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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
ABEO icon
3326
Abeona Therapeutics
ABEO
$343M
$39K ﹤0.01%
539
-686
-56% -$47.4K
ADMA icon
3327
ADMA Biologics
ADMA
$2.04B
$37K ﹤0.01%
12,697
+1,449
+13% +$4.16K
VRAY
3328
DELISTED
ViewRay, Inc.
VRAY
$37K ﹤0.01%
16,634
-14,209
-46% -$30.3K
BKCC
3329
DELISTED
BlackRock Capital Investment Corporation
BKCC
$36K ﹤0.01%
13,394
-249
-2% -$666
NOG icon
3330
Northern Oil and Gas
NOG
$2.16B
$34K ﹤0.01%
4,041
-248
-6% -$2.12K
IMDX
3331
Insight Molecular Diagnostics
IMDX
$149M
$29K ﹤0.01%
771
+156
+25% +$8.06K
FCEL icon
3332
FuelCell Energy
FCEL
$1.57B
$28K ﹤0.01%
+407
New +$25.1K
GASS icon
3333
StealthGas
GASS
$329M
$28K ﹤0.01%
10,200
-132,587
-93% -$324K
NBRV
3334
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
$28K ﹤0.01%
166
-15
-8% -$2.5K
PEI
3335
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$27K ﹤0.01%
1,321
-13,313
-91% -$240K
FLNT
3336
Fluent
FLNT
$103M
$25K ﹤0.01%
2,344
-7,449
-76% -$83.4K
PR
3337
Permian Resources
PR
$16.5B
$24K ﹤0.01%
26,657
-265,092
-91% -$233K
GOEVW
3338
DELISTED
Canoo Inc. Warrant
GOEVW
$24K ﹤0.01%
+21,750
New +$10.7K
ACOR
3339
DELISTED
Acorda Therapeutics
ACOR
$23K ﹤0.01%
258
-313
-55% -$33.1K
TXMD icon
3340
TherapeuticsMD
TXMD
$23.8M
$22K ﹤0.01%
357
-334
-48% -$19.4K
RFP
3341
DELISTED
Resolute Forest Products Inc.
RFP
$22K ﹤0.01%
+10,312
New +$19.5K
NE
3342
DELISTED
Noble Corporation
NE
$22K ﹤0.01%
68,018
-324,916
-83% -$83.5K
WLL
3343
DELISTED
Whiting Petroleum Corporation
WLL
$21K ﹤0.01%
248
-1,801
-88% -$140K
TTI icon
3344
TETRA Technologies
TTI
$1.07B
$18K ﹤0.01%
32,997
+8,070
+32% +$3.18K
SEAC
3345
DELISTED
Seachange International Inc
SEAC
$18K ﹤0.01%
580
-24,075
-98% -$1.13M
HPR
3346
DELISTED
HighPoint Resources Corporation
HPR
$17K ﹤0.01%
1,119
+215
+24% +$3.12K
ASRT
3347
DELISTED
Assertio
ASRT
$14K ﹤0.01%
276
-40
-13% -$2.06K
REI icon
3348
Ring Energy
REI
$287M
$14K ﹤0.01%
12,152
-81,166
-87% -$79.4K
CRC
3349
DELISTED
California Resources Corporation
CRC
$13K ﹤0.01%
10,455
-26,778
-72% -$45.3K
FTR
3350
DELISTED
Frontier Communications Corp.
FTR
$6K ﹤0.01%
64,074
-697
-1% -$215
132 133
134
135 136

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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.