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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
PRGS icon
1626
Progress Software
PRGS
$1.75B
$4.56M ﹤0.01%
117,702
-14,739
-11% -$562K
MYOK
1627
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$4.54M ﹤0.01%
46,948
-3,112
-6% -$260K
TTMI icon
1628
TTM Technologies
TTMI
$10.6B
$4.52M ﹤0.01%
381,005
-20,879
-5% -$233K
WD icon
1629
Walker & Dunlop
WD
$1.73B
$4.52M ﹤0.01%
88,948
-23,811
-21% -$974K
CZZ
1630
DELISTED
Cosan Limited
CZZ
$4.52M ﹤0.01%
299,889
-426,831
-59% -$5.59M
KOF icon
1631
Coca-Cola Femsa
KOF
$22.5B
$4.51M ﹤0.01%
102,950
-45,880
-31% -$1.93M
VLY icon
1632
Valley National Bancorp
VLY
$7.9B
$4.5M ﹤0.01%
575,772
-203,764
-26% -$1.56M
AGO icon
1633
Assured Guaranty
AGO
$3.73B
$4.5M ﹤0.01%
184,197
-30,926
-14% -$843K
BLUE
1634
DELISTED
bluebird bio
BLUE
$4.5M ﹤0.01%
5,686
+1,412
+33% +$1.06M
BOX icon
1635
Box
BOX
$4.49B
$4.47M ﹤0.01%
215,333
+54,977
+34% +$965K
GBCI icon
1636
Glacier Bancorp
GBCI
$6.36B
$4.46M ﹤0.01%
126,497
-37,410
-23% -$1.39M
SPHR icon
1637
Sphere Entertainment
SPHR
$5.02B
$4.44M ﹤0.01%
+59,242
New +$4.55M
CBZ icon
1638
CBIZ
CBZ
$2.95B
$4.44M ﹤0.01%
185,197
-13,724
-7% -$311K
CLF icon
1639
Cleveland-Cliffs
CLF
$6.49B
$4.43M ﹤0.01%
803,336
-254,296
-24% -$1.24M
CIM
1640
Chimera Investment
CIM
$1.06B
$4.43M ﹤0.01%
153,717
-65,561
-30% -$1.68M
CYTK icon
1641
Cytokinetics
CYTK
$10.6B
$4.43M ﹤0.01%
187,961
+65,348
+53% +$1.23M
ARNC
1642
DELISTED
Arconic Corporation
ARNC
$4.42M ﹤0.01%
+317,692
New +$3.72M
PENN icon
1643
PENN Entertainment
PENN
$2.84B
$4.41M ﹤0.01%
144,252
-39,723
-22% -$910K
MODN
1644
DELISTED
MODEL N, INC.
MODN
$4.4M ﹤0.01%
126,681
-21,281
-14% -$620K
TSE
1645
DELISTED
Trinseo
TSE
$4.39M ﹤0.01%
198,134
+6,750
+4% +$138K
BYND icon
1646
Beyond Meat
BYND
$274M
$4.39M ﹤0.01%
32,755
+12,697
+63% +$1.5M
SHEN icon
1647
Shenandoah Telecom
SHEN
$703M
$4.39M ﹤0.01%
89,019
-12,782
-13% -$648K
CENX icon
1648
Century Aluminum
CENX
$4.22B
$4.37M ﹤0.01%
613,417
-75,330
-11% -$398K
KSA icon
1649
iShares MSCI Saudi Arabia ETF
KSA
$612M
$4.37M ﹤0.01%
166,070
+157,547
+1,848% +$4.05M
CVBF icon
1650
CVB Financial
CVBF
$4.02B
$4.37M ﹤0.01%
232,939
-25,224
-10% -$481K
64 65
66
67 68

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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.