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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
XRX icon
951
Xerox
XRX
$360M
$13.3M 0.01%
866,702
-39,931
-4% -$689K
SLF icon
952
Sun Life Financial
SLF
$46.6B
$13.2M 0.01%
359,631
+11,915
+3% +$410K
COHR icon
953
Coherent
COHR
$47.6B
$13.2M 0.01%
279,785
-61,434
-18% -$2.44M
BVN icon
954
Compañía de Minas Buenaventura
BVN
$7.72B
$13.2M 0.01%
1,443,204
-197,442
-12% -$1.6M
IHG icon
955
InterContinental Hotels
IHG
$23.9B
$13.2M 0.01%
297,157
-99,484
-25% -$4.5M
TMIC
956
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$13.2M 0.01%
234,689
-33,757
-13% -$1.89M
LITE icon
957
Lumentum
LITE
$50.7B
$13.1M 0.01%
160,628
-17,912
-10% -$1.36M
KEP icon
958
Korea Electric Power
KEP
$14.9B
$13.1M 0.01%
1,638,836
-102,993
-6% -$894K
TWNK
959
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$13M 0.01%
1,066,948
-3,845
-0.4% -$45.5K
FLIR
960
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$13M 0.01%
320,910
-35,525
-10% -$1.47M
BL icon
961
BlackLine
BL
$1.87B
$13M 0.01%
156,876
+54,822
+54% +$3.66M
SEO
962
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$13M 0.01%
1,083,487
-238,605
-18% -$2.86M
WSO icon
963
Watsco Inc
WSO
$15.1B
$13M 0.01%
72,925
+1,361
+2% +$225K
TRN icon
964
Trinity Industries
TRN
$3.03B
$12.9M 0.01%
607,728
-105,204
-15% -$2.02M
GRFS
965
Grifois
GRFS
$5.44B
$12.8M 0.01%
703,427
+3,811
+0.5% +$75.6K
NEOG icon
966
Neogen
NEOG
$2B
$12.8M 0.01%
329,266
+10,444
+3% +$353K
IPHI
967
DELISTED
INPHI CORPORATION
IPHI
$12.8M 0.01%
108,584
-12,518
-10% -$1.32M
SIX
968
DELISTED
Six Flags Entertainment Corp.
SIX
$12.7M 0.01%
663,046
-138,500
-17% -$2.75M
WCN
969
Waste Connections
WCN
$42.7B
$12.7M 0.01%
135,470
-10,918
-7% -$973K
STAY
970
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$12.7M 0.01%
1,131,642
-57,080
-5% -$598K
PB icon
971
Prosperity Bancshares
PB
$8.82B
$12.7M 0.01%
213,097
-19,210
-8% -$1.11M
JLL icon
972
Jones Lang LaSalle
JLL
$15.9B
$12.6M 0.01%
122,234
-37,250
-23% -$3.84M
FIVE icon
973
Five Below
FIVE
$11.5B
$12.6M 0.01%
118,211
+7,179
+6% +$673K
PTC icon
974
PTC
PTC
$14.7B
$12.6M 0.01%
162,357
+124
+0.1% +$8.79K
CXT icon
975
Crane NXT
CXT
$3.14B
$12.6M 0.01%
611,399
+256,830
+72% +$4.8M
37 38
39
40 41

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PSUF
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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.