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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
PDCE
1551
DELISTED
PDC Energy, Inc.
PDCE
$5.15M ﹤0.01%
414,312
+13,034
+3% +$156K
PMT
1552
PennyMac Mortgage Investment
PMT
$845M
$5.15M ﹤0.01%
293,721
-18,811
-6% -$226K
SPB icon
1553
Spectrum Brands
SPB
$2.03B
$5.14M ﹤0.01%
112,058
-78,381
-41% -$3.33M
CNK icon
1554
Cinemark Holdings
CNK
$4.07B
$5.14M ﹤0.01%
445,035
-10,841
-2% -$147K
BPYU
1555
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
$5.13M ﹤0.01%
515,046
+78,346
+18% +$788K
DCP
1556
DELISTED
DCP Midstream, LP
DCP
$5.13M ﹤0.01%
453,690
-10,156
-2% -$96.2K
CHDN icon
1557
Churchill Downs
CHDN
$6.17B
$5.11M ﹤0.01%
76,718
+5,536
+8% +$315K
PRAA icon
1558
PRA Group
PRAA
$672M
$5.1M ﹤0.01%
132,009
-7,033
-5% -$223K
GRA
1559
DELISTED
W.R. Grace & Co.
GRA
$5.09M ﹤0.01%
100,255
+24,462
+32% +$1.16M
UNFI icon
1560
United Natural Foods
UNFI
$3.04B
$5.09M ﹤0.01%
279,419
-77,939
-22% -$1.17M
IRTC icon
1561
iRhythm Holdings
IRTC
$4.02B
$5.05M ﹤0.01%
43,608
-3,614
-8% -$398K
COKE icon
1562
Coca-Cola Consolidated
COKE
$12.8B
$5.03M ﹤0.01%
219,520
-1,500
-0.7% -$35.1K
ROG icon
1563
Rogers Corp
ROG
$2.08B
$5.03M ﹤0.01%
40,330
+1,062
+3% +$114K
EGBN icon
1564
Eagle Bancorp
EGBN
$850M
$5.02M ﹤0.01%
153,186
+27,179
+22% +$867K
BCO icon
1565
Brink's
BCO
$5.01B
$5.02M ﹤0.01%
110,215
-4,964
-4% -$226K
HIX
1566
Western Asset High Income Fund II
HIX
$347M
$5.02M ﹤0.01%
809,007
+499,144
+161% +$2.81M
EGOV
1567
DELISTED
NIC Inc
EGOV
$5.01M ﹤0.01%
218,133
+14,259
+7% +$337K
ARWR icon
1568
Arrowhead Research
ARWR
$12.1B
$5.01M ﹤0.01%
115,901
+22,247
+24% +$785K
MSD
1569
Morgan Stanley Emerging Markets Debt Fund
MSD
$146M
$4.99M ﹤0.01%
587,833
-34,647
-6% -$280K
COTY icon
1570
Coty
COTY
$2.4B
$4.99M ﹤0.01%
1,115,587
-1,095,669
-50% -$5.31M
FLOW
1571
DELISTED
SPX FLOW, Inc.
FLOW
$4.99M ﹤0.01%
133,188
-5,725
-4% -$187K
ROCK icon
1572
Gibraltar Industries
ROCK
$1.28B
$4.98M ﹤0.01%
103,743
-1,039
-1% -$46.2K
SPGM icon
1573
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.68B
$4.98M ﹤0.01%
124,967
+678
+0.5% +$25.4K
WAFD icon
1574
WaFd
WAFD
$2.71B
$4.97M ﹤0.01%
185,334
-129,093
-41% -$3.33M
ADNT icon
1575
Adient
ADNT
$1.69B
$4.97M ﹤0.01%
302,796
-160,022
-35% -$2.43M
61 62
63
64 65

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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.