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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
RNET
2976
DELISTED
RigNet, Inc.
RNET
$301K ﹤0.01%
139,894
+35,055
+33% +$49.7K
CECO icon
2977
Ceco Environmental
CECO
$3.49B
$300K ﹤0.01%
45,595
-2,643
-5% -$14.3K
TGH
2978
DELISTED
Textainer Group Holdings limited
TGH
$300K ﹤0.01%
36,624
+5,478
+18% +$44.9K
SCU
2979
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$300K ﹤0.01%
+23,172
New +$297K
SRGA
2980
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$300K ﹤0.01%
3,146
+2,317
+279% +$173K
DAI
2981
DELISTED
DAIMLER AG
DAI
$299K ﹤0.01%
7,341
-4,736
-39% -$193K
NTCO
2982
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
$298K ﹤0.01%
+20,551
New +$270K
VDC icon
2983
Vanguard Consumer Staples ETF
VDC
$8.16B
$296K ﹤0.01%
1,977
+372
+23% +$55.1K
CUTR
2984
DELISTED
Cutera, Inc.
CUTR
$296K ﹤0.01%
24,323
-4,342
-15% -$57.2K
SGRY icon
2985
Surgery Partners
SGRY
$2.15B
$295K ﹤0.01%
25,538
-3,686
-13% -$40.4K
IVH
2986
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$294K ﹤0.01%
+26,196
New +$285K
HTB
2987
HomeTrust Bancshares
HTB
$866M
$293K ﹤0.01%
18,318
+5,821
+47% +$87.6K
TDAY
2988
USA Today Co
TDAY
$1.29B
$291K ﹤0.01%
210,833
-90,662
-30% -$120K
CDXS icon
2989
Codexis
CDXS
$158M
$290K ﹤0.01%
25,470
+3,884
+18% +$43.9K
RCKT icon
2990
Rocket Pharmaceuticals
RCKT
$343M
$290K ﹤0.01%
13,843
+3,119
+29% +$56.2K
BXG
2991
DELISTED
Bluegreen Vacations Corporation Common Stock
BXG
$290K ﹤0.01%
53,544
+27,691
+107% +$132K
SENEA icon
2992
Seneca Foods Class A
SENEA
$1.15B
$289K ﹤0.01%
8,547
-4,831
-36% -$170K
VSLR
2993
DELISTED
VIVINT SOLAR, INC.
VSLR
$289K ﹤0.01%
29,170
+3,771
+15% +$27.1K
FSK icon
2994
FS KKR Capital
FSK
$3.01B
$288K ﹤0.01%
20,598
-1,994
-9% -$28.1K
GCAP
2995
DELISTED
Gain Capital Holdings, Inc.
GCAP
$288K ﹤0.01%
47,816
-5,600
-10% -$34.5K
DOMO icon
2996
Domo
DOMO
$171M
$287K ﹤0.01%
8,917
-36,069
-80% -$803K
VFH icon
2997
Vanguard Financials ETF
VFH
$13.4B
$285K ﹤0.01%
+4,986
New +$277K
SRNE
2998
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$284K ﹤0.01%
45,238
+17,060
+61% +$65.3K
ARDX icon
2999
Ardelyx
ARDX
$1.24B
$283K ﹤0.01%
40,848
+4,971
+14% +$34.6K
FSCT
3000
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
$283K ﹤0.01%
13,369
+702
+6% +$19.1K
118 119
120
121 122

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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.