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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
NHY
1601
DELISTED
NORSK HYDRO A. S. ADR
NHY
$4.74M ﹤0.01%
1,740,993
-936,842
-35% -$2.55M
MTDR icon
1602
Matador Resources
MTDR
$6.04B
$4.72M ﹤0.01%
555,916
+19,420
+4% +$136K
CSGS
1603
DELISTED
CSG Systems International
CSGS
$4.72M ﹤0.01%
113,980
-10,182
-8% -$466K
CVE icon
1604
Cenovus Energy
CVE
$54.2B
$4.72M ﹤0.01%
1,010,067
+151,678
+18% +$583K
NVRO
1605
DELISTED
NEVRO CORP.
NVRO
$4.71M ﹤0.01%
39,419
-5,978
-13% -$709K
XLRN
1606
DELISTED
Acceleron Pharma
XLRN
$4.71M ﹤0.01%
49,382
+395
+0.8% +$38.1K
BUSE icon
1607
First Busey Corp
BUSE
$2.6B
$4.69M ﹤0.01%
251,478
+94,718
+60% +$1.64M
MNK
1608
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$4.68M ﹤0.01%
1,747,776
-72,434
-4% -$217K
DAY
1609
DELISTED
Dayforce
DAY
$4.67M ﹤0.01%
58,951
+11,539
+24% +$741K
ADAM
1610
Adamas Trust
ADAM
$777M
$4.67M ﹤0.01%
447,341
+142,695
+47% +$1.25M
NWN icon
1611
Northwest Natural Holdings
NWN
$2.15B
$4.66M ﹤0.01%
83,528
-23,454
-22% -$1.43M
AVAV icon
1612
AeroVironment
AVAV
$7.19B
$4.65M ﹤0.01%
58,427
+11,142
+24% +$718K
AVNT icon
1613
Avient
AVNT
$3.29B
$4.65M ﹤0.01%
177,191
+3,933
+2% +$91.3K
SJI
1614
DELISTED
South Jersey Industries, Inc.
SJI
$4.65M ﹤0.01%
185,964
-17,798
-9% -$469K
PLUG icon
1615
Plug Power
PLUG
$2.65B
$4.65M ﹤0.01%
565,905
-81,145
-13% -$380K
IRT icon
1616
Independence Realty Trust
IRT
$3.98B
$4.64M ﹤0.01%
403,891
-61,831
-13% -$617K
BLX icon
1617
Bladex Inc
BLX
$2.15B
$4.62M ﹤0.01%
401,969
+12,095
+3% +$137K
CHCT
1618
Community Healthcare Trust
CHCT
$536M
$4.62M ﹤0.01%
113,016
+33,449
+42% +$1.25M
UVV icon
1619
Universal Corp
UVV
$1.37B
$4.61M ﹤0.01%
108,521
+5,468
+5% +$241K
BMCH
1620
DELISTED
BMC Stock Holdings, Inc
BMCH
$4.61M ﹤0.01%
183,431
-12,819
-7% -$284K
NSA
1621
DELISTED
National Storage Affiliates Trust
NSA
$4.6M ﹤0.01%
160,564
-25,475
-14% -$730K
CCXI
1622
DELISTED
ChemoCentryx, Inc.
CCXI
$4.58M ﹤0.01%
79,549
+38,444
+94% +$2.09M
TKC icon
1623
Turkcell
TKC
$4.7B
$4.57M ﹤0.01%
792,759
+39,825
+5% +$203K
AJRD
1624
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$4.57M ﹤0.01%
115,192
-10,948
-9% -$456K
CXSE icon
1625
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$488M
$4.56M ﹤0.01%
95,126
+2,804
+3% +$120K
63 64
65
66 67

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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.