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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
TTEC icon
1476
TTEC Holdings
TTEC
$124M
$5.8M ﹤0.01%
124,569
+3,672
+3% +$147K
COLD icon
1477
Americold
COLD
$4.21B
$5.8M ﹤0.01%
159,687
-3,844
-2% -$131K
JQC icon
1478
Nuveen Credit Strategies Income Fund
JQC
$705M
$5.78M ﹤0.01%
990,404
+365,500
+58% +$2.16M
HR
1479
DELISTED
Healthcare Realty Trust Incorporated
HR
$5.78M ﹤0.01%
197,487
-35,394
-15% -$1.06M
SAGE
1480
DELISTED
Sage Therapeutics
SAGE
$5.75M ﹤0.01%
138,368
+46,676
+51% +$1.69M
TNET icon
1481
TriNet
TNET
$3.23B
$5.74M ﹤0.01%
94,118
+3,452
+4% +$172K
MNRO icon
1482
Monro
MNRO
$414M
$5.72M ﹤0.01%
104,184
+3,118
+3% +$166K
MGY icon
1483
Magnolia Oil & Gas
MGY
$5.93B
$5.71M ﹤0.01%
941,986
+233,360
+33% +$1.27M
ALV icon
1484
Autoliv
ALV
$9.14B
$5.69M ﹤0.01%
88,228
-548
-0.6% -$32.9K
KTF
1485
DWS Municipal Income Trust
KTF
$345M
$5.68M ﹤0.01%
526,421
+160,238
+44% +$1.69M
PNFP icon
1486
Pinnacle Financial Partners Inc
PNFP
$15.8B
$5.68M ﹤0.01%
135,385
-3,904
-3% -$155K
CNMD icon
1487
CONMED
CNMD
$1.3B
$5.65M ﹤0.01%
78,449
-16,394
-17% -$1.14M
IJR icon
1488
iShares Core S&P Small-Cap ETF
IJR
$109B
$5.65M ﹤0.01%
82,703
-12,627
-13% -$797K
LGIH icon
1489
LGI Homes
LGIH
$1.35B
$5.65M ﹤0.01%
64,135
-23,662
-27% -$1.66M
TPH
1490
DELISTED
Tri Pointe Homes
TPH
$5.61M ﹤0.01%
382,190
-142,716
-27% -$1.75M
FN icon
1491
Fabrinet
FN
$14.9B
$5.61M ﹤0.01%
89,878
-5,329
-6% -$327K
WDR
1492
DELISTED
Waddell & Reed Financial, Inc.
WDR
$5.61M ﹤0.01%
361,605
+81,036
+29% +$1.11M
CALM icon
1493
Cal-Maine
CALM
$4.43B
$5.59M ﹤0.01%
125,687
+36,310
+41% +$1.55M
LFC
1494
DELISTED
China Life Insurance Company Ltd.
LFC
$5.59M ﹤0.01%
553,939
-350,518
-39% -$3.53M
DBRG icon
1495
DigitalBridge
DBRG
$2.92B
$5.59M ﹤0.01%
581,920
+194,827
+50% +$1.69M
APLE icon
1496
Apple Hospitality REIT
APLE
$3.97B
$5.58M ﹤0.01%
577,134
-57,999
-9% -$551K
IRBT
1497
DELISTED
iRobot
IRBT
$5.57M ﹤0.01%
66,368
+12,330
+23% +$812K
PRAH
1498
DELISTED
PRA Health Sciences, Inc.
PRAH
$5.56M ﹤0.01%
57,168
-4,593
-7% -$427K
SEM
1499
DELISTED
Select Medical
SEM
$5.55M ﹤0.01%
699,538
-9,588
-1% -$79.4K
APO icon
1500
Apollo Global Management
APO
$69B
$5.54M ﹤0.01%
110,977
-59,374
-35% -$2.61M
58 59
60
61 62

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MCM
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PSUF
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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.