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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
ADT icon
2401
ADT
ADT
$5.43B
$1.26M ﹤0.01%
157,683
+41,112
+35% +$266K
HLIO icon
2402
Helios Technologies
HLIO
$2.47B
$1.26M ﹤0.01%
33,760
-8,545
-20% -$291K
AORT icon
2403
Artivion
AORT
$1.34B
$1.26M ﹤0.01%
65,575
-6,269
-9% -$133K
ILCV icon
2404
iShares Morningstar Value ETF
ILCV
$1.31B
$1.25M ﹤0.01%
+25,958
New +$1.24M
BOOT icon
2405
Boot Barn
BOOT
$4.58B
$1.25M ﹤0.01%
58,036
+15,253
+36% +$298K
INSW icon
2406
International Seaways
INSW
$4.68B
$1.24M ﹤0.01%
75,887
+53,503
+239% +$1.16M
RC
2407
Ready Capital
RC
$260M
$1.24M ﹤0.01%
142,700
+29,067
+26% +$198K
AGYS icon
2408
Agilysys
AGYS
$3.21B
$1.24M ﹤0.01%
68,937
-9,475
-12% -$178K
PENG
2409
Penguin Solutions Inc
PENG
$2.24B
$1.23M ﹤0.01%
90,770
+12,306
+16% +$157K
OEC icon
2410
Orion
OEC
$403M
$1.23M ﹤0.01%
116,419
-3,684
-3% -$34K
ADVM
2411
DELISTED
Adverum Biotechnologies
ADVM
$1.23M ﹤0.01%
5,884
+3,350
+132% +$593K
BEST
2412
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
$1.23M ﹤0.01%
14,323
+107
+0.8% +$11K
SCHD icon
2413
Schwab US Dividend Equity ETF
SCHD
$104B
$1.22M ﹤0.01%
70,947
-13,656
-16% -$231K
UIS icon
2414
Unisys
UIS
$252M
$1.22M ﹤0.01%
111,737
-55,740
-33% -$644K
ALLO icon
2415
Allogene Therapeutics
ALLO
$625M
$1.22M ﹤0.01%
+28,437
New +$1.03M
CFFN icon
2416
Capitol Federal Financial
CFFN
$1.09B
$1.22M ﹤0.01%
110,481
-127,397
-54% -$1.46M
CHI
2417
Calamos Convertible Opportunities and Income Fund
CHI
$968M
$1.21M ﹤0.01%
113,933
-120,589
-51% -$1.15M
AUB icon
2418
Atlantic Union Bankshares
AUB
$6.05B
$1.21M ﹤0.01%
52,227
-24,823
-32% -$559K
AIMT
2419
DELISTED
Aimmune Therapeutics
AIMT
$1.21M ﹤0.01%
72,311
+15,003
+26% +$255K
VCEL icon
2420
Vericel Corp
VCEL
$2.38B
$1.21M ﹤0.01%
87,219
-3,944
-4% -$53.4K
ROCC
2421
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$1.2M ﹤0.01%
126,268
-112,625
-47% -$871K
TACO
2422
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$1.2M ﹤0.01%
202,582
-270,441
-57% -$1.5M
GPRE icon
2423
Green Plains
GPRE
$1.15B
$1.2M ﹤0.01%
117,322
-56,497
-33% -$416K
EGRX
2424
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$1.2M ﹤0.01%
24,942
-1,255
-5% -$62.6K
TG icon
2425
Tredegar Corp
TG
$260M
$1.2M ﹤0.01%
77,671
-762
-1% -$11.8K
95 96
97
98 99

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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.