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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
SCOR icon
2901
Comscore
SCOR
$113M
$386K ﹤0.01%
6,234
-2,305
-27% -$138K
ARLO icon
2902
Arlo Technologies
ARLO
$1.58B
$381K ﹤0.01%
147,493
+22,142
+18% +$53.5K
DBVT
2903
DBV Technologies
DBVT
$813M
$381K ﹤0.01%
8,673
– –
GRC icon
2904
Gorman-Rupp
GRC
$2.07B
$381K ﹤0.01%
12,259
+5,425
+79% +$159K
TFIN icon
2905
Triumph Financial Inc
TFIN
$1.81B
$380K ﹤0.01%
15,668
-18,965
-55% -$465K
HTD
2906
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$912M
$379K ﹤0.01%
19,688
-33,490
-63% -$632K
VTWO icon
2907
Vanguard Russell 2000 ETF
VTWO
$17.2B
$376K ﹤0.01%
6,514
-2,788
-30% -$147K
MCB icon
2908
Metropolitan Bank Holding Corp
MCB
$1.15B
$374K ﹤0.01%
11,661
-23,669
-67% -$629K
VGI
2909
Virtus Global Multi-Sector Income Fund
VGI
$81.7M
$374K ﹤0.01%
+33,647
New +$348K
HUD
2910
DELISTED
Hudson Ltd. Class A Common Shares
HUD
$374K ﹤0.01%
76,760
-14,126
-16% -$73.8K
RRGB icon
2911
Red Robin
RRGB
$139M
$371K ﹤0.01%
36,402
+8,140
+29% +$103K
XENT
2912
DELISTED
Intersect ENT, Inc
XENT
$371K ﹤0.01%
27,401
-9,693
-26% -$113K
CLS icon
2913
Celestica
CLS
$37.8B
$369K ﹤0.01%
54,094
+4,000
+8% +$22.9K
EEX
2914
DELISTED
Emerald Holding
EEX
$369K ﹤0.01%
119,847
+65,749
+122% +$156K
BRMK
2915
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$368K ﹤0.01%
+38,831
New +$328K
FLXS icon
2916
Flexsteel Industries
FLXS
$307M
$366K ﹤0.01%
29,016
+10,620
+58% +$106K
IJK icon
2917
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.6B
$364K ﹤0.01%
6,492
-1,976
-23% -$103K
PRNB
2918
DELISTED
Principia Biopharma Inc. Common Stock
PRNB
$362K ﹤0.01%
6,057
-14,466
-70% -$894K
DGII icon
2919
Digi International
DGII
$2.47B
$360K ﹤0.01%
30,876
-18,994
-38% -$203K
CHUY
2920
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$360K ﹤0.01%
24,162
-38,905
-62% -$582K
TPTX
2921
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
$360K ﹤0.01%
+5,573
New +$322K
EIGI
2922
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$360K ﹤0.01%
89,231
+32,843
+58% +$96.9K
HUYA
2923
Huya Inc
HUYA
$558M
$359K ﹤0.01%
19,211
+3,581
+23% +$59.8K
OMAB icon
2924
Grupo Aeroportuario Centro Norte
OMAB
$5.14B
$359K ﹤0.01%
9,662
-2,353
-20% -$75.9K
NTLA icon
2925
Intellia Therapeutics
NTLA
$1.51B
$355K ﹤0.01%
16,876
-1,924
-10% -$32.7K
115 116
117
118 119

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MCM
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PSUF
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BAM
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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.