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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
MLR icon
2876
Miller Industries
MLR
$577M
$425K ﹤0.01%
14,278
+79
+0.6% +$2.25K
COWN
2877
DELISTED
Cowen Inc. Class A Common Stock
COWN
$419K ﹤0.01%
25,873
-13,657
-35% -$166K
EXG icon
2878
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
$418K ﹤0.01%
56,668
-305,456
-84% -$2.12M
AEGN
2879
DELISTED
Aegion Corp
AEGN
$418K ﹤0.01%
26,338
-30,152
-53% -$449K
CUE icon
2880
Cue Biopharma
CUE
$118M
$417K ﹤0.01%
567
+182
+47% +$132K
VV icon
2881
Vanguard Large-Cap ETF
VV
$51.2B
$414K ﹤0.01%
+2,896
New +$392K
BGT icon
2882
BlackRock Floating Rate Income Trust
BGT
$321M
$409K ﹤0.01%
37,258
+5,052
+16% +$53.8K
VRA icon
2883
Vera Bradley
VRA
$98.7M
$407K ﹤0.01%
91,678
+44,994
+96% +$224K
CPRX
2884
DELISTED
Catalyst Pharmaceutical
CPRX
$405K ﹤0.01%
87,698
+38,345
+78% +$172K
FFWM
2885
DELISTED
First Foundation Inc
FFWM
$405K ﹤0.01%
24,764
+3,757
+18% +$50.5K
HEES
2886
DELISTED
H&E Equipment Services
HEES
$402K ﹤0.01%
21,750
-12,924
-37% -$206K
CGC
2887
Canopy Growth
CGC
$376M
$399K ﹤0.01%
2,471
-209
-8% -$33.8K
SBSW icon
2888
Sibanye-Stillwater
SBSW
$6.05B
$399K ﹤0.01%
46,126
-75,708
-62% -$577K
LTRPA
2889
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$399K ﹤0.01%
187,310
-9,603
-5% -$21.9K
XLU icon
2890
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
$397K ﹤0.01%
14,086
-6,658
-32% -$192K
CSTM icon
2891
Constellium
CSTM
$3.76B
$396K ﹤0.01%
51,614
+20,173
+64% +$147K
DNLI icon
2892
Denali Therapeutics
DNLI
$3.79B
$396K ﹤0.01%
16,390
+4,514
+38% +$106K
WMG icon
2893
Warner Music
WMG
$15.2B
$395K ﹤0.01%
+13,394
New +$418K
XLB icon
2894
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$395K ﹤0.01%
14,024
+3,340
+31% +$87.9K
TIGO icon
2895
Millicom
TIGO
$15.8B
$393K ﹤0.01%
15,044
-16
-0.1% -$415
YEXT icon
2896
Yext
YEXT
$573M
$393K ﹤0.01%
23,641
+8,908
+60% +$125K
SPLV icon
2897
Invesco S&P 500 Low Volatility ETF
SPLV
$7.24B
$392K ﹤0.01%
7,885
-6,792
-46% -$334K
MPX
2898
DELISTED
Marine Products Corp
MPX
$388K ﹤0.01%
28,029
+13,136
+88% +$138K
SXC icon
2899
SunCoke Energy
SXC
$794M
$387K ﹤0.01%
130,623
-44,052
-25% -$141K
HOLI
2900
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$387K ﹤0.01%
29,095
-436
-1% -$5.92K
114 115
116
117 118

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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.