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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
EWT icon
2126
iShares MSCI Taiwan ETF
EWT
$9.6B
$2.03M ﹤0.01%
50,570
-15,996
-24% -$595K
AXSM icon
2127
Axsome Therapeutics
AXSM
$12.1B
$2.03M ﹤0.01%
24,702
+4,165
+20% +$321K
MODV
2128
DELISTED
ModivCare
MODV
$2.03M ﹤0.01%
25,739
+2,033
+9% +$138K
ALKS icon
2129
Alkermes
ALKS
$8.39B
$2.03M ﹤0.01%
104,497
-53,066
-34% -$861K
DPG
2130
Duff & Phelps Utility and Infrastructure Fund
DPG
$525M
$2.02M ﹤0.01%
184,386
-172,039
-48% -$1.8M
MSTR icon
2131
Strategy Inc
MSTR
$35.7B
$2.02M ﹤0.01%
170,910
-40,140
-19% -$488K
SNEX icon
2132
StoneX
SNEX
$9.39B
$2.02M ﹤0.01%
186,062
+12,737
+7% +$110K
CBAY
2133
DELISTED
Cymabay Therapeutics
CBAY
$2.01M ﹤0.01%
576,718
+404,078
+234% +$1.17M
SPPI
2134
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$2M ﹤0.01%
592,717
+382,872
+182% +$1.12M
ACCO icon
2135
Acco Brands
ACCO
$390M
$2M ﹤0.01%
281,947
-64,028
-19% -$398K
HSTM icon
2136
HealthStream
HSTM
$824M
$2M ﹤0.01%
90,291
+8,366
+10% +$194K
SOHU
2137
Sohu.com
SOHU
$359M
$1.99M ﹤0.01%
216,294
-277,680
-56% -$2.17M
MOMO
2138
Hello Group
MOMO
$886M
$1.99M ﹤0.01%
113,825
-108,228
-49% -$2.27M
DLPH
2139
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$1.99M ﹤0.01%
139,948
-32,081
-19% -$360K
SPTM icon
2140
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
$1.99M ﹤0.01%
52,580
-28,167
-35% -$1.01M
VAPO
2141
DELISTED
Vapotherm, Inc. Common Stock
VAPO
$1.99M ﹤0.01%
+6,054
New +$1.28M
SCHV
2142
Schwab US Large-Cap Value ETF
SCHV
$15.8B
$1.98M ﹤0.01%
118,809
-44,010
-27% -$719K
HCCI
2143
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
$1.97M ﹤0.01%
112,757
+7,737
+7% +$130K
FATE icon
2144
Fate Therapeutics
FATE
$293M
$1.97M ﹤0.01%
57,328
-3,484
-6% -$104K
ALG icon
2145
Alamo Group
ALG
$1.92B
$1.97M ﹤0.01%
19,147
-1,044
-5% -$100K
EIG icon
2146
Employers Holdings
EIG
$941M
$1.97M ﹤0.01%
65,161
-20,886
-24% -$643K
DIA icon
2147
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$1.96M ﹤0.01%
7,612
-373
-5% -$91.7K
DBI icon
2148
Designer Brands
DBI
$314M
$1.96M ﹤0.01%
289,759
-25,183
-8% -$152K
WK icon
2149
Workiva
WK
$3.29B
$1.96M ﹤0.01%
36,628
+18,832
+106% +$772K
GEO icon
2150
The GEO Group
GEO
$4.1B
$1.96M ﹤0.01%
165,541
-93,679
-36% -$1.14M
84 85
86
87 88

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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.