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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
PBI icon
1851
Pitney Bowes
PBI
$2.39B
$3.25M ﹤0.01%
1,248,985
-115,467
-8% -$288K
HTLD icon
1852
Heartland Express
HTLD
$1.01B
$3.24M ﹤0.01%
155,743
+3,916
+3% +$78.7K
CMD
1853
DELISTED
Cantel Medical Corporation
CMD
$3.24M ﹤0.01%
73,262
-22,470
-23% -$838K
IGIB icon
1854
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$3.24M ﹤0.01%
53,644
– –
FOLD
1855
DELISTED
Amicus Therapeutics
FOLD
$3.24M ﹤0.01%
214,567
+21,768
+11% +$265K
AMBA icon
1856
Ambarella
AMBA
$3.04B
$3.23M ﹤0.01%
70,551
-2,673
-4% -$138K
USPH icon
1857
US Physical Therapy
USPH
$1.22B
$3.23M ﹤0.01%
39,871
-7,682
-16% -$560K
USNA icon
1858
Usana Health Sciences
USNA
$419M
$3.23M ﹤0.01%
43,966
-2,060
-4% -$162K
ZWS icon
1859
Zurn Elkay Water Solutions
ZWS
$8.55B
$3.22M ﹤0.01%
229,547
-77,628
-25% -$1.02M
UFCS icon
1860
United Fire Group
UFCS
$1.35B
$3.22M ﹤0.01%
116,190
+75,238
+184% +$2.12M
PARAA
1861
DELISTED
Paramount Global Class A
PARAA
$3.22M ﹤0.01%
125,756
+57,021
+83% +$1.27M
VEU icon
1862
Vanguard FTSE All-World ex-US ETF
VEU
$64.8B
$3.19M ﹤0.01%
66,955
-175,125
-72% -$7.84M
CVGW
1863
DELISTED
Calavo Growers
CVGW
$3.16M ﹤0.01%
50,245
+3,512
+8% +$211K
OSIS icon
1864
OSI Systems
OSIS
$3.53B
$3.16M ﹤0.01%
42,319
-3,150
-7% -$230K
HURN icon
1865
Huron Consulting
HURN
$2.71B
$3.15M ﹤0.01%
71,166
-51,147
-42% -$2.3M
LNN icon
1866
Lindsay Corp
LNN
$1.14B
$3.15M ﹤0.01%
34,138
+10,659
+45% +$977K
CUB
1867
DELISTED
Cubic Corporation
CUB
$3.15M ﹤0.01%
65,519
-11,296
-15% -$459K
ADPT icon
1868
Adaptive Biotechnologies
ADPT
$3.61B
$3.14M ﹤0.01%
64,888
+6,620
+11% +$241K
ELME
1869
Elme Communities
ELME
$145M
$3.14M ﹤0.01%
141,377
-19,920
-12% -$443K
ITCI
1870
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$3.13M ﹤0.01%
121,726
+19,556
+19% +$396K
MDLA
1871
DELISTED
Medallia, Inc.
MDLA
$3.12M ﹤0.01%
123,631
-8,393
-6% -$200K
PAHC icon
1872
Phibro Animal Health
PAHC
$1.5B
$3.12M ﹤0.01%
118,747
-32,858
-22% -$816K
CLB icon
1873
Core Laboratories
CLB
$455M
$3.12M ﹤0.01%
153,462
+73,191
+91% +$1.31M
RTLR
1874
DELISTED
Rattler Midstream LP Common Units
RTLR
$3.11M ﹤0.01%
320,306
+234,829
+275% +$1.83M
ATNI icon
1875
ATN International
ATNI
$365M
$3.1M ﹤0.01%
51,191
+3,021
+6% +$181K
73 74
75
76 77

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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.