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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
FRME icon
1751
First Merchants
FRME
$2.69B
$3.77M ﹤0.01%
136,793
+45,302
+50% +$1.21M
ARCB icon
1752
ArcBest
ARCB
$3.15B
$3.77M ﹤0.01%
142,085
+11,266
+9% +$242K
LBRDA icon
1753
Liberty Broadband Class A
LBRDA
$4.89B
$3.77M ﹤0.01%
30,831
+4,726
+18% +$581K
UCB
1754
United Community Banks
UCB
$4.26B
$3.75M ﹤0.01%
186,510
-41,659
-18% -$798K
NTCT icon
1755
NETSCOUT
NTCT
$2.83B
$3.75M ﹤0.01%
146,713
-100,190
-41% -$2.59M
MGU
1756
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$3.75M ﹤0.01%
212,772
-5,798
-3% -$100K
TNDM icon
1757
Tandem Diabetes Care
TNDM
$1.27B
$3.73M ﹤0.01%
37,721
-10,450
-22% -$834K
AKR icon
1758
Acadia Realty Trust
AKR
$3.02B
$3.73M ﹤0.01%
287,352
+80,298
+39% +$999K
NHI icon
1759
National Health Investors
NHI
$3.79B
$3.73M ﹤0.01%
61,384
-14,539
-19% -$799K
OLN icon
1760
Olin
OLN
$2.53B
$3.72M ﹤0.01%
323,953
-197,467
-38% -$2.51M
BANR icon
1761
Banner Corp
BANR
$2.38B
$3.72M ﹤0.01%
97,874
+38,718
+65% +$1.38M
CADE
1762
DELISTED
Cadence Bank
CADE
$3.72M ﹤0.01%
163,525
-158,468
-49% -$3.36M
IMKTA icon
1763
Ingles Markets
IMKTA
$1.72B
$3.71M ﹤0.01%
86,087
-3,446
-4% -$140K
RETA
1764
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$3.71M ﹤0.01%
23,751
+1,650
+7% +$251K
SFNC icon
1765
Simmons First National
SFNC
$3.39B
$3.71M ﹤0.01%
216,558
+21,818
+11% +$374K
CTB
1766
DELISTED
Cooper Tire & Rubber Co.
CTB
$3.7M ﹤0.01%
133,873
-22,166
-14% -$510K
JRVR icon
1767
James River Group Holdings
JRVR
$219M
$3.69M ﹤0.01%
82,091
-3,790
-4% -$141K
UHT
1768
Universal Health Realty Income Trust
UHT
$621M
$3.69M ﹤0.01%
46,414
-3,124
-6% -$294K
ENV
1769
DELISTED
ENVESTNET, INC.
ENV
$3.69M ﹤0.01%
50,140
-5,927
-11% -$387K
LKFT
1770
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.82B
$3.68M ﹤0.01%
18,632
+6,773
+57% +$1.4M
MATX icon
1771
Matsons
MATX
$6.11B
$3.67M ﹤0.01%
126,077
-37,355
-23% -$1.07M
TCBI icon
1772
Texas Capital Bancshares
TCBI
$4.28B
$3.67M ﹤0.01%
118,829
-46,342
-28% -$1.3M
VMI icon
1773
Valmont Industries
VMI
$8.86B
$3.66M ﹤0.01%
32,194
-5,006
-13% -$556K
VRTU
1774
DELISTED
Virtusa Corporation
VRTU
$3.66M ﹤0.01%
112,630
-3,828
-3% -$119K
ICFI icon
1775
ICF International
ICFI
$1.5B
$3.65M ﹤0.01%
56,238
-11,553
-17% -$757K
69 70
71
72 73

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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.