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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
TREX icon
726
Trex
TREX
$4.57B
$21M 0.02%
322,478
+34,426
+12% +$1.84M
AVK
727
Advent Convertible and Income Fund
AVK
$538M
$20.9M 0.02%
1,641,166
+131,106
+9% +$1.57M
CF icon
728
CF Industries
CF
$18.9B
$20.9M 0.02%
741,663
-111,609
-13% -$3.17M
BBVA icon
729
Banco Bilbao Vizcaya Argentaria
BBVA
$146B
$20.9M 0.02%
6,132,245
+475,905
+8% +$1.5M
EDP
730
DELISTED
EDP-ELECT DE PORTUGAL S A (REPTG 10 ORD)
EDP
$20.8M 0.02%
432,750
+40,026
+10% +$1.93M
LN
731
DELISTED
LINE Corporation
LN
$20.8M 0.02%
415,119
+95,801
+30% +$4.73M
CXO
732
DELISTED
CONCHO RESOURCES INC.
CXO
$20.7M 0.02%
402,635
-54,773
-12% -$3.03M
JBL icon
733
Jabil
JBL
$31.7B
$20.7M 0.02%
644,968
+26,980
+4% +$777K
EQNR icon
734
Equinor
EQNR
$91B
$20.7M 0.02%
1,428,064
-50,161
-3% -$705K
ALSN icon
735
Allison Transmission
ALSN
$10B
$20.6M 0.02%
559,481
+162,239
+41% +$5.81M
CSL icon
736
Carlisle Companies
CSL
$14B
$20.5M 0.02%
171,310
-39,925
-19% -$4.8M
PKX icon
737
POSCO
PKX
$15.5B
$20.5M 0.02%
552,916
-133,667
-19% -$4.9M
MGM icon
738
MGM Resorts International
MGM
$11.9B
$20.4M 0.02%
1,217,217
+345,001
+40% +$5.57M
CTLT
739
DELISTED
CATALENT, INC.
CTLT
$20.4M 0.02%
278,982
+38,231
+16% +$2.6M
ARW icon
740
Arrow Electronics
ARW
$10.7B
$20.2M 0.02%
294,333
-5,935
-2% -$375K
WEX icon
741
WEX
WEX
$6.19B
$20.1M 0.02%
122,115
+35,291
+41% +$4.84M
INVH icon
742
Invitation Homes
INVH
$17.9B
$20.1M 0.02%
730,759
+131,423
+22% +$3.29M
ZM icon
743
Zoom
ZM
$26.8B
$20.1M 0.02%
79,215
+73,540
+1,296% +$13.2M
BPOP icon
744
Popular Inc
BPOP
$11B
$20M 0.02%
539,307
-171,226
-24% -$6.38M
LQD icon
745
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.5B
$20M 0.02%
148,771
+1,084
+0.7% +$141K
TRU icon
746
TransUnion
TRU
$16.4B
$20M 0.02%
229,458
-25,993
-10% -$2.07M
OSK icon
747
Oshkosh
OSK
$9.36B
$20M 0.02%
278,807
-4,968
-2% -$339K
BBL
748
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$19.7M 0.02%
478,522
-50,202
-9% -$1.83M
EQH icon
749
Equitable Holdings
EQH
$13.4B
$19.6M 0.02%
1,018,562
+282,780
+38% +$5.05M
HAIN icon
750
Hain Celestial
HAIN
$45.5M
$19.6M 0.02%
622,202
-32,596
-5% -$943K
28 29
30
31 32

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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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ACI
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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.