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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
CCEP icon
626
Coca-Cola Europacific Partners
CCEP
$48.1B
$26.7M 0.02%
708,386
-102,842
-13% -$4.03M
LBTYK icon
627
Liberty Global Class C
LBTYK
$3.27B
$26.7M 0.02%
1,243,109
+107,667
+9% +$2.15M
CIEN icon
628
Ciena
CIEN
$53.4B
$26.7M 0.02%
493,506
+186,158
+61% +$9.25M
UTHR icon
629
United Therapeutics
UTHR
$26.3B
$26.6M 0.02%
220,212
+17,347
+9% +$1.95M
SNA icon
630
Snap-on
SNA
$21.1B
$26.6M 0.02%
191,994
+8,321
+5% +$1.06M
XME icon
631
State Street SPDR S&P Metals & Mining ETF
XME
$3.96B
$26.1M 0.02%
1,233,156
+5,600
+0.5% +$111K
CCK icon
632
Crown Holdings
CCK
$12.9B
$26.1M 0.02%
401,177
+11,423
+3% +$719K
AOS icon
633
A.O. Smith
AOS
$8.61B
$26.1M 0.02%
553,319
+10,569
+2% +$462K
ULTA icon
634
Ulta Beauty
ULTA
$20.7B
$26M 0.02%
127,640
-24,314
-16% -$5.23M
REG icon
635
Regency Centers
REG
$15.1B
$25.9M 0.02%
564,623
+45,537
+9% +$1.92M
MAN icon
636
ManpowerGroup
MAN
$2.5B
$25.9M 0.02%
376,836
+13,156
+4% +$898K
SAN icon
637
Banco Santander
SAN
$200B
$25.8M 0.02%
11,171,644
-2,308,855
-17% -$5.05M
PBCT
638
DELISTED
People's United Financial Inc
PBCT
$25.8M 0.02%
2,226,345
-1,185,589
-35% -$13.8M
RDS.B
639
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$25.8M 0.02%
845,888
+22,818
+3% +$746K
TDY icon
640
Teledyne Technologies
TDY
$30.2B
$25.6M 0.02%
82,304
-4,636
-5% -$1.52M
BXP icon
641
Boston Properties
BXP
$11B
$25.6M 0.02%
283,035
-5,779
-2% -$524K
AFB
642
AllianceBernstein National Municipal Income Fund
AFB
$314M
$25.5M 0.02%
1,910,439
+55,618
+3% +$719K
L icon
643
Loews
L
$24.4B
$25.4M 0.02%
740,163
-302,488
-29% -$10.2M
HOLX
644
DELISTED
Hologic
HOLX
$25.3M 0.02%
443,511
-7,225
-2% -$355K
BN icon
645
Brookfield
BN
$103B
$25.2M 0.02%
1,431,675
-152,452
-10% -$2.68M
LM
646
DELISTED
Legg Mason, Inc.
LM
$25.1M 0.02%
505,212
-57,833
-10% -$2.87M
EXR icon
647
Extra Space Storage
EXR
$31.3B
$25.1M 0.02%
272,067
-63,454
-19% -$5.9M
WIX icon
648
WIX.com
WIX
$2.36B
$25.1M 0.02%
97,801
+5,996
+7% +$1.06M
PARR icon
649
Par Pacific Holdings
PARR
$3.94B
$25M 0.02%
2,784,120
+47,119
+2% +$406K
NDSN icon
650
Nordson
NDSN
$16.6B
$24.9M 0.02%
131,368
+10,699
+9% +$1.81M
24 25
26
27 28

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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.