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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
WW
2326
DELISTED
WW International
WW
$1.42M ﹤0.01%
56,040
-74,774
-57% -$1.74M
KFRC icon
2327
Kforce
KFRC
$1.05B
$1.42M ﹤0.01%
48,554
-7,882
-14% -$229K
SYBT icon
2328
Stock Yards Bancorp
SYBT
$2.6B
$1.42M ﹤0.01%
35,302
+3,308
+10% +$108K
BJRI icon
2329
BJ's Restaurants
BJRI
$1.47B
$1.42M ﹤0.01%
67,565
+34,016
+101% +$673K
FTAI icon
2330
FTAI Aviation
FTAI
$20.2B
$1.41M ﹤0.01%
127,421
– –
CSTL icon
2331
Castle Biosciences
CSTL
$742M
$1.41M ﹤0.01%
37,451
-14,184
-27% -$485K
CDNA icon
2332
CareDx
CDNA
$1.83B
$1.41M ﹤0.01%
39,811
-2,948
-7% -$83.9K
ADTN icon
2333
Adtran
ADTN
$675M
$1.41M ﹤0.01%
128,994
-19,568
-13% -$202K
IWO icon
2334
iShares Russell 2000 Growth ETF
IWO
$14.1B
$1.41M ﹤0.01%
6,798
-741
-10% -$139K
SBSI icon
2335
Southside Bancshares
SBSI
$963M
$1.41M ﹤0.01%
50,718
-22,673
-31% -$644K
SAIL
2336
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$1.41M ﹤0.01%
53,084
+7,180
+16% +$148K
FIT
2337
DELISTED
Fitbit, Inc. Class A common stock
FIT
$1.41M ﹤0.01%
217,539
+25,552
+13% +$167K
DMC
2338
Del Monte Corp
DMC
$1.42B
$1.4M ﹤0.01%
56,970
-46,782
-45% -$1.23M
NBHC icon
2339
National Bank Holdings
NBHC
$1.9B
$1.4M ﹤0.01%
51,788
-16,803
-24% -$428K
ISEE
2340
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$1.4M ﹤0.01%
+274,000
New +$1.14M
CNDT icon
2341
Conduent
CNDT
$253M
$1.39M ﹤0.01%
582,347
-120,887
-17% -$281K
GOLF icon
2342
Acushnet Holdings
GOLF
$6B
$1.39M ﹤0.01%
39,992
-44,207
-53% -$1.31M
HZO icon
2343
MarineMax
HZO
$748M
$1.39M ﹤0.01%
62,101
+19,895
+47% +$327K
TXG icon
2344
10x Genomics
TXG
$5.88B
$1.39M ﹤0.01%
15,559
+5,572
+56% +$434K
PLOW icon
2345
Douglas Dynamics
PLOW
$992M
$1.39M ﹤0.01%
39,465
-1,273
-3% -$44.1K
CPS icon
2346
Cooper-Standard Automotive
CPS
$517M
$1.38M ﹤0.01%
104,023
-67,090
-39% -$814K
CWCO icon
2347
Consolidated Water Co
CWCO
$472M
$1.38M ﹤0.01%
95,451
-52,164
-35% -$764K
PRO
2348
DELISTED
PROS Holdings
PRO
$1.38M ﹤0.01%
30,972
+7,488
+32% +$264K
LIVN icon
2349
LivaNova
LIVN
$4.47B
$1.37M ﹤0.01%
28,522
-8,797
-24% -$441K
SUZ icon
2350
Suzano
SUZ
$10.2B
$1.37M ﹤0.01%
203,053
-43,954
-18% -$321K
92 93
94
95 96

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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.