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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
VTA
1126
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$9.97M 0.01%
1,120,200
+70,806
+7% +$603K
LPX icon
1127
Louisiana-Pacific
LPX
$5.35B
$9.95M 0.01%
387,730
-33,953
-8% -$719K
WWE
1128
DELISTED
World Wrestling Entertainment
WWE
$9.94M 0.01%
228,730
+18,597
+9% +$798K
RL icon
1129
Ralph Lauren
RL
$22.5B
$9.92M 0.01%
136,732
-32,688
-19% -$2.4M
HDS
1130
DELISTED
HD Supply Holdings, Inc.
HDS
$9.89M 0.01%
285,469
+89,745
+46% +$2.78M
SSNC icon
1131
SS&C Technologies
SSNC
$18.8B
$9.89M 0.01%
175,106
+3,593
+2% +$196K
CUZ icon
1132
Cousins Properties
CUZ
$5.22B
$9.87M 0.01%
330,728
+35,657
+12% +$1.07M
EWC icon
1133
iShares MSCI Canada ETF
EWC
$6.18B
$9.86M 0.01%
381,121
+31,741
+9% +$776K
KEX icon
1134
Kirby Corp
KEX
$7.77B
$9.86M 0.01%
184,130
+11,149
+6% +$570K
PPBI
1135
DELISTED
Pacific Premier Bancorp
PPBI
$9.8M 0.01%
452,197
+226,889
+101% +$4.55M
LAMR icon
1136
Lamar Advertising Co
LAMR
$16.5B
$9.8M 0.01%
146,806
-1,973
-1% -$120K
ITUB icon
1137
Itaú Unibanco
ITUB
$91.6B
$9.79M 0.01%
2,869,544
-6,226,286
-68% -$20.2M
GH icon
1138
Guardant Health
GH
$19B
$9.78M 0.01%
120,570
+44,838
+59% +$3.61M
CBRL icon
1139
Cracker Barrel
CBRL
$1.2B
$9.76M 0.01%
88,004
+2,445
+3% +$242K
CHH icon
1140
Choice Hotels
CHH
$5.22B
$9.73M 0.01%
123,388
+9,718
+9% +$741K
MLCO icon
1141
Melco Resorts & Entertainment
MLCO
$2.19B
$9.73M 0.01%
627,227
-17,137
-3% -$265K
UFPI icon
1142
UFP Industries
UFPI
$5.14B
$9.72M 0.01%
196,423
-20,592
-9% -$877K
BC icon
1143
Brunswick
BC
$5.33B
$9.72M 0.01%
151,810
+13,240
+10% +$660K
THS
1144
DELISTED
Treehouse Foods
THS
$9.71M 0.01%
221,797
-30,870
-12% -$1.51M
FHI icon
1145
Federated Hermes
FHI
$4.59B
$9.71M 0.01%
409,750
-18,569
-4% -$411K
HELE icon
1146
Helen of Troy
HELE
$672M
$9.7M 0.01%
51,433
-16,762
-25% -$2.74M
BCPC
1147
Balchem Corp
BCPC
$5.33B
$9.66M 0.01%
101,878
+954
+0.9% +$89.2K
ODP
1148
DELISTED
ODP
ODP
$9.66M 0.01%
411,203
-16,777
-4% -$366K
VRNT
1149
DELISTED
Verint Systems
VRNT
$9.65M 0.01%
419,236
+85,771
+26% +$1.9M
TCP
1150
DELISTED
TC Pipelines LP
TCP
$9.64M 0.01%
+310,367
New +$10.2M
44 45
46
47 48

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MCM
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PSUF
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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.