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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
WSFS icon
2201
WSFS Financial
WSFS
$4.1B
$1.75M ﹤0.01%
61,150
+2,745
+5% +$72.7K
DBD
2202
DELISTED
Diebold Nixdorf Incorporated
DBD
$1.75M ﹤0.01%
289,370
-47,614
-14% -$235K
SAFE
2203
DELISTED
Safehold Inc.
SAFE
$1.75M ﹤0.01%
30,447
-3,806
-11% -$208K
FSP
2204
Franklin Street Properties
FSP
$48.1M
$1.75M ﹤0.01%
343,557
-93,329
-21% -$494K
COOP
2205
DELISTED
Mr. Cooper
COOP
$1.75M ﹤0.01%
140,296
+4,358
+3% +$43.7K
MYE icon
2206
Myers Industries
MYE
$1.24B
$1.74M ﹤0.01%
119,880
+13,990
+13% +$174K
ATRI
2207
DELISTED
Atrion Corp
ATRI
$1.74M ﹤0.01%
2,732
-433
-14% -$283K
EOD
2208
Allspring Global Dividend Opportunity Fund
EOD
$277M
$1.74M ﹤0.01%
401,356
-100,252
-20% -$415K
DCPH
2209
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
$1.73M ﹤0.01%
29,029
-2,308
-7% -$123K
EMLP icon
2210
First Trust North American Energy Infrastructure Fund
EMLP
$4.09B
$1.73M ﹤0.01%
86,926
-11,956
-12% -$241K
SBCF icon
2211
Seacoast Banking Corp of Florida
SBCF
$3.35B
$1.72M ﹤0.01%
84,311
-1,623
-2% -$33K
EBIX
2212
DELISTED
Ebix Inc
EBIX
$1.71M ﹤0.01%
76,412
+39,395
+106% +$812K
MRTX
2213
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$1.7M ﹤0.01%
14,917
+5,029
+51% +$488K
VVX icon
2214
V2X
VVX
$2.72B
$1.7M ﹤0.01%
34,625
+2,802
+9% +$136K
OSUR icon
2215
OraSure Technologies
OSUR
$273M
$1.7M ﹤0.01%
145,780
+8,967
+7% +$116K
OFIX icon
2216
Orthofix Medical
OFIX
$477M
$1.69M ﹤0.01%
52,787
+13,924
+36% +$462K
CCS icon
2217
Century Communities
CCS
$1.95B
$1.69M ﹤0.01%
55,001
-13,058
-19% -$312K
CERS icon
2218
Cerus
CERS
$579M
$1.68M ﹤0.01%
254,717
+153,955
+153% +$883K
DRRX
2219
DELISTED
DURECT Corp
DRRX
$1.68M ﹤0.01%
72,453
+1,050
+1% +$23.1K
BNFT
2220
DELISTED
Benefitfocus, Inc.
BNFT
$1.68M ﹤0.01%
156,081
+56,975
+57% +$623K
HNP
2221
DELISTED
Huaneng Power Intl, Inc.
HNP
$1.68M ﹤0.01%
111,039
-15,457
-12% -$226K
SHLX
2222
DELISTED
Shell Midstream Partners, L.P.
SHLX
$1.68M ﹤0.01%
+136,581
New +$1.76M
WSR
2223
DELISTED
Whitestone REIT
WSR
$1.67M ﹤0.01%
230,294
+81,032
+54% +$515K
KOP icon
2224
Koppers
KOP
$942M
$1.67M ﹤0.01%
88,791
+3,787
+4% +$57.5K
FRST icon
2225
Primis Financial Corp
FRST
$396M
$1.67M ﹤0.01%
172,163
+157,370
+1,064% +$1.51M
87 88
89
90 91

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MCM
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PSUF
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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.