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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
SCHL icon
2076
Scholastic
SCHL
$774M
$2.21M ﹤0.01%
73,938
-17,326
-19% -$499K
IIIN icon
2077
Insteel Industries
IIIN
$592M
$2.21M ﹤0.01%
116,064
+90,226
+349% +$1.52M
KYNB
2078
Kyntra Bio
KYNB
$27.4M
$2.21M ﹤0.01%
2,181
+3
+0.1% +$2.79K
WHD icon
2079
Cactus
WHD
$3.63B
$2.2M ﹤0.01%
106,833
+24,583
+30% +$426K
SWBI icon
2080
Smith & Wesson
SWBI
$649M
$2.19M ﹤0.01%
132,634
+32,205
+32% +$299K
NPTN
2081
DELISTED
NEOPHOTONICS CORP
NPTN
$2.19M ﹤0.01%
246,669
+233,363
+1,754% +$2.01M
CBB
2082
DELISTED
Cincinnati Bell Inc.
CBB
$2.19M ﹤0.01%
147,448
-7,632
-5% -$113K
CLDT
2083
Chatham Lodging
CLDT
$632M
$2.19M ﹤0.01%
357,413
+135,918
+61% +$911K
CHX
2084
DELISTED
ChampionX
CHX
$2.19M ﹤0.01%
223,940
-37,577
-14% -$344K
APEI icon
2085
American Public Education
APEI
$940M
$2.18M ﹤0.01%
73,769
+42,480
+136% +$1.19M
AVNS
2086
DELISTED
Avanos Medical
AVNS
$2.18M ﹤0.01%
74,175
-19,849
-21% -$575K
ZLAB icon
2087
Zai Lab
ZLAB
$2.07B
$2.17M ﹤0.01%
26,475
+14,127
+114% +$956K
TME icon
2088
Tencent Music
TME
$15.9B
$2.17M ﹤0.01%
161,365
+119,411
+285% +$1.41M
CVA
2089
DELISTED
Covanta Holding Corporation
CVA
$2.17M ﹤0.01%
226,342
-17,915
-7% -$153K
GCO icon
2090
Genesco
GCO
$434M
$2.16M ﹤0.01%
99,750
-20,279
-17% -$374K
WNC icon
2091
Wabash National
WNC
$504M
$2.16M ﹤0.01%
203,082
-35,978
-15% -$317K
WMGI
2092
DELISTED
Wright Medical Group Inc
WMGI
$2.15M ﹤0.01%
72,382
-4,726
-6% -$138K
DX
2093
Dynex Capital
DX
$3.18B
$2.14M ﹤0.01%
149,638
-35,430
-19% -$474K
AVTR icon
2094
Avantor
AVTR
$9.73B
$2.14M ﹤0.01%
125,750
+12,244
+11% +$199K
LEN.B icon
2095
Lennar Class B
LEN.B
$19.9B
$2.14M ﹤0.01%
48,811
+12,331
+34% +$466K
BHVN
2096
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$2.13M ﹤0.01%
29,205
+14,287
+96% +$760K
ATE
2097
DELISTED
Advantest Corp
ATE
$2.13M ﹤0.01%
37,592
+17,409
+86% +$988K
PLCE icon
2098
Children's Place
PLCE
$53.8M
$2.13M ﹤0.01%
56,908
+21,620
+61% +$735K
KTB icon
2099
Kontoor Brands
KTB
$4.71B
$2.13M ﹤0.01%
119,475
-51,930
-30% -$925K
HCM icon
2100
HUTCHMED
HCM
$1.96B
$2.13M ﹤0.01%
77,067
+8,257
+12% +$179K
82 83
84
85 86

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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.