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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
ACIA
2176
DELISTED
Acacia Communications Inc
ACIA
$1.81M ﹤0.01%
27,007
+2,539
+10% +$172K
VHT icon
2177
Vanguard Health Care ETF
VHT
$18.3B
$1.81M ﹤0.01%
9,395
+6,813
+264% +$1.28M
FISI icon
2178
Financial Institutions
FISI
$812M
$1.81M ﹤0.01%
97,162
+81,336
+514% +$1.42M
MYRG icon
2179
MYR Group
MYRG
$5.15B
$1.81M ﹤0.01%
56,666
+91
+0.2% +$2.49K
NP
2180
DELISTED
Neenah, Inc. Common Stock
NP
$1.81M ﹤0.01%
36,505
+2,656
+8% +$128K
BFYT
2181
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$1.8M ﹤0.01%
88,128
+44,574
+102% +$946K
PNTG icon
2182
Pennant Group
PNTG
$1.43B
$1.8M ﹤0.01%
79,710
+6,326
+9% +$133K
TCMD icon
2183
Tactile Systems Technology
TCMD
$636M
$1.8M ﹤0.01%
43,470
-17,563
-29% -$823K
FOE
2184
DELISTED
Ferro Corporation
FOE
$1.8M ﹤0.01%
150,845
-20,817
-12% -$224K
ENTA icon
2185
Enanta Pharmaceuticals
ENTA
$378M
$1.8M ﹤0.01%
35,771
-394
-1% -$20.4K
FORR icon
2186
Forrester Research
FORR
$189M
$1.79M ﹤0.01%
56,013
-1,931
-3% -$61.3K
LNTH icon
2187
Lantheus
LNTH
$6.58B
$1.79M ﹤0.01%
125,486
+33,513
+36% +$443K
YORW icon
2188
York Water
YORW
$501M
$1.79M ﹤0.01%
37,378
+4,472
+14% +$194K
TBPH icon
2189
Theravance Biopharma
TBPH
$873M
$1.79M ﹤0.01%
85,276
+28,108
+49% +$722K
RGNX icon
2190
Regenxbio
RGNX
$648M
$1.78M ﹤0.01%
48,380
+15,901
+49% +$593K
SBI
2191
Western Asset Intermediate Muni Fund
SBI
$107M
$1.78M ﹤0.01%
207,943
+20,179
+11% +$170K
BBT
2192
Beacon Financial Corp
BBT
$2.57B
$1.78M ﹤0.01%
161,350
-7,525
-4% -$96.7K
NGVC icon
2193
Vitamin Cottage Natural Grocers
NGVC
$741M
$1.78M ﹤0.01%
119,441
-7,469
-6% -$90.9K
CATM
2194
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$1.77M ﹤0.01%
74,037
-32,417
-30% -$726K
VSAT icon
2195
Viasat
VSAT
$10.7B
$1.77M ﹤0.01%
46,184
-3,715
-7% -$151K
PRMW
2196
DELISTED
Primo Water Corporation
PRMW
$1.76M ﹤0.01%
128,350
-12,790
-9% -$143K
ASPU
2197
DELISTED
ASPEN GROUP, INC.
ASPU
$1.76M ﹤0.01%
194,975
-20,297
-9% -$167K
FPRX
2198
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$1.76M ﹤0.01%
289,029
+228,718
+379% +$942K
TPC
2199
Tutor Perini Cor
TPC
$4.38B
$1.76M ﹤0.01%
144,654
-13,051
-8% -$117K
XLY icon
2200
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$1.76M ﹤0.01%
27,560
-7,574
-22% -$447K
86 87
88
89 90

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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.