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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
SCI icon
851
Service Corp International
SCI
$11.7B
$15.9M 0.01%
410,134
-18,603
-4% -$715K
ZD icon
852
Ziff Davis
ZD
$1.95B
$15.9M 0.01%
288,888
+37,776
+15% +$2.47M
LSTR icon
853
Landstar System
LSTR
$6.29B
$15.8M 0.01%
141,025
+12,547
+10% +$1.34M
USFD icon
854
US Foods
USFD
$22.3B
$15.7M 0.01%
795,421
+237,270
+43% +$4.54M
SMCI icon
855
Super Micro Computer
SMCI
$18.4B
$15.6M 0.01%
5,510,170
-1,304,360
-19% -$3.28M
DLB icon
856
Dolby
DLB
$4.97B
$15.6M 0.01%
237,384
+2,879
+1% +$172K
EQT icon
857
EQT Corp
EQT
$32.3B
$15.6M 0.01%
1,309,072
+6,662
+0.5% +$87.3K
NFG icon
858
National Fuel Gas
NFG
$7.73B
$15.6M 0.01%
371,361
-83,347
-18% -$3.4M
SON icon
859
Sonoco
SON
$5.99B
$15.6M 0.01%
297,666
+12,919
+5% +$640K
EAT icon
860
Brinker International
EAT
$8.5B
$15.5M 0.01%
645,994
+46,547
+8% +$999K
TPR icon
861
Tapestry
TPR
$30.5B
$15.5M 0.01%
1,163,642
-15,709
-1% -$223K
RP
862
DELISTED
RealPage, Inc.
RP
$15.5M 0.01%
237,669
-7,065
-3% -$446K
DAR icon
863
Darling Ingredients
DAR
$9.28B
$15.4M 0.01%
627,000
+5,940
+1% +$129K
VTIP icon
864
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$15.4M 0.01%
307,572
+9,292
+3% +$462K
KNX icon
865
Knight Transportation
KNX
$11.4B
$15.4M 0.01%
369,517
+69,808
+23% +$2.66M
FTI icon
866
TechnipFMC
FTI
$28.9B
$15.4M 0.01%
3,026,868
-178,252
-6% -$1.04M
SVC
867
Service Properties Trust
SVC
$1.09B
$15.4M 0.01%
433,436
+184,722
+74% +$6.43M
FMX icon
868
Fomento Económico Mexicano
FMX
$43.5B
$15.4M 0.01%
247,762
-130,610
-35% -$8.32M
BKU icon
869
Bankunited
BKU
$3.41B
$15.2M 0.01%
752,417
-117,473
-14% -$2.2M
ASH icon
870
Ashland
ASH
$3.11B
$15.2M 0.01%
219,639
+23,566
+12% +$1.46M
IAA
871
DELISTED
IAA, Inc. Common Stock
IAA
$15.1M 0.01%
391,754
-63,521
-14% -$2.37M
RGEN icon
872
Repligen
RGEN
$8.2B
$15.1M 0.01%
122,021
-131
-0.1% -$15.4K
IIM icon
873
Invesco Value Municipal Income Trust
IIM
$590M
$15.1M 0.01%
1,042,628
+262,468
+34% +$3.7M
AER icon
874
AerCap
AER
$24.3B
$15.1M 0.01%
488,953
+39,402
+9% +$1.13M
ELS icon
875
Equity Lifestyle Properties
ELS
$12.8B
$15.1M 0.01%
241,004
-59,262
-20% -$3.64M
33 34
35
36 37

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AF
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MCM
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PSUF
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IA
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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.