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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
IR icon
676
Ingersoll Rand
IR
$33.1B
$23.2M 0.02%
823,451
-54,007
-6% -$1.53M
PNR icon
677
Pentair
PNR
$10.4B
$22.9M 0.02%
603,849
+17,623
+3% +$620K
NSANY
678
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$22.9M 0.02%
3,101,761
+158,783
+5% +$1.17M
TRMB icon
679
Trimble
TRMB
$13.4B
$22.9M 0.02%
530,138
+3,819
+0.7% +$143K
EPAM icon
680
EPAM Systems
EPAM
$5.15B
$22.9M 0.02%
90,853
-18,076
-17% -$3.98M
FHN icon
681
First Horizon
FHN
$12.2B
$22.9M 0.02%
2,296,421
+1,232,669
+116% +$11.2M
BWXT icon
682
BWX Technologies
BWXT
$15.7B
$22.8M 0.02%
403,342
+72,182
+22% +$4.04M
GT icon
683
Goodyear
GT
$2.07B
$22.8M 0.02%
2,547,286
-548,026
-18% -$4.16M
TKR icon
684
Timken Company
TKR
$9.77B
$22.7M 0.02%
500,002
+129,377
+35% +$5.11M
UGI icon
685
UGI
UGI
$7.97B
$22.7M 0.02%
715,073
+112,278
+19% +$3.41M
QVCGA
686
DELISTED
QVC Group Inc Series A
QVCGA
$22.7M 0.02%
49,292
+10,136
+26% +$3.96M
ZTO icon
687
ZTO Express
ZTO
$18.2B
$22.7M 0.02%
619,103
+162,081
+35% +$5.17M
MOS icon
688
The Mosaic Company
MOS
$7.33B
$22.7M 0.02%
1,814,825
+82,910
+5% +$993K
TRI icon
689
Thomson Reuters
TRI
$44.6B
$22.7M 0.02%
316,462
-43,626
-12% -$3.16M
LSXMK
690
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$22.6M 0.02%
846,118
-25,804
-3% -$664K
CRL icon
691
Charles River Laboratories
CRL
$11.3B
$22.6M 0.02%
129,440
+4,313
+3% +$688K
ROL icon
692
Rollins
ROL
$19.2B
$22.5M 0.02%
796,751
+13,035
+2% +$349K
MANH icon
693
Manhattan Associates
MANH
$9.76B
$22.5M 0.02%
238,587
+16,637
+7% +$1.24M
LAD icon
694
Lithia Motors
LAD
$7.84B
$22.5M 0.02%
148,420
+1,055
+0.7% +$121K
SLGN icon
695
Silgan Holdings
SLGN
$5.04B
$22.4M 0.02%
692,965
+28,324
+4% +$922K
WPP icon
696
WPP
WPP
$4.39B
$22.4M 0.02%
572,910
+305,689
+114% +$11.4M
PAA icon
697
Plains All American Pipeline
PAA
$17.2B
$22.4M 0.02%
2,529,726
+413,935
+20% +$3.52M
FLG
698
Flagstar Bank National Association
FLG
$5.76B
$22.4M 0.02%
730,408
-173,261
-19% -$5.21M
EVV
699
Eaton Vance Limited Duration Income Fund
EVV
$1.06B
$22.1M 0.02%
1,957,087
-149,802
-7% -$1.63M
PC
700
DELISTED
PANASONIC CORP ADR (REP 1 SHR COM STK) (JP)
PC
$21.9M 0.02%
2,516,162
+162,976
+7% +$1.42M
26 27
28
29 30

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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.