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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
IDT icon
3001
IDT Corp
IDT
$1.67B
$282K ﹤0.01%
43,214
-3,802
-8% -$22.4K
BY icon
3002
Byline Bancorp
BY
$1.78B
$281K ﹤0.01%
+21,486
New +$246K
FLGT icon
3003
Fulgent Genetics
FLGT
$558M
$281K ﹤0.01%
17,556
-120,690
-87% -$1.85M
LAZ icon
3004
Lazard
LAZ
$4B
$281K ﹤0.01%
+9,829
New +$266K
TDW icon
3005
Tidewater
TDW
$3.63B
$281K ﹤0.01%
50,353
-134,659
-73% -$765K
SSYS icon
3006
Stratasys
SSYS
$666M
$279K ﹤0.01%
17,591
-16,898
-49% -$286K
SYRE icon
3007
Spyre Therapeutics
SYRE
$8.5B
$279K ﹤0.01%
+1,205
New +$229K
RUBY
3008
DELISTED
Rubius Therapeutics, Inc
RUBY
$279K ﹤0.01%
46,644
+33,597
+258% +$198K
MSGN
3009
DELISTED
MSG Networks Inc.
MSGN
$279K ﹤0.01%
28,050
-11,267
-29% -$129K
NEX
3010
DELISTED
NexTier Oilfield Solutions Inc.
NEX
$277K ﹤0.01%
113,152
-17,160
-13% -$42K
FNDA icon
3011
Schwab Fundamental US Small Company Index ETF
FNDA
$9.1B
$276K ﹤0.01%
+17,416
New +$258K
GWRS icon
3012
Global Water Resources
GWRS
$215M
$276K ﹤0.01%
26,142
+2,643
+11% +$27.8K
CSTR
3013
DELISTED
CapStar Financial Holdings, Inc
CSTR
$275K ﹤0.01%
22,938
+12,399
+118% +$134K
GNK icon
3014
Genco Shipping & Trading
GNK
$1.1B
$273K ﹤0.01%
43,457
-42,266
-49% -$245K
STXB
3015
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
$271K ﹤0.01%
+21,980
New +$248K
CNOB icon
3016
Center Bancorp
CNOB
$1.65B
$269K ﹤0.01%
16,678
-9,448
-36% -$135K
HONE
3017
DELISTED
HarborOne Bancorp
HONE
$269K ﹤0.01%
31,551
+9,615
+44% +$76.9K
AAOI icon
3018
Applied Optoelectronics
AAOI
$6.14B
$268K ﹤0.01%
24,622
-30,357
-55% -$278K
CBIO
3019
Crescent Biopharma
CBIO
$546M
$267K ﹤0.01%
711
+601
+546% +$170K
GOF icon
3020
Guggenheim Strategic Opportunities Fund
GOF
$2.2B
$266K ﹤0.01%
15,722
-194,783
-93% -$3.1M
VPG icon
3021
Vishay Precision Group
VPG
$1.08B
$266K ﹤0.01%
10,803
-306
-3% -$6.88K
RMBI icon
3022
Richmond Mutual Bancorp
RMBI
$249M
$265K ﹤0.01%
23,607
+11,372
+93% +$120K
HMHC
3023
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$265K ﹤0.01%
146,629
-32,310
-18% -$51.9K
CII icon
3024
BlackRock Enhanced Captial and Income Fund
CII
$964M
$264K ﹤0.01%
18,213
-50,477
-73% -$711K
NVEC icon
3025
NVE Corp
NVEC
$543M
$264K ﹤0.01%
4,273
-740
-15% -$42.3K
119 120
121
122 123

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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.