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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
AOR icon
2926
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.61B
$354K ﹤0.01%
7,621
-47,153
-86% -$2.09M
CWK icon
2927
Cushman & Wakefield Ltd
CWK
$3.16B
$354K ﹤0.01%
28,442
-25,239
-47% -$284K
ORTX
2928
DELISTED
Orchard Therapeutics plc American Depositary Shares
ORTX
$353K ﹤0.01%
5,890
-3,123
-35% -$286K
TWST icon
2929
Twist Bioscience
TWST
$5.32B
$352K ﹤0.01%
+7,764
New +$279K
RYAM icon
2930
Rayonier Advanced Materials
RYAM
$562M
$351K ﹤0.01%
124,831
+12,508
+11% +$24K
RVI
2931
DELISTED
Retail Value Inc. Common Shares
RVI
$350K ﹤0.01%
308,606
-227,454
-42% -$258K
MVT
2932
DELISTED
BlackRock MuniVest Fund II
MVT
$349K ﹤0.01%
25,737
+3,137
+14% +$41K
KDMN
2933
DELISTED
Kadmon Holdings, Inc.
KDMN
$348K ﹤0.01%
68,066
+26,702
+65% +$120K
MOV icon
2934
Movado Group
MOV
$840M
$344K ﹤0.01%
31,726
-68,781
-68% -$742K
VRT icon
2935
Vertiv
VRT
$85.7B
$342K ﹤0.01%
+25,186
New +$293K
MR
2936
DELISTED
Montage Resources Corporation Common Stock
MR
$341K ﹤0.01%
86,403
-14,467
-14% -$73.8K
QTTB icon
2937
Q32 Bio
QTTB
$435M
$340K ﹤0.01%
1,245
-511
-29% -$136K
EFT
2938
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$339K ﹤0.01%
29,738
-166
-0.6% -$1.82K
VWTR
2939
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$339K ﹤0.01%
40,267
+23,471
+140% +$188K
CAAP icon
2940
Corporacion America
CAAP
$4.17B
$338K ﹤0.01%
155,126
+15,655
+11% +$37.1K
EWM icon
2941
iShares MSCI Malaysia ETF
EWM
$307M
$338K ﹤0.01%
13,417
+904
+7% +$22.1K
EBF icon
2942
Ennis
EBF
$554M
$336K ﹤0.01%
18,509
-1,800
-9% -$31.7K
QUOT
2943
DELISTED
Quotient Technology Inc
QUOT
$336K ﹤0.01%
45,864
-8,509
-16% -$56.9K
TRUP icon
2944
Trupanion
TRUP
$1.13B
$335K ﹤0.01%
7,843
-116
-1% -$3.75K
CORR
2945
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$335K ﹤0.01%
36,636
+2,079
+6% +$26.2K
BTAI icon
2946
BioXcel Therapeutics
BTAI
$24.8M
$333K ﹤0.01%
+393
New +$256K
SPWR
2947
DELISTED
SunPower Corporation Common Stock
SPWR
$333K ﹤0.01%
66,371
-10,694
-14% -$48.8K
PHX
2948
DELISTED
PHX Minerals
PHX
$332K ﹤0.01%
123,832
-341,253
-73% -$1.28M
SBT
2949
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
$332K ﹤0.01%
92,621
+49,793
+116% +$164K
ALEC icon
2950
Alector
ALEC
$169M
$331K ﹤0.01%
+13,539
New +$374K
116 117
118
119 120

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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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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.