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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
CLW icon
2051
Clearwater Paper
CLW
$349M
$2.29M ﹤0.01%
63,392
+27,624
+77% +$768K
SM icon
2052
SM Energy
SM
$7.6B
$2.29M ﹤0.01%
610,158
+260,439
+74% +$852K
OTTR icon
2053
Otter Tail
OTTR
$3.81B
$2.29M ﹤0.01%
58,927
-10,574
-15% -$445K
VBTX
2054
DELISTED
Veritex Holdings
VBTX
$2.28M ﹤0.01%
128,937
+43,574
+51% +$707K
SFL icon
2055
SFL Corp
SFL
$1.61B
$2.28M ﹤0.01%
244,996
-181,116
-43% -$1.81M
AVYA
2056
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$2.28M ﹤0.01%
184,163
-70,247
-28% -$809K
CYRX icon
2057
CryoPort
CYRX
$753M
$2.27M ﹤0.01%
75,109
+37,530
+100% +$835K
KALA icon
2058
KALA BIO
KALA
$12.5M
$2.27M ﹤0.01%
86
+23
+37% +$651K
SKT icon
2059
Tanger
SKT
$4.78B
$2.27M ﹤0.01%
318,234
-49,268
-13% -$326K
GTES icon
2060
Gates Industrial Corporation Ltd.
GTES
$6.31B
$2.27M ﹤0.01%
220,347
+54,708
+33% +$496K
CWH icon
2061
Camping World
CWH
$384M
$2.26M ﹤0.01%
83,057
+58,678
+241% +$946K
TENB icon
2062
Tenable Holdings
TENB
$3.47B
$2.25M ﹤0.01%
75,661
+42,708
+130% +$1.16M
MHH icon
2063
Mastech Digital
MHH
$95.4M
$2.25M ﹤0.01%
86,883
+6,641
+8% +$118K
BFS
2064
Saul Centers
BFS
$858M
$2.25M ﹤0.01%
69,596
+44,091
+173% +$1.41M
PTCT icon
2065
PTC Therapeutics
PTCT
$6.18B
$2.24M ﹤0.01%
44,161
-1,182
-3% -$58.1K
AMCX icon
2066
AMC Global Media
AMCX
$450M
$2.24M ﹤0.01%
95,746
-57,622
-38% -$1.51M
ECHO
2067
EchoStar
ECHO
$24.3B
$2.24M ﹤0.01%
80,081
-13,676
-15% -$415K
AQN icon
2068
Algonquin Power & Utilities
AQN
$4.59B
$2.23M ﹤0.01%
172,559
+27,024
+19% +$370K
CRVL icon
2069
CorVel
CRVL
$3.18B
$2.23M ﹤0.01%
94,305
+6,963
+8% +$137K
INSM icon
2070
Insmed
INSM
$22.4B
$2.23M ﹤0.01%
80,904
-3,913
-5% -$92.8K
SHAK icon
2071
Shake Shack
SHAK
$2.54B
$2.22M ﹤0.01%
41,972
+9,483
+29% +$480K
CVLT icon
2072
Commault Systems
CVLT
$4.98B
$2.22M ﹤0.01%
57,434
-16,290
-22% -$646K
EPAC icon
2073
Enerpac Tool Group
EPAC
$1.86B
$2.22M ﹤0.01%
126,020
-44,410
-26% -$750K
CDE icon
2074
Coeur Mining
CDE
$15.1B
$2.22M ﹤0.01%
436,250
-73,402
-14% -$334K
CEVA icon
2075
CEVA Inc
CEVA
$831M
$2.21M ﹤0.01%
59,185
+14,080
+31% +$451K
81 82
83
84 85

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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.