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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
CHL
1401
DELISTED
China Mobile Limited
CHL
$6.48M 0.01%
192,524
-288,206
-60% -$10.7M
CAE icon
1402
CAE Inc. Common Shares
CAE
$8.4B
$6.48M 0.01%
400,011
-141,328
-26% -$2.19M
SGI
1403
Somnigroup International
SGI
$14.3B
$6.47M 0.01%
359,732
-43,428
-11% -$623K
URBN icon
1404
Urban Outfitters
URBN
$6.44B
$6.46M 0.01%
424,577
-650,477
-61% -$11.1M
WTS icon
1405
Watts Water Technologies
WTS
$11.2B
$6.46M 0.01%
79,735
-21,106
-21% -$1.7M
TRNO icon
1406
Terreno Realty
TRNO
$7.61B
$6.45M ﹤0.01%
122,506
-27,816
-19% -$1.44M
MSGS icon
1407
Madison Square Garden
MSGS
$9.58B
$6.43M ﹤0.01%
43,796
-54,453
-55% -$8.99M
PSB
1408
DELISTED
PS Business Parks, Inc.
PSB
$6.42M ﹤0.01%
48,513
+2,573
+6% +$330K
VIRT icon
1409
Virtu Financial
VIRT
$5.09B
$6.42M ﹤0.01%
271,942
-19,266
-7% -$450K
MSA icon
1410
Mine Safety
MSA
$6.78B
$6.41M ﹤0.01%
56,028
-3,773
-6% -$419K
RLI icon
1411
RLI Corp
RLI
$5.99B
$6.41M ﹤0.01%
156,184
-46,772
-23% -$1.84M
KRC icon
1412
Kilroy Realty
KRC
$4.62B
$6.41M ﹤0.01%
109,199
-16,300
-13% -$988K
CNNE icon
1413
Cannae Holdings
CNNE
$656M
$6.4M ﹤0.01%
155,695
-25,287
-14% -$865K
ENR icon
1414
Energizer
ENR
$1.47B
$6.4M ﹤0.01%
134,698
-25,553
-16% -$1.04M
ABM icon
1415
ABM Industries
ABM
$2.88B
$6.38M ﹤0.01%
175,691
-3,047
-2% -$98.8K
DAN icon
1416
Dana Inc
DAN
$2.92B
$6.34M ﹤0.01%
520,483
-84,782
-14% -$922K
AAON icon
1417
Aaon
AAON
$7.06B
$6.34M ﹤0.01%
175,130
+19,514
+13% +$656K
KWR icon
1418
Quaker Houghton
KWR
$2.54B
$6.33M ﹤0.01%
34,122
-4,404
-11% -$691K
CROX icon
1419
Crocs
CROX
$6.68B
$6.32M ﹤0.01%
171,614
-14,064
-8% -$372K
PZZA icon
1420
Papa John's
PZZA
$998M
$6.3M ﹤0.01%
79,364
+5,158
+7% +$384K
HMSY
1421
DELISTED
HMS Holdings Corp.
HMSY
$6.29M ﹤0.01%
194,296
+31,949
+20% +$925K
PFPT
1422
DELISTED
Proofpoint, Inc.
PFPT
$6.29M ﹤0.01%
56,608
-3,457
-6% -$395K
VEON icon
1423
VEON
VEON
$3.48B
$6.27M ﹤0.01%
139,326
+8,410
+6% +$338K
P
1424
Everpure Inc
P
$23.5B
$6.26M ﹤0.01%
361,499
+261,622
+262% +$3.92M
APAM icon
1425
Artisan Partners
APAM
$2.81B
$6.26M ﹤0.01%
192,729
+20,002
+12% +$554K
55 56
57
58 59

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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.