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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
BF.A icon
1276
Brown-Forman Class A
BF.A
$13.4B
$8M 0.01%
138,978
+14,507
+12% +$846K
OFG icon
1277
OFG Bancorp
OFG
$2.24B
$7.97M 0.01%
595,917
-41,318
-6% -$498K
STRA icon
1278
Strategic Education
STRA
$1.84B
$7.97M 0.01%
51,850
-9,105
-15% -$1.42M
AVA icon
1279
Avista
AVA
$3.46B
$7.96M 0.01%
218,591
-88,755
-29% -$3.52M
OMCL icon
1280
Omnicell
OMCL
$1.96B
$7.93M 0.01%
112,293
-55,106
-33% -$3.77M
ESNT icon
1281
Essent Group
ESNT
$6.21B
$7.93M 0.01%
218,624
-121,717
-36% -$3.73M
CPK icon
1282
Chesapeake Utilities
CPK
$3.31B
$7.92M 0.01%
94,270
-2,229
-2% -$194K
SMI
1283
DELISTED
Semiconductor Manufacturing Intl
SMI
$7.89M 0.01%
451,121
-149,600
-25% -$2.62M
BRKR icon
1284
Bruker
BRKR
$9.58B
$7.89M 0.01%
193,971
-15,411
-7% -$607K
AEIS icon
1285
Advanced Energy
AEIS
$10.9B
$7.86M 0.01%
115,912
+3,423
+3% +$204K
ICL icon
1286
ICL Group
ICL
$6.76B
$7.84M 0.01%
2,569,480
-575,404
-18% -$1.93M
LYG icon
1287
Lloyds Banking Group
LYG
$87.2B
$7.8M 0.01%
5,202,634
-5,139,870
-50% -$7.71M
TCO
1288
DELISTED
Taubman Centers Inc.
TCO
$7.8M 0.01%
206,677
-38,514
-16% -$1.57M
ACC
1289
DELISTED
American Campus Communities, Inc.
ACC
$7.78M 0.01%
222,404
-61,241
-22% -$2.03M
PSO icon
1290
Pearson
PSO
$10.5B
$7.75M 0.01%
1,072,548
-1,247,062
-54% -$7.79M
SRC
1291
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$7.74M 0.01%
222,082
+10,637
+5% +$322K
VVV icon
1292
Valvoline
VVV
$5.13B
$7.71M 0.01%
398,805
-21,260
-5% -$361K
DEI icon
1293
Douglas Emmett
DEI
$2.01B
$7.67M 0.01%
250,312
+9,268
+4% +$278K
RBC icon
1294
RBC Bearings
RBC
$18.2B
$7.67M 0.01%
57,192
-6,279
-10% -$801K
ACA icon
1295
Arcosa
ACA
$7.13B
$7.66M 0.01%
181,607
-50,111
-22% -$1.93M
WKC icon
1296
World Kinect Corp
WKC
$2.06B
$7.66M 0.01%
297,251
-34,211
-10% -$842K
NSIT icon
1297
Insight Enterprises
NSIT
$3.77B
$7.63M 0.01%
155,164
-36,113
-19% -$1.78M
ST icon
1298
Sensata Technologies
ST
$6.8B
$7.63M 0.01%
204,875
-3,260
-2% -$115K
AZTA icon
1299
Azenta
AZTA
$1.33B
$7.63M 0.01%
172,360
+21,140
+14% +$809K
ESE icon
1300
ESCO Technologies
ESE
$8.18B
$7.59M 0.01%
89,754
-10,754
-11% -$849K
50 51
52
53 54

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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.