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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
BCX icon
1901
BlackRock Resources & Commodities Strategy Trust
BCX
$896M
$2.94M ﹤0.01%
480,288
+60,292
+14% +$347K
TERP
1902
DELISTED
TerraForm Power, Inc
TERP
$2.94M ﹤0.01%
159,348
-52,077
-25% -$921K
GNMK
1903
DELISTED
GenMark Diagnostics, Inc
GNMK
$2.93M ﹤0.01%
+199,370
New +$2.03M
ADUS icon
1904
Addus HomeCare
ADUS
$2.22B
$2.93M ﹤0.01%
31,617
-4,261
-12% -$369K
GIII icon
1905
G-III Apparel Group
GIII
$1.54B
$2.92M ﹤0.01%
219,982
+53,096
+32% +$586K
UGP icon
1906
Ultrapar
UGP
$6.66B
$2.92M ﹤0.01%
860,887
+25,919
+3% +$76.3K
VIR icon
1907
Vir Biotechnology
VIR
$1.46B
$2.91M ﹤0.01%
+70,960
New +$2.38M
HPP
1908
Hudson Pacific Properties
HPP
$758M
$2.91M ﹤0.01%
16,498
-643
-4% -$109K
OUT icon
1909
Outfront Media
OUT
$5.75B
$2.9M ﹤0.01%
208,074
-14,223
-6% -$199K
CTRE icon
1910
CareTrust REIT
CTRE
$10B
$2.9M ﹤0.01%
168,790
-29,424
-15% -$514K
FULT icon
1911
Fulton Financial
FULT
$4.68B
$2.9M ﹤0.01%
274,882
-98,563
-26% -$1.07M
TRTN
1912
DELISTED
Triton International Limited
TRTN
$2.89M ﹤0.01%
95,535
+9,784
+11% +$291K
MGPI icon
1913
MGP Ingredients
MGPI
$404M
$2.88M ﹤0.01%
78,495
+32,878
+72% +$1.18M
HASI icon
1914
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.81B
$2.88M ﹤0.01%
101,149
-31,548
-24% -$862K
AQUA
1915
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$2.87M ﹤0.01%
154,342
-108,880
-41% -$1.8M
SCS
1916
DELISTED
Steelcase
SCS
$2.87M ﹤0.01%
237,898
+24,397
+11% +$267K
FMBI
1917
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$2.87M ﹤0.01%
214,648
-126,089
-37% -$1.67M
EVER icon
1918
EverQuote
EVER
$949M
$2.86M ﹤0.01%
49,141
-17,412
-26% -$818K
KAI icon
1919
Kadant
KAI
$3.58B
$2.86M ﹤0.01%
28,676
-11
-0% -$979
PRA
1920
DELISTED
ProAssurance
PRA
$2.86M ﹤0.01%
197,525
-21,114
-10% -$362K
MATV icon
1921
Mativ Holdings
MATV
$479M
$2.86M ﹤0.01%
85,474
-14,643
-15% -$441K
LTC
1922
LTC Properties
LTC
$2.13B
$2.85M ﹤0.01%
75,755
-27,319
-27% -$973K
DT icon
1923
Dynatrace
DT
$12.7B
$2.85M ﹤0.01%
70,250
+15,080
+27% +$496K
GEF icon
1924
Greif
GEF
$4.95B
$2.85M ﹤0.01%
82,886
-24,778
-23% -$814K
EPC icon
1925
Edgewell Personal Care
EPC
$1.3B
$2.85M ﹤0.01%
91,496
-52,123
-36% -$1.46M
75 76
77
78 79

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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.