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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
BYM
1426
DELISTED
BlackRock Municipal Income Quality Trust
BYM
$6.26M ﹤0.01%
457,161
+6,573
+1% +$88.1K
SPTN
1427
DELISTED
SpartanNash
SPTN
$6.26M ﹤0.01%
294,697
+27,486
+10% +$493K
CBU icon
1428
Community Bank
CBU
$3.39B
$6.26M ﹤0.01%
109,748
-12,709
-10% -$747K
DK icon
1429
Delek US
DK
$3.99B
$6.25M ﹤0.01%
359,165
-112,285
-24% -$2.14M
RLJ icon
1430
RLJ Lodging Trust
RLJ
$1.89B
$6.23M ﹤0.01%
660,138
+7,500
+1% +$70.1K
MTSI icon
1431
MACOM Technology Solutions
MTSI
$17.6B
$6.23M ﹤0.01%
181,382
-7,715
-4% -$225K
SIG icon
1432
Signet Jewelers
SIG
$3.83B
$6.21M ﹤0.01%
605,126
-188,531
-24% -$1.86M
NTB icon
1433
Bank of N.T. Butterfield & Son
NTB
$2.42B
$6.21M ﹤0.01%
254,593
+87,259
+52% +$1.9M
EPAY
1434
DELISTED
Bottomline Technologies Inc
EPAY
$6.21M ﹤0.01%
122,241
+32,417
+36% +$1.45M
ISBC
1435
DELISTED
Investors Bancorp, Inc.
ISBC
$6.2M ﹤0.01%
729,203
-43,667
-6% -$367K
RVNC
1436
DELISTED
Revance Therapeutics, Inc.
RVNC
$6.19M ﹤0.01%
253,390
-16,189
-6% -$320K
AMKR icon
1437
Amkor Technology
AMKR
$11.2B
$6.17M ﹤0.01%
501,099
-7,766
-2% -$80.2K
PRFT
1438
DELISTED
Perficient Inc
PRFT
$6.16M ﹤0.01%
172,231
-12,616
-7% -$419K
MZTI
1439
The Marzetti Company
MZTI
$3.02B
$6.16M ﹤0.01%
39,752
-420
-1% -$61.1K
VAC icon
1440
Marriott Vacations Worldwide
VAC
$3.52B
$6.14M ﹤0.01%
74,749
+617
+0.8% +$50.3K
GWB
1441
DELISTED
Great Western Bancorp, Inc.
GWB
$6.14M ﹤0.01%
446,335
-102,784
-19% -$1.63M
LSCC icon
1442
Lattice Semiconductor
LSCC
$16.3B
$6.13M ﹤0.01%
216,108
+28,947
+15% +$676K
SBRA icon
1443
Sabra Healthcare REIT
SBRA
$5.58B
$6.13M ﹤0.01%
424,769
-64,639
-13% -$850K
AYI icon
1444
Acuity Brands
AYI
$10B
$6.1M ﹤0.01%
63,714
+986
+2% +$86.7K
SWN
1445
DELISTED
Southwestern Energy Company
SWN
$6.09M ﹤0.01%
2,380,993
+113,676
+5% +$324K
BGC icon
1446
BGC Group
BGC
$5.69B
$6.09M ﹤0.01%
2,221,022
+663,878
+43% +$1.84M
FUL icon
1447
H.B. Fuller
FUL
$2.99B
$6.08M ﹤0.01%
136,406
-14,433
-10% -$524K
BDN
1448
Brandywine Realty Trust
BDN
$521M
$6.07M ﹤0.01%
557,108
-79,544
-12% -$819K
PCTY icon
1449
Paylocity
PCTY
$7.9B
$6.04M ﹤0.01%
41,424
-2,029
-5% -$236K
UNF icon
1450
Unifirst Corp
UNF
$5.48B
$6.03M ﹤0.01%
33,713
-365
-1% -$61.1K
56 57
58
59 60

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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.