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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
HMN icon
1451
Horace Mann Educators
HMN
$2.11B
$6.02M ﹤0.01%
163,808
-27,094
-14% -$953K
ENIA
1452
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$6M ﹤0.01%
799,121
-416,452
-34% -$3.23M
BERY
1453
DELISTED
Berry Global Group, Inc.
BERY
$6M ﹤0.01%
147,410
+46,236
+46% +$1.74M
NVT icon
1454
nVent Electric
NVT
$21.6B
$5.99M ﹤0.01%
319,795
+14,100
+5% +$257K
HOMB icon
1455
Home BancShares
HOMB
$6.3B
$5.99M ﹤0.01%
389,339
+4,688
+1% +$65.9K
BXMT icon
1456
Blackstone Mortgage Trust
BXMT
$2.77B
$5.98M ﹤0.01%
248,197
+7,851
+3% +$180K
GWPH
1457
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$5.97M ﹤0.01%
48,664
-14,488
-23% -$1.64M
CXP
1458
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$5.96M ﹤0.01%
453,752
+63,237
+16% +$833K
CNA icon
1459
CNA Financial
CNA
$14.9B
$5.94M ﹤0.01%
184,680
+73,031
+65% +$2.25M
FBP icon
1460
First Bancorp
FBP
$4.41B
$5.93M ﹤0.01%
1,060,197
+44,717
+4% +$242K
PLNT icon
1461
Planet Fitness
PLNT
$4.45B
$5.92M ﹤0.01%
97,732
+20,096
+26% +$1.21M
SANM icon
1462
Sanmina
SANM
$8.78B
$5.92M ﹤0.01%
236,305
-20,882
-8% -$550K
MTOR
1463
DELISTED
MERITOR, Inc.
MTOR
$5.91M ﹤0.01%
298,673
-26,188
-8% -$484K
VONG icon
1464
Vanguard Russell 1000 Growth ETF
VONG
$41.2B
$5.91M ﹤0.01%
119,760
-11,356
-9% -$515K
GMED icon
1465
Globus Medical
GMED
$11.1B
$5.88M ﹤0.01%
123,336
+4,894
+4% +$236K
STNE icon
1466
StoneCo
STNE
$2.67B
$5.88M ﹤0.01%
151,684
+19,876
+15% +$579K
MCR
1467
DELISTED
MFS Charter Income Trust
MCR
$5.87M ﹤0.01%
738,798
-14,773
-2% -$117K
BRSL
1468
Brightstar Lottery PLC
BRSL
$1.9B
$5.87M ﹤0.01%
659,490
+63,450
+11% +$495K
AIT icon
1469
Applied Industrial Technologies
AIT
$12.4B
$5.86M ﹤0.01%
93,862
+5,491
+6% +$299K
SEDG icon
1470
SolarEdge
SEDG
$2.37B
$5.84M ﹤0.01%
42,113
+4,593
+12% +$562K
WUBA
1471
DELISTED
58.com Inc
WUBA
$5.83M ﹤0.01%
108,168
-16,242
-13% -$837K
ARI
1472
Apollo Commercial Real Estate
ARI
$864M
$5.83M ﹤0.01%
594,725
+152,081
+34% +$1.29M
JOYY
1473
JOYY Inc
JOYY
$3.73B
$5.83M ﹤0.01%
65,787
-5,791
-8% -$386K
SYKE
1474
DELISTED
SYKES Enterprises Inc
SYKE
$5.82M ﹤0.01%
210,361
-55,937
-21% -$1.51M
SCL icon
1475
Stepan Co
SCL
$1.5B
$5.81M ﹤0.01%
59,841
+15,790
+36% +$1.48M
57 58
59
60 61

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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.