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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
TR icon
1701
Tootsie Roll Industries
TR
$2.97B
$4.05M ﹤0.01%
141,012
+3,168
+2% +$94K
CSII
1702
DELISTED
Cardiovascular Systems, Inc.
CSII
$4.05M ﹤0.01%
128,235
-4,632
-3% -$173K
KRG icon
1703
Kite Realty
KRG
$5.86B
$4.04M ﹤0.01%
350,359
-734
-0.2% -$7.37K
AMSF icon
1704
AMERISAFE
AMSF
$562M
$4.04M ﹤0.01%
65,972
-323
-0.5% -$20.1K
DDS icon
1705
Dillards
DDS
$9.2B
$4.03M ﹤0.01%
156,406
-51,245
-25% -$1.45M
NPO icon
1706
Enpro
NPO
$6.26B
$4.03M ﹤0.01%
81,827
+8,376
+11% +$370K
UCTT
1707
Ultra Clean Holdings
UCTT
$3.12B
$4.01M ﹤0.01%
177,430
-8,619
-5% -$164K
CVSA
1708
Covista Inc
CVSA
$4.55B
$4.01M ﹤0.01%
128,789
+11,935
+10% +$372K
CSOD
1709
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$4.01M ﹤0.01%
104,016
+9,605
+10% +$338K
SITC icon
1710
SITE Centers
SITC
$236M
$4.01M ﹤0.01%
633,846
-87,458
-12% -$428K
ANAT
1711
DELISTED
American National Group, Inc. Common Stock
ANAT
$4M ﹤0.01%
55,487
+16,651
+43% +$1.24M
HTHT icon
1712
Huazhu Hotels Group
HTHT
$13.3B
$4M ﹤0.01%
114,080
-41,818
-27% -$1.39M
HUBG icon
1713
HUB Group
HUBG
$2.92B
$4M ﹤0.01%
167,070
-12,424
-7% -$287K
MNDT
1714
DELISTED
Mandiant, Inc. Common Stock
MNDT
$4M ﹤0.01%
328,206
-50,263
-13% -$583K
MRTN icon
1715
Marten Transport
MRTN
$1.22B
$3.98M ﹤0.01%
237,494
+17,264
+8% +$271K
CNSL
1716
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$3.96M ﹤0.01%
585,477
+208,874
+55% +$1.23M
ACHC icon
1717
Acadia Healthcare
ACHC
$2.52B
$3.96M ﹤0.01%
157,536
-54,311
-26% -$1.36M
XLK icon
1718
State Street Technology Select Sector SPDR ETF
XLK
$109B
$3.95M ﹤0.01%
75,552
+28,242
+60% +$1.33M
BTT icon
1719
BlackRock Municipal 2030 Target Term Trust
BTT
$1.44B
$3.94M ﹤0.01%
166,043
-10,100
-6% -$233K
ELUX
1720
DELISTED
AKTIEB. ELECTROLUX B ADR SPNSD
ELUX
$3.94M ﹤0.01%
117,293
-40,674
-26% -$1.37M
VGT icon
1721
Vanguard Information Technology ETF
VGT
$133B
$3.94M ﹤0.01%
113,120
+15,464
+16% +$483K
UTL icon
1722
Unitil
UTL
$989M
$3.94M ﹤0.01%
87,858
-2,041
-2% -$99.8K
PRDO icon
1723
Perdoceo Education
PRDO
$2.17B
$3.94M ﹤0.01%
247,058
+52,901
+27% +$757K
OII icon
1724
Oceaneering
OII
$4.64B
$3.93M ﹤0.01%
615,183
+142,980
+30% +$754K
AX icon
1725
Axos Financial
AX
$5.58B
$3.92M ﹤0.01%
177,388
+63,827
+56% +$1.3M
67 68
69
70 71

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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.