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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
BILI icon
2476
Bilibili
BILI
$7.75B
$1.09M ﹤0.01%
+23,602
New +$766K
GRBK icon
2477
Green Brick Partners
GRBK
$3.09B
$1.09M ﹤0.01%
92,242
+42,120
+84% +$403K
LMAT icon
2478
LeMaitre Vascular
LMAT
$2.37B
$1.09M ﹤0.01%
41,345
-989
-2% -$25.9K
VMO icon
2479
Invesco Municipal Opportunity Trust
VMO
$651M
$1.09M ﹤0.01%
91,897
-91,707
-50% -$1.06M
RES icon
2480
RPC Inc
RES
$1.13B
$1.09M ﹤0.01%
352,550
-122,296
-26% -$372K
GLO
2481
Clough Global Opportunities Fund
GLO
$244M
$1.08M ﹤0.01%
124,616
+1,523
+1% +$12.2K
RBCAA icon
2482
Republic Bancorp
RBCAA
$1.96B
$1.08M ﹤0.01%
33,180
-2,524
-7% -$79.8K
MANU icon
2483
Manchester United
MANU
$4.03B
$1.08M ﹤0.01%
68,463
+24,510
+56% +$392K
SPNE
2484
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
$1.08M ﹤0.01%
103,379
-5,995
-5% -$61.3K
FBM
2485
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$1.08M ﹤0.01%
69,300
+25,889
+60% +$327K
DAVA icon
2486
Endava
DAVA
$165M
$1.08M ﹤0.01%
22,379
+15,965
+249% +$712K
HRTX icon
2487
Heron Therapeutics
HRTX
$93.4M
$1.08M ﹤0.01%
73,245
+4,834
+7% +$79.4K
DENN
2488
DELISTED
Denny's
DENN
$1.07M ﹤0.01%
106,351
-105,991
-50% -$1.09M
GNE icon
2489
Genie Energy
GNE
$370M
$1.07M ﹤0.01%
145,606
-19,134
-12% -$150K
BMA icon
2490
Banco Macro
BMA
$5.81B
$1.07M ﹤0.01%
57,723
-10,056
-15% -$186K
FFIC
2491
DELISTED
Flushing Financial
FFIC
$1.07M ﹤0.01%
92,849
-3,928
-4% -$45K
WASH icon
2492
Washington Trust Bancorp
WASH
$748M
$1.07M ﹤0.01%
32,585
+15,043
+86% +$492K
MTSC
2493
DELISTED
MTS Systems Corp
MTSC
$1.07M ﹤0.01%
60,653
+20,475
+51% +$378K
AMRX icon
2494
Amneal Pharmaceuticals
AMRX
$6.1B
$1.07M ﹤0.01%
224,040
-12,720
-5% -$52.4K
VERU icon
2495
Veru
VERU
$35.5M
$1.06M ﹤0.01%
+31,730
New +$1.09M
GTN icon
2496
Gray Television
GTN
$437M
$1.06M ﹤0.01%
75,846
-18,321
-19% -$235K
QADA
2497
DELISTED
QAD Inc.
QADA
$1.05M ﹤0.01%
25,555
+961
+4% +$40.5K
EPM icon
2498
Evolution Petroleum
EPM
$133M
$1.05M ﹤0.01%
374,781
-120,619
-24% -$324K
TMP icon
2499
Tompkins Financial
TMP
$1.42B
$1.05M ﹤0.01%
16,191
-24,394
-60% -$1.59M
MWA icon
2500
Mueller Water Products
MWA
$3.94B
$1.04M ﹤0.01%
110,454
-22,736
-17% -$204K
98 99
100
101 102

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MCM
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PSUF
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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.