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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
HNI icon
2001
HNI Corp
HNI
$3.08B
$2.52M ﹤0.01%
82,504
-5,782
-7% -$147K
WT icon
2002
WisdomTree
WT
$2.79B
$2.52M ﹤0.01%
726,120
+276,899
+62% +$841K
SSB icon
2003
SouthState Bank Corp
SSB
$10.3B
$2.51M ﹤0.01%
52,756
-24,662
-32% -$1.29M
APOG icon
2004
Apogee Enterprises
APOG
$833M
$2.51M ﹤0.01%
109,023
+12,846
+13% +$262K
INVX
2005
Innovex International
INVX
$1.8B
$2.51M ﹤0.01%
84,224
-18,577
-18% -$571K
ATRC icon
2006
AtriCure
ATRC
$2.08B
$2.5M ﹤0.01%
55,674
+552
+1% +$24K
RPD icon
2007
Rapid7
RPD
$628M
$2.5M ﹤0.01%
49,042
+4,765
+11% +$222K
AKBA icon
2008
Akebia Therapeutics
AKBA
$338M
$2.5M ﹤0.01%
184,037
+83,340
+83% +$862K
VISN
2009
Vistance Networks Inc
VISN
$2.61B
$2.5M ﹤0.01%
299,794
-101,991
-25% -$1.01M
WSC icon
2010
WillScot Mobile Mini Holdings
WSC
$4.37B
$2.49M ﹤0.01%
202,823
+3,396
+2% +$41.9K
IBTX
2011
DELISTED
Independent Bank Group, Inc.
IBTX
$2.49M ﹤0.01%
61,495
+37,785
+159% +$1.22M
EWY icon
2012
iShares MSCI South Korea ETF
EWY
$20.1B
$2.49M ﹤0.01%
43,538
-7,300
-14% -$385K
ECPG icon
2013
Encore Capital Group
ECPG
$2.01B
$2.48M ﹤0.01%
72,660
-19,604
-21% -$584K
CHCO icon
2014
City Holding Co
CHCO
$2.05B
$2.46M ﹤0.01%
37,800
-6,689
-15% -$424K
GOTU icon
2015
Gaotu Techedu
GOTU
$405M
$2.46M ﹤0.01%
+41,014
New +$1.62M
UVSP icon
2016
Univest Financial
UVSP
$1.23B
$2.45M ﹤0.01%
151,884
+55,687
+58% +$893K
SPWH icon
2017
Sportsman's Warehouse
SPWH
$44.9M
$2.44M ﹤0.01%
171,144
+136,827
+399% +$1.29M
STC icon
2018
Stewart Information Services
STC
$2.14B
$2.42M ﹤0.01%
74,555
+15,663
+27% +$471K
TRHC
2019
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$2.42M ﹤0.01%
44,230
+6,011
+16% +$344K
ARD
2020
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
$2.42M ﹤0.01%
187,479
-23,918
-11% -$298K
GKOS icon
2021
Glaukos
GKOS
$9.49B
$2.42M ﹤0.01%
62,968
+30,339
+93% +$1.13M
SHI
2022
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$2.42M ﹤0.01%
101,288
-36,956
-27% -$955K
NTNX icon
2023
Nutanix
NTNX
$16.1B
$2.42M ﹤0.01%
101,940
+16,744
+20% +$347K
JOBS
2024
DELISTED
51job Inc
JOBS
$2.41M ﹤0.01%
33,607
+4,468
+15% +$293K
AY
2025
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$2.41M ﹤0.01%
82,707
+887
+1% +$22.3K
79 80
81
82 83

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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.