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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
SEI
2551
Solaris Energy Infrastructure
SEI
$2.66B
$913K ﹤0.01%
123,070
+729
+0.6% +$4.77K
ABTX
2552
DELISTED
Allegiance Bancshares
ABTX
$913K ﹤0.01%
35,947
+450
+1% +$11K
GTX icon
2553
Garrett Motion
GTX
$5.37B
$910K ﹤0.01%
164,240
+20,279
+14% +$99K
CRBP icon
2554
Corbus Pharmaceuticals
CRBP
$165M
$909K ﹤0.01%
3,610
+1,533
+74% +$310K
RDWR icon
2555
Radware
RDWR
$983M
$909K ﹤0.01%
38,518
-11,372
-23% -$261K
EVRI
2556
DELISTED
Everi Holdings
EVRI
$908K ﹤0.01%
176,055
+20,902
+13% +$106K
LPG icon
2557
Dorian LPG
LPG
$1.96B
$897K ﹤0.01%
115,943
-190,919
-62% -$1.58M
TBIO
2558
DELISTED
Translate Bio, Inc. Common Stock
TBIO
$897K ﹤0.01%
+50,057
New +$755K
FOCS
2559
DELISTED
Focus Financial Partners Inc. Class A
FOCS
$895K ﹤0.01%
27,095
+531
+2% +$13.3K
RUTH
2560
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$890K ﹤0.01%
109,100
+18,576
+21% +$162K
KTOS icon
2561
Kratos Defense & Security Solutions
KTOS
$8.23B
$884K ﹤0.01%
56,584
-4,682
-8% -$74.9K
FSV icon
2562
FirstService
FSV
$6.55B
$883K ﹤0.01%
8,759
-1,013
-10% -$89.8K
LAND
2563
Gladstone Land Corp
LAND
$365M
$882K ﹤0.01%
55,606
-12,530
-18% -$175K
ZYXI
2564
DELISTED
Zynex
ZYXI
$880K ﹤0.01%
+38,930
New +$652K
EYE icon
2565
National Vision
EYE
$1.76B
$879K ﹤0.01%
28,787
-22,779
-44% -$598K
IMGN
2566
DELISTED
Immunogen Inc
IMGN
$879K ﹤0.01%
191,135
+36,072
+23% +$153K
SNR
2567
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$879K ﹤0.01%
242,891
-321,404
-57% -$968K
PSN icon
2568
Parsons
PSN
$4.31B
$877K ﹤0.01%
24,192
-51,275
-68% -$1.93M
WBT
2569
DELISTED
Welbilt, Inc.
WBT
$876K ﹤0.01%
143,844
-37,772
-21% -$204K
SWTX
2570
DELISTED
SpringWorks Therapeutics
SWTX
$875K ﹤0.01%
20,831
+4,032
+24% +$143K
PGNY icon
2571
Progyny
PGNY
$2.46B
$873K ﹤0.01%
+33,836
New +$777K
GDO
2572
Western Asset Global Corporate Defined Opportunity Fund
GDO
$76.7M
$872K ﹤0.01%
53,207
-5,306
-9% -$83.4K
PETQ
2573
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$872K ﹤0.01%
25,038
-1,612
-6% -$45.2K
HNGR
2574
DELISTED
Hanger Inc.
HNGR
$871K ﹤0.01%
52,599
-11,171
-18% -$189K
NRC icon
2575
NRC Health Common Stock
NRC
$405M
$869K ﹤0.01%
14,934
+2,044
+16% +$108K
101 102
103
104 105

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AF
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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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ACI
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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.