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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
DHC
1001
Diversified Healthcare Trust
DHC
$2.23B
$12.1M 0.01%
2,739,977
-569,328
-17% -$2.01M
WH icon
1002
Wyndham Hotels & Resorts
WH
$5.62B
$12.1M 0.01%
283,969
-153,981
-35% -$6.28M
VICI icon
1003
VICI Properties
VICI
$29.8B
$12.1M 0.01%
599,391
-124,354
-17% -$2.28M
BIG
1004
DELISTED
Big Lots, Inc.
BIG
$12M 0.01%
286,255
+89,426
+45% +$2.54M
HLF icon
1005
Herbalife
HLF
$1.3B
$12M 0.01%
267,192
-11,118
-4% -$432K
DCI icon
1006
Donaldson
DCI
$11.1B
$12M 0.01%
258,251
+1,243
+0.5% +$55K
NWE icon
1007
NorthWestern Energy
NWE
$4.45B
$12M 0.01%
220,328
-28,555
-11% -$1.65M
ICUI icon
1008
ICU Medical
ICUI
$4.14B
$12M 0.01%
64,861
-7,301
-10% -$1.45M
Y
1009
DELISTED
Alleghany Corp
Y
$12M 0.01%
24,435
-7,471
-23% -$3.87M
ZNGA
1010
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$11.9M 0.01%
1,249,434
-115,622
-8% -$948K
AGR
1011
DELISTED
Avangrid, Inc.
AGR
$11.9M 0.01%
283,803
-87,228
-24% -$3.74M
VCSH icon
1012
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$11.9M 0.01%
144,029
+119
+0.1% +$9.68K
WES icon
1013
Western Midstream Partners
WES
$19.4B
$11.9M 0.01%
1,185,726
-27,321
-2% -$226K
PLAY icon
1014
Dave & Buster's
PLAY
$361M
$11.9M 0.01%
892,765
+607,344
+213% +$8.09M
W icon
1015
Wayfair
W
$12.5B
$11.9M 0.01%
60,130
+25,437
+73% +$3.8M
ESLT icon
1016
Elbit Systems
ESLT
$38.4B
$11.9M 0.01%
86,490
-1,550
-2% -$209K
SFM icon
1017
Sprouts Farmers Market
SFM
$7.31B
$11.8M 0.01%
462,958
+185,629
+67% +$4.25M
NATI
1018
DELISTED
National Instruments Corp
NATI
$11.8M 0.01%
305,813
+47,059
+18% +$1.78M
HE icon
1019
Hawaiian Electric Industries
HE
$2.28B
$11.8M 0.01%
327,990
-112,570
-26% -$4.36M
COLB icon
1020
Columbia Banking Systems
COLB
$8.84B
$11.8M 0.01%
416,513
-10,512
-2% -$268K
PUB
1021
DELISTED
PUBLICIS SA ADS (1 ADS = 1C0M)
PUB
$11.8M 0.01%
1,451,455
+196,247
+16% +$1.6M
SBH icon
1022
Sally Beauty Holdings
SBH
$1.48B
$11.8M 0.01%
941,611
-103,798
-10% -$1.14M
LXP icon
1023
LXP Industrial Trust
LXP
$3.53B
$11.8M 0.01%
223,480
-15,004
-6% -$756K
PBH icon
1024
Prestige Consumer Healthcare
PBH
$2.45B
$11.8M 0.01%
313,473
-11,546
-4% -$462K
BHF icon
1025
Brighthouse Financial
BHF
$3.66B
$11.7M 0.01%
421,973
+21,452
+5% +$591K
39 40
41
42 43

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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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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.