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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
MAV
1576
DELISTED
Pioneer Municipal High Income Advantage Fund
MAV
$4.96M ﹤0.01%
472,122
+138,121
+41% +$1.43M
YETI icon
1577
Yeti Holdings
YETI
$3.87B
$4.96M ﹤0.01%
116,100
+102,268
+739% +$3.07M
SSL icon
1578
Sasol
SSL
$7.4B
$4.95M ﹤0.01%
642,515
+11,067
+2% +$60.6K
CCU icon
1579
Compañía de Cervecerías Unidas
CCU
$2.14B
$4.95M ﹤0.01%
345,737
-111,780
-24% -$1.61M
KRA
1580
DELISTED
Kraton Corporation
KRA
$4.94M ﹤0.01%
285,716
+45,378
+19% +$613K
INVA icon
1581
Innoviva
INVA
$1.6B
$4.91M ﹤0.01%
351,430
+16,717
+5% +$227K
LSXMA
1582
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
$4.91M ﹤0.01%
193,379
-21,144
-10% -$517K
THRM icon
1583
Gentherm
THRM
$1.32B
$4.88M ﹤0.01%
125,494
+12,208
+11% +$462K
H icon
1584
Hyatt Hotels
H
$17.5B
$4.87M ﹤0.01%
96,861
-15,526
-14% -$827K
CC icon
1585
Chemours
CC
$2.48B
$4.87M ﹤0.01%
316,939
-123,527
-28% -$1.56M
BCH icon
1586
Banco de Chile
BCH
$20.6B
$4.85M ﹤0.01%
275,035
-115,068
-29% -$2.02M
ARNA
1587
DELISTED
Arena Pharmaceuticals Inc
ARNA
$4.85M ﹤0.01%
77,068
+35,694
+86% +$1.96M
RYN icon
1588
Rayonier
RYN
$6.67B
$4.84M ﹤0.01%
215,370
-34,172
-14% -$744K
CORE
1589
DELISTED
Core Mark Holding Co., Inc.
CORE
$4.84M ﹤0.01%
193,996
+6,052
+3% +$162K
ONB icon
1590
Old National Bancorp
ONB
$10.2B
$4.83M ﹤0.01%
351,048
-113,436
-24% -$1.53M
EXP icon
1591
Eagle Materials
EXP
$6.49B
$4.82M ﹤0.01%
68,595
-16,055
-19% -$1.01M
IBOC icon
1592
International Bancshares
IBOC
$4.77B
$4.8M ﹤0.01%
149,977
-3,853
-3% -$111K
BOKF icon
1593
BOK Financial
BOKF
$8.58B
$4.8M ﹤0.01%
85,027
+21,282
+33% +$1.09M
EVTC icon
1594
Evertec
EVTC
$1.97B
$4.8M ﹤0.01%
170,797
+2,052
+1% +$54.4K
AWC
1595
DELISTED
Alumina Ltd
AWC
$4.79M ﹤0.01%
1,082,389
-148,922
-12% -$660K
WWW icon
1596
Wolverine World Wide
WWW
$1.68B
$4.78M ﹤0.01%
200,613
-21,088
-10% -$428K
GNW icon
1597
Genworth Financial
GNW
$3.86B
$4.77M ﹤0.01%
2,063,254
-402,015
-16% -$1.27M
INDB icon
1598
Independent Bank
INDB
$4.04B
$4.76M ﹤0.01%
70,900
-5,701
-7% -$383K
IWB icon
1599
iShares Russell 1000 ETF
IWB
$47.1B
$4.75M ﹤0.01%
27,686
+25,331
+1,076% +$4.1M
MDB icon
1600
MongoDB
MDB
$25.8B
$4.75M ﹤0.01%
20,986
+4,030
+24% +$746K
62 63
64
65 66

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MCM
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PSUF
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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.