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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
ZG icon
2376
Zillow
ZG
$7.85B
$1.31M ﹤0.01%
22,871
+358
+2% +$17.6K
NTGR icon
2377
NETGEAR
NTGR
$612M
$1.31M ﹤0.01%
50,682
+871
+2% +$21.2K
LRN icon
2378
Stride
LRN
$4.16B
$1.31M ﹤0.01%
48,123
-1,606
-3% -$38.6K
PAM icon
2379
Pampa Energía
PAM
$4.57B
$1.31M ﹤0.01%
125,006
-109,215
-47% -$1.16M
TISI icon
2380
Team
TISI
$80.6M
$1.3M ﹤0.01%
23,396
+7,127
+44% +$394K
MBUU icon
2381
Malibu Boats
MBUU
$548M
$1.3M ﹤0.01%
25,027
-4,168
-14% -$167K
LASR icon
2382
nLIGHT
LASR
$3.33B
$1.3M ﹤0.01%
58,369
+1,990
+4% +$37.7K
AAMI
2383
Acadian Asset Management
AAMI
$2.88B
$1.29M ﹤0.01%
103,661
+76,162
+277% +$623K
GES
2384
DELISTED
Guess Inc
GES
$1.29M ﹤0.01%
133,276
+614
+0.5% +$5.4K
FFG
2385
DELISTED
FBL Financial Group
FFG
$1.29M ﹤0.01%
35,871
-10,220
-22% -$376K
MYGN icon
2386
Myriad Genetics
MYGN
$476M
$1.29M ﹤0.01%
113,443
-10,115
-8% -$144K
CET
2387
Central Securities Corp
CET
$1.54B
$1.28M ﹤0.01%
44,535
+645
+1% +$18.3K
SRDX
2388
DELISTED
Surmodics
SRDX
$1.28M ﹤0.01%
29,708
+6,996
+31% +$265K
CYBE
2389
DELISTED
Cyberoptics Corp
CYBE
$1.28M ﹤0.01%
+39,711
New +$1.11M
CARS icon
2390
Cars.com
CARS
$722M
$1.27M ﹤0.01%
220,751
+50,362
+30% +$278K
HSKA
2391
DELISTED
Heska Corp
HSKA
$1.27M ﹤0.01%
13,656
+3,887
+40% +$300K
IBCP icon
2392
Independent Bank Corp
IBCP
$796M
$1.27M ﹤0.01%
85,561
+48,621
+132% +$671K
TCBK icon
2393
TriCo Bancshares
TCBK
$1.85B
$1.27M ﹤0.01%
41,721
+572
+1% +$16.3K
IWD icon
2394
iShares Russell 1000 Value ETF
IWD
$81.4B
$1.27M ﹤0.01%
11,272
-7,249
-39% -$797K
BXMX
2395
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$1.27M ﹤0.01%
115,293
-18,200
-14% -$198K
RCUS icon
2396
Arcus Biosciences
RCUS
$3.33B
$1.27M ﹤0.01%
51,206
+34,584
+208% +$933K
PACK icon
2397
Ranpak Holdings
PACK
$500M
$1.26M ﹤0.01%
169,901
-350
-0.2% -$2.57K
SMP icon
2398
Standard Motor Products
SMP
$902M
$1.26M ﹤0.01%
30,672
-23,226
-43% -$940K
PTLA
2399
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$1.26M ﹤0.01%
70,225
-6,532
-9% -$90.9K
WCC.PRA
2400
DELISTED
WESCO International, Inc. Depositary Shares each representing 1/1,000th interest in a share of Series A Fixed-Rate Reset Cumulative Perpetual Preferred Stock
WCC.PRA
$1.26M ﹤0.01%
+47,526
New +$1.26M
94 95
96
97 98

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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.