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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
LYFT icon
1351
Lyft
LYFT
$5.86B
$7.07M 0.01%
214,192
+107,493
+101% +$3.4M
SAFM
1352
DELISTED
Sanderson Farms Inc
SAFM
$7.06M 0.01%
60,929
-8,622
-12% -$1.11M
CWT icon
1353
California Water Service
CWT
$3.12B
$7.05M 0.01%
147,807
-10,909
-7% -$515K
JACK icon
1354
Jack in the Box
JACK
$319M
$7.03M 0.01%
94,938
+9,449
+11% +$582K
LFUS icon
1355
Littelfuse
LFUS
$10.4B
$7.03M 0.01%
41,206
+1,792
+5% +$272K
GATX icon
1356
GATX Corp
GATX
$6.42B
$7.03M 0.01%
115,227
-31,286
-21% -$1.88M
PRI icon
1357
Primerica
PRI
$10.1B
$7.02M 0.01%
60,212
+7,084
+13% +$753K
BRC icon
1358
Brady Corp
BRC
$4.54B
$7M 0.01%
149,572
+2,674
+2% +$123K
WERN icon
1359
Werner Enterprises
WERN
$2.23B
$6.99M 0.01%
160,494
+26,700
+20% +$1.1M
MAT icon
1360
Mattel
MAT
$4.47B
$6.96M 0.01%
720,247
-245,135
-25% -$2.23M
CALY
1361
Callaway Golf Company
CALY
$3.29B
$6.95M 0.01%
397,170
+81,515
+26% +$1.13M
EGIO
1362
DELISTED
Edgio, Inc. Common Stock
EGIO
$6.95M 0.01%
23,609
+7,821
+50% +$1.74M
BHK icon
1363
BlackRock Core Bond Trust
BHK
$643M
$6.92M 0.01%
450,345
-62,644
-12% -$925K
LSI
1364
DELISTED
Life Storage, Inc.
LSI
$6.92M 0.01%
109,248
-7,478
-6% -$464K
RPAI
1365
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$6.9M 0.01%
942,641
-98,865
-9% -$570K
HWC icon
1366
Hancock Whitney
HWC
$6.21B
$6.87M 0.01%
323,908
+82,721
+34% +$1.71M
KMT icon
1367
Kennametal
KMT
$2.58B
$6.87M 0.01%
239,179
-15,735
-6% -$401K
GPK icon
1368
Graphic Packaging
GPK
$3.32B
$6.86M 0.01%
490,329
-93,509
-16% -$1.26M
DOC
1369
DELISTED
PHYSICIANS REALTY TRUST
DOC
$6.86M 0.01%
391,539
-5,163
-1% -$84.2K
PS
1370
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$6.85M 0.01%
379,482
+247,331
+187% +$4.19M
TOL icon
1371
Toll Brothers
TOL
$14.2B
$6.84M 0.01%
209,984
-21,442
-9% -$587K
AIMC
1372
DELISTED
Altra Industrial Motion Corp
AIMC
$6.78M 0.01%
212,797
+31,265
+17% +$827K
UHAL icon
1373
U-Haul Holding Co
UHAL
$14.2B
$6.78M 0.01%
224,240
-4,010
-2% -$118K
ALGT icon
1374
Allegiant Air
ALGT
$2.62B
$6.76M 0.01%
61,875
+11,558
+23% +$1.06M
EVR icon
1375
Evercore
EVR
$11.8B
$6.75M 0.01%
114,623
+3,923
+4% +$213K
53 54
55
56 57

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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.