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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
GBT
1676
DELISTED
Global Blood Therapeutics, Inc.
GBT
$4.21M ﹤0.01%
66,608
+19,133
+40% +$1.31M
MTX icon
1677
Minerals Technologies
MTX
$2.29B
$4.2M ﹤0.01%
89,474
+25,940
+41% +$1.14M
RIG icon
1678
Transocean
RIG
$5.48B
$4.2M ﹤0.01%
2,293,180
-620,098
-21% -$963K
STAA icon
1679
STAAR Surgical
STAA
$1.19B
$4.19M ﹤0.01%
68,084
+30,272
+80% +$1.24M
VICR icon
1680
Vicor
VICR
$8.33B
$4.19M ﹤0.01%
58,190
+24,092
+71% +$1.35M
MOG.A icon
1681
Moog Inc Class A
MOG.A
$12.4B
$4.18M ﹤0.01%
78,971
-6,992
-8% -$359K
ILPT
1682
Industrial Logistics Properties Trust
ILPT
$582M
$4.18M ﹤0.01%
203,541
+23,812
+13% +$437K
INO icon
1683
Inovio Pharmaceuticals
INO
$85.6M
$4.18M ﹤0.01%
12,933
+2,817
+28% +$452K
DY icon
1684
Dycom Industries
DY
$11.2B
$4.15M ﹤0.01%
101,430
+11,448
+13% +$395K
CNX icon
1685
CNX Resources
CNX
$4.91B
$4.14M ﹤0.01%
479,085
-95,999
-17% -$966K
AAT
1686
American Assets Trust
AAT
$1.46B
$4.14M ﹤0.01%
148,795
+5,795
+4% +$159K
VO icon
1687
Vanguard Mid-Cap ETF
VO
$106B
$4.14M ﹤0.01%
101,064
+12,704
+14% +$487K
COHR
1688
DELISTED
Coherent Inc
COHR
$4.14M ﹤0.01%
31,591
-7,104
-18% -$930K
MQT
1689
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$4.13M ﹤0.01%
323,353
+29,210
+10% +$359K
DORM icon
1690
Dorman Products
DORM
$4.22B
$4.12M ﹤0.01%
61,477
-13,702
-18% -$882K
CWEN icon
1691
Clearway Energy Class C
CWEN
$4.79B
$4.12M ﹤0.01%
178,666
-4,681
-3% -$99K
RGR icon
1692
Sturm, Ruger & Co
RGR
$603M
$4.11M ﹤0.01%
54,128
+561
+1% +$34.1K
FSS icon
1693
Federal Signal
FSS
$6.82B
$4.11M ﹤0.01%
138,347
-7,295
-5% -$206K
IOVA icon
1694
Iovance Biotherapeutics
IOVA
$2.04B
$4.09M ﹤0.01%
149,016
+37,013
+33% +$1.22M
LZB icon
1695
La-Z-Boy
LZB
$1.64B
$4.08M ﹤0.01%
150,891
-8,389
-5% -$202K
PGRE
1696
DELISTED
Paramount Group
PGRE
$4.08M ﹤0.01%
529,187
+3,683
+0.7% +$31.1K
AXS icon
1697
AXIS Capital
AXS
$7.81B
$4.08M ﹤0.01%
100,517
-2,742
-3% -$106K
PFGC icon
1698
Performance Food Group
PFGC
$18.3B
$4.08M ﹤0.01%
139,922
-13,087
-9% -$340K
MTRN icon
1699
Materion
MTRN
$3.94B
$4.07M ﹤0.01%
66,191
+2,434
+4% +$123K
ATHM icon
1700
Autohome
ATHM
$2.62B
$4.06M ﹤0.01%
53,768
-7,996
-13% -$626K
66 67
68
69 70

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MCM
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PSUF
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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.