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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
WB icon
2251
Weibo
WB
$1.99B
$1.61M ﹤0.01%
47,970
-29,110
-38% -$999K
IQ icon
2252
iQIYI
IQ
$1.24B
$1.61M ﹤0.01%
69,283
-33,663
-33% -$625K
HFWA icon
2253
Heritage Financial
HFWA
$1.21B
$1.6M ﹤0.01%
80,133
-25,732
-24% -$485K
NAV
2254
DELISTED
Navistar International
NAV
$1.6M ﹤0.01%
56,807
-15,509
-21% -$368K
NTUS
2255
DELISTED
Natus Medical Inc
NTUS
$1.6M ﹤0.01%
73,365
-7,939
-10% -$182K
ZUMZ icon
2256
Zumiez
ZUMZ
$334M
$1.6M ﹤0.01%
58,401
-19,254
-25% -$437K
SRCE icon
2257
1st Source
SRCE
$2.16B
$1.6M ﹤0.01%
44,887
+28,834
+180% +$955K
UTI icon
2258
Universal Technical Institute
UTI
$2.21B
$1.59M ﹤0.01%
229,398
+29,518
+15% +$194K
BKD icon
2259
Brookdale Senior Living
BKD
$3.49B
$1.59M ﹤0.01%
539,864
-170,316
-24% -$551K
LCI
2260
DELISTED
Lannett Company, Inc.
LCI
$1.59M ﹤0.01%
54,829
-3,555
-6% -$111K
DIN icon
2261
Dine Brands
DIN
$457M
$1.59M ﹤0.01%
37,796
-14,385
-28% -$581K
IVE icon
2262
iShares S&P 500 Value ETF
IVE
$49.1B
$1.59M ﹤0.01%
+14,701
New +$1.56M
HTBK
2263
DELISTED
Heritage Commerce
HTBK
$1.59M ﹤0.01%
211,889
+129,182
+156% +$1.01M
IRWD icon
2264
Ironwood Pharmaceuticals
IRWD
$614M
$1.59M ﹤0.01%
154,009
+27,584
+22% +$282K
CELH icon
2265
Celsius Holdings
CELH
$7.5B
$1.58M ﹤0.01%
403,614
+329,193
+442% +$776K
CIVI
2266
DELISTED
Civitas Resources
CIVI
$1.58M ﹤0.01%
106,752
-20,433
-16% -$333K
ACLS icon
2267
Axcelis
ACLS
$3.85B
$1.58M ﹤0.01%
56,723
+7,483
+15% +$182K
ARVN icon
2268
Arvinas
ARVN
$536M
$1.57M ﹤0.01%
46,960
+9,621
+26% +$408K
WSBC icon
2269
WesBanco
WSBC
$3.99B
$1.57M ﹤0.01%
77,534
-37,442
-33% -$819K
MC icon
2270
Moelis & Co
MC
$5.08B
$1.57M ﹤0.01%
50,499
+16,289
+48% +$511K
UMH
2271
UMH Properties
UMH
$1.3B
$1.57M ﹤0.01%
121,530
-8,849
-7% -$107K
MMU
2272
Western Asset Managed Municipals Fund
MMU
$550M
$1.57M ﹤0.01%
+130,764
New +$1.54M
NVMI
2273
Nova
NVMI
$12.5B
$1.56M ﹤0.01%
32,452
+4,804
+17% +$204K
DFIN icon
2274
Donnelley Financial Solutions
DFIN
$1.17B
$1.56M ﹤0.01%
186,051
+63,496
+52% +$457K
INSP icon
2275
Inspire Medical Systems
INSP
$1.44B
$1.56M ﹤0.01%
17,959
-2,502
-12% -$192K
89 90
91
92 93

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MCM
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PSUF
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IA
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SCC
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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.