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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
TVTX icon
1726
Travere Therapeutics
TVTX
$5.17B
$3.92M ﹤0.01%
191,849
+136,976
+250% +$2.18M
SXI icon
1727
Standex International
SXI
$3.33B
$3.9M ﹤0.01%
67,860
+20,483
+43% +$1.04M
IDE
1728
Voya Infrastructure, Industrials and Materials Fund
IDE
$195M
$3.9M ﹤0.01%
432,541
+63,147
+17% +$549K
ABCB icon
1729
Ameris Bancorp
ABCB
$5.89B
$3.9M ﹤0.01%
165,239
+8,023
+5% +$188K
SHOO icon
1730
Steven Madden
SHOO
$3.17B
$3.89M ﹤0.01%
157,535
-69,446
-31% -$1.62M
MUE
1731
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$3.89M ﹤0.01%
313,704
+26,049
+9% +$313K
PATK icon
1732
Patrick Industries
PATK
$2.87B
$3.88M ﹤0.01%
95,117
+25,449
+37% +$771K
TBI
1733
Trueblue
TBI
$227M
$3.88M ﹤0.01%
254,115
+16,123
+7% +$239K
SYNA icon
1734
Synaptics
SYNA
$4.05B
$3.87M ﹤0.01%
64,329
-20,148
-24% -$1.26M
FCFS icon
1735
FirstCash
FCFS
$8.77B
$3.85M ﹤0.01%
57,074
-15,527
-21% -$1.09M
SFBS
1736
ServisFirst Bancshares
SFBS
$4.9B
$3.84M ﹤0.01%
107,425
+19,847
+23% +$655K
DCH
1737
Dauch Corp
DCH
$1.31B
$3.84M ﹤0.01%
504,962
+148,519
+42% +$857K
WMK icon
1738
Weis Markets
WMK
$1.92B
$3.83M ﹤0.01%
76,463
+12,510
+20% +$628K
TNC icon
1739
Tennant Co
TNC
$1.44B
$3.81M ﹤0.01%
58,581
-15,643
-21% -$951K
PBF icon
1740
PBF Energy
PBF
$7.49B
$3.81M ﹤0.01%
371,761
-24,052
-6% -$240K
VIV icon
1741
Telefônica Brasil
VIV
$20.4B
$3.81M ﹤0.01%
429,469
-987,401
-70% -$8.95M
ACH
1742
Accendra Health
ACH
$254M
$3.8M ﹤0.01%
498,919
-51,685
-9% -$378K
NOVT icon
1743
Novanta
NOVT
$4.91B
$3.8M ﹤0.01%
35,594
+822
+2% +$76.4K
SAH icon
1744
Sonic Automotive
SAH
$3.56B
$3.8M ﹤0.01%
119,023
-10,145
-8% -$234K
RAMP icon
1745
LiveRamp
RAMP
$2.29B
$3.8M ﹤0.01%
89,395
-7,147
-7% -$282K
CTT
1746
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$3.79M ﹤0.01%
428,691
+98,085
+30% +$760K
CENTA icon
1747
Central Garden & Pet Co Class A
CENTA
$2.43B
$3.79M ﹤0.01%
140,204
-1,341
-0.9% -$33.6K
IOSP icon
1748
Innospec
IOSP
$2.09B
$3.79M ﹤0.01%
48,998
-19,768
-29% -$1.45M
X
1749
DELISTED
US Steel
X
$3.78M ﹤0.01%
523,420
-80,856
-13% -$631K
ASR icon
1750
Grupo Aeroportuario del Sureste
ASR
$8.16B
$3.78M ﹤0.01%
33,638
-3,472
-9% -$368K
68 69
70
71 72

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MCM
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PSUF
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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.