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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
LYV icon
1026
Live Nation Entertainment
LYV
$42.1B
$11.7M 0.01%
264,791
-198,484
-43% -$8.7M
PVH icon
1027
PVH
PVH
$4.01B
$11.7M 0.01%
243,771
+3,245
+1% +$151K
TDS icon
1028
Telephone and Data Systems
TDS
$3.87B
$11.7M 0.01%
588,297
+193,378
+49% +$3.7M
HUBB icon
1029
Hubbell
HUBB
$25.6B
$11.7M 0.01%
93,250
+5,105
+6% +$622K
PE
1030
DELISTED
PARSLEY ENERGY INC
PE
$11.7M 0.01%
1,094,255
+254,934
+30% +$2.36M
AGNC icon
1031
AGNC Investment
AGNC
$12.9B
$11.7M 0.01%
903,727
-198,090
-18% -$2.48M
SPXC icon
1032
SPX Corp
SPXC
$10.2B
$11.6M 0.01%
282,545
+26,446
+10% +$996K
AEM icon
1033
Agnico Eagle Mines
AEM
$71.9B
$11.6M 0.01%
181,425
-12,242
-6% -$725K
VIAV icon
1034
Viavi Solutions
VIAV
$8.66B
$11.6M 0.01%
911,239
-60,334
-6% -$724K
PHI icon
1035
PLDT
PHI
$4.32B
$11.6M 0.01%
475,075
-43,860
-8% -$1.04M
SSD icon
1036
Simpson Manufacturing
SSD
$8.16B
$11.6M 0.01%
137,201
+5,646
+4% +$416K
AXTA icon
1037
Axalta
AXTA
$7.58B
$11.6M 0.01%
512,400
+160,614
+46% +$3.29M
EXEL icon
1038
Exelixis
EXEL
$14.2B
$11.5M 0.01%
484,472
+16,889
+4% +$391K
AEO icon
1039
American Eagle Outfitters
AEO
$3.04B
$11.5M 0.01%
1,054,364
+338,855
+47% +$3.2M
PINC
1040
DELISTED
Premier
PINC
$11.5M 0.01%
334,539
+88,217
+36% +$2.9M
MED icon
1041
Medifast
MED
$108M
$11.5M 0.01%
82,560
-10,490
-11% -$963K
R icon
1042
Ryder
R
$9.98B
$11.4M 0.01%
304,490
-3,912
-1% -$130K
EHC icon
1043
Encompass Health
EHC
$11.5B
$11.4M 0.01%
231,724
+5,842
+3% +$315K
TTC icon
1044
Toro Company
TTC
$9.08B
$11.4M 0.01%
172,030
-6,852
-4% -$450K
LPLA icon
1045
LPL Financial
LPLA
$27.4B
$11.4M 0.01%
145,428
-2,704
-2% -$181K
MTCH icon
1046
Match Group
MTCH
$9.16B
$11.3M 0.01%
105,748
+10,773
+11% +$900K
NTR icon
1047
Nutrien
NTR
$33.3B
$11.3M 0.01%
352,013
-57,498
-14% -$2M
AN icon
1048
AutoNation
AN
$7.37B
$11.2M 0.01%
299,176
-33,504
-10% -$1.21M
TMHC icon
1049
Taylor Morrison
TMHC
$11.2M 0.01%
581,044
-36,738
-6% -$579K
UFS
1050
DELISTED
DOMTAR CORPORATION (New)
UFS
$11.2M 0.01%
528,998
-63,704
-11% -$1.38M
40 41
42
43 44

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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.