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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
ARGX icon
1976
argenx
ARGX
$55.2B
$2.6M ﹤0.01%
11,548
-1,005
-8% -$178K
ADSW
1977
DELISTED
Advanced Disposal Services Inc
ADSW
$2.6M ﹤0.01%
86,188
-42,910
-33% -$1.37M
ECOL
1978
DELISTED
US Ecology, Inc.
ECOL
$2.59M ﹤0.01%
76,520
+33,377
+77% +$1.09M
RHP icon
1979
Ryman Hospitality Properties
RHP
$8.56B
$2.59M ﹤0.01%
74,872
+2,366
+3% +$78.5K
SSTK icon
1980
Shutterstock
SSTK
$209M
$2.59M ﹤0.01%
73,936
-14,014
-16% -$504K
BCRX icon
1981
BioCryst Pharmaceuticals
BCRX
$2.42B
$2.58M ﹤0.01%
542,129
+492,761
+998% +$1.97M
VSTO
1982
DELISTED
Vista Outdoor Inc.
VSTO
$2.58M ﹤0.01%
178,548
-14,001
-7% -$140K
FLWS icon
1983
1-800-Flowers.com
FLWS
$252M
$2.58M ﹤0.01%
128,797
-490
-0.4% -$9.66K
PD icon
1984
PagerDuty
PD
$830M
$2.58M ﹤0.01%
90,098
+31,548
+54% +$761K
TRS icon
1985
TriMas Corp
TRS
$1.41B
$2.58M ﹤0.01%
107,681
-30,140
-22% -$693K
SPYV icon
1986
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.2B
$2.58M ﹤0.01%
88,973
-411,333
-82% -$11.7M
ECHO
1987
DELISTED
Echo Global Logistics, Inc.
ECHO
$2.57M ﹤0.01%
118,898
+3,245
+3% +$61K
MCY icon
1988
Mercury Insurance
MCY
$6B
$2.57M ﹤0.01%
63,075
+10,665
+20% +$428K
AMPH icon
1989
Amphastar Pharmaceuticals
AMPH
$907M
$2.57M ﹤0.01%
114,380
+28,411
+33% +$520K
CBD
1990
DELISTED
Companhia Brasileira de Distribuicao
CBD
$2.57M ﹤0.01%
196,495
-87,967
-31% -$1.06M
PTR
1991
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$2.55M ﹤0.01%
77,163
-66,165
-46% -$2.34M
BRFS
1992
DELISTED
BRF SA
BRFS
$2.55M ﹤0.01%
642,561
+128,171
+25% +$494K
ECOM
1993
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$2.55M ﹤0.01%
161,049
+96,200
+148% +$1.11M
VRTS icon
1994
Virtus Investment Partners
VRTS
$1.12B
$2.54M ﹤0.01%
21,848
+1,295
+6% +$121K
CMP icon
1995
Compass Minerals
CMP
$1.23B
$2.54M ﹤0.01%
52,036
-45,043
-46% -$2.09M
CMRE icon
1996
Costamare
CMRE
$1.85B
$2.53M ﹤0.01%
455,163
-54,469
-11% -$266K
ALEX
1997
DELISTED
Alexander & Baldwin
ALEX
$2.53M ﹤0.01%
207,436
+72,320
+54% +$854K
GGAL icon
1998
Galicia Financial Group
GGAL
$7.89B
$2.53M ﹤0.01%
260,470
-26,480
-9% -$226K
PLAB icon
1999
Photronics
PLAB
$1.65B
$2.53M ﹤0.01%
226,918
-49,508
-18% -$568K
LTHM
2000
DELISTED
Livent Corporation
LTHM
$2.52M ﹤0.01%
409,944
-116,876
-22% -$736K
78 79
80
81 82

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MCM
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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.