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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
ASND icon
2351
Ascendis Pharma A/S
ASND
$16.5B
$1.37M ﹤0.01%
9,275
+2,270
+32% +$312K
CTS icon
2352
CTS Corp
CTS
$1.76B
$1.37M ﹤0.01%
68,409
-19,612
-22% -$420K
HTLF
2353
DELISTED
Heartland Financial USA, Inc.
HTLF
$1.37M ﹤0.01%
40,888
+3,470
+9% +$109K
ARCH
2354
DELISTED
Arch Resources, Inc.
ARCH
$1.36M ﹤0.01%
48,039
-19,546
-29% -$608K
AERI
2355
DELISTED
Aerie Pharmaceuticals
AERI
$1.36M ﹤0.01%
92,399
+31,637
+52% +$468K
AD
2356
Array Digital Infrastructure
AD
$3.04B
$1.36M ﹤0.01%
44,151
-2,392
-5% -$73.7K
AMC icon
2357
AMC Entertainment Holdings
AMC
$2.45B
$1.36M ﹤0.01%
31,748
-15,437
-33% -$675K
ATSG
2358
DELISTED
Air Transport Services Group
ATSG
$1.36M ﹤0.01%
61,170
-8,767
-13% -$180K
XLF icon
2359
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$1.36M ﹤0.01%
58,666
-51,664
-47% -$1.17M
HEFA icon
2360
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.45B
$1.36M ﹤0.01%
49,142
+2,400
+5% +$62.8K
NNI icon
2361
Nelnet
NNI
$4.96B
$1.36M ﹤0.01%
28,397
-21,416
-43% -$1M
HRI icon
2362
Herc Holdings
HRI
$4.78B
$1.35M ﹤0.01%
43,934
-639
-1% -$16.4K
DHT icon
2363
DHT Holdings
DHT
$2.99B
$1.35M ﹤0.01%
262,930
-109,988
-29% -$701K
ARCC icon
2364
Ares Capital
ARCC
$13.4B
$1.35M ﹤0.01%
93,206
-11,527
-11% -$156K
ENDP
2365
DELISTED
Endo International plc
ENDP
$1.34M ﹤0.01%
391,277
-70,485
-15% -$270K
SP
2366
DELISTED
SP Plus Corporation
SP
$1.34M ﹤0.01%
64,676
-22,154
-26% -$457K
IDN icon
2367
Intellicheck
IDN
$75.1M
$1.33M ﹤0.01%
176,839
-10,061
-5% -$61K
MMI icon
2368
Marcus & Millichap
MMI
$1.2B
$1.33M ﹤0.01%
46,180
+1,743
+4% +$49.1K
ICPT
2369
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.33M ﹤0.01%
27,804
-3,325
-11% -$257K
COHU icon
2370
Cohu
COHU
$1.86B
$1.33M ﹤0.01%
76,667
+14,546
+23% +$224K
USCR
2371
DELISTED
U S Concrete, Inc.
USCR
$1.32M ﹤0.01%
53,397
+26,222
+96% +$526K
CHRS icon
2372
Coherus Oncology
CHRS
$217M
$1.32M ﹤0.01%
73,963
-92,968
-56% -$1.57M
TOWN icon
2373
Towne Bank
TOWN
$3.54B
$1.32M ﹤0.01%
69,969
-69,942
-50% -$1.3M
CMCO icon
2374
Columbus McKinnon
CMCO
$422M
$1.32M ﹤0.01%
39,387
+2,889
+8% +$79.7K
BKE icon
2375
Buckle
BKE
$2.32B
$1.31M ﹤0.01%
83,858
-97,422
-54% -$1.46M
93 94
95
96 97

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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.