+561,127
+101% +$3.16M
GDOT icon
1384
Green Dot
GDOT
$758M
$6.62M 0.01%
134,871
-11,162
-8% -$378K
GTY
1385
Getty Realty Corp
GTY
$2.17B
$6.62M 0.01%
222,905
+14,809
+7% +$393K
PDCO
1386
DELISTED
Patterson Companies, Inc.
PDCO
$6.61M 0.01%
300,537
-42,330
-12% -$741K
B
1387
DELISTED
Barnes Group Inc.
B
$6.61M 0.01%
167,131
+1,123
+0.7% +$43.1K
CHGG icon
1388
Chegg
CHGG
$118M
$6.6M 0.01%
98,097
+20,048
+26% +$1.07M
KMPR icon
1389
Kemper
KMPR
$1.8B
$6.58M 0.01%
90,666
-18,423
-17% -$1.23M
HEI.A icon
1390
HEICO Corp Class A
HEI.A
$35.7B
$6.57M 0.01%
80,889
-15,038
-16% -$1.17M
NUVA
1391
DELISTED
NuVasive, Inc.
NUVA
$6.57M 0.01%
118,006
+5,522
+5% +$319K
TECK icon
1392
Teck Resources
TECK
$28.1B
$6.57M 0.01%
630,219
-99,411
-14% -$913K
TFSL icon
1393
TFS Financial
TFSL
$5.12B
$6.55M 0.01%
457,661
-92,013
-17% -$1.33M
ATH
1394
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$6.54M 0.01%
209,574
+817
+0.4% +$22.8K
BLKB icon
1395
Blackbaud
BLKB
$1.96B
$6.53M 0.01%
114,456
-11,730
-9% -$645K
JBTM
1396
JBT Marel
JBTM
$7.24B
$6.51M 0.01%
75,653
-1,577
-2% -$122K
ELAN icon
1397
Elanco Animal Health
ELAN
$12.8B
$6.5M 0.01%
303,216
-130,361
-30% -$2.88M
MAC icon
1398
Macerich
MAC
$7.48B
$6.5M 0.01%
725,029
+102,935
+17% +$797K
TU icon
1399
Telus
TU
$17.1B
$6.5M 0.01%
387,772
-16,571
-4% -$276K
HCSG icon
1400
Healthcare Services Group
HCSG
$1.59B
$6.49M 0.01%
265,111
-41,801
-14% -$989K
54 55
56
57 58

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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.