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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
NWS icon
1651
News Corp Class B
NWS
$17.7B
$4.37M ﹤0.01%
365,271
+51,464
+16% +$557K
BPMC
1652
DELISTED
Blueprint Medicines
BPMC
$4.36M ﹤0.01%
55,952
+2,404
+4% +$163K
NMRK icon
1653
Newmark Group
NMRK
$2.64B
$4.36M ﹤0.01%
896,631
+1,606
+0.2% +$6.75K
ENPH icon
1654
Enphase Energy
ENPH
$4.62B
$4.35M ﹤0.01%
91,436
-8,092
-8% -$387K
VIVO
1655
DELISTED
Meridian Bioscience Inc
VIVO
$4.35M ﹤0.01%
186,677
+62,339
+50% +$903K
PTON icon
1656
Peloton Interactive
PTON
$2.85B
$4.34M ﹤0.01%
+75,163
New +$3.11M
DRH icon
1657
Diamondrock Hospitality Co
DRH
$2.68B
$4.34M ﹤0.01%
784,748
-81,022
-9% -$446K
EHTH icon
1658
eHealth
EHTH
$41.9M
$4.34M ﹤0.01%
44,171
-17,178
-28% -$2M
PSMT icon
1659
Pricesmart
PSMT
$5.94B
$4.34M ﹤0.01%
71,868
+21,115
+42% +$1.22M
SXT icon
1660
Sensient Technologies
SXT
$5.22B
$4.33M ﹤0.01%
83,023
-62,776
-43% -$2.97M
WOR icon
1661
Worthington Enterprises
WOR
$2.74B
$4.32M ﹤0.01%
187,625
+65,216
+53% +$1.16M
TRIP icon
1662
TripAdvisor
TRIP
$1.7B
$4.31M ﹤0.01%
226,694
+29,072
+15% +$556K
HL icon
1663
Hecla Mining
HL
$9.49B
$4.31M ﹤0.01%
1,316,964
-21,098
-2% -$58.3K
QTWO icon
1664
Q2 Holdings
QTWO
$3.78B
$4.29M ﹤0.01%
50,002
+12,302
+33% +$946K
OMF icon
1665
OneMain Financial
OMF
$7.27B
$4.29M ﹤0.01%
174,784
-71,253
-29% -$1.62M
FBC
1666
DELISTED
Flagstar Bancorp, Inc. New
FBC
$4.29M ﹤0.01%
145,630
+6,679
+5% +$171K
UNVR
1667
DELISTED
Univar Solutions Inc.
UNVR
$4.26M ﹤0.01%
252,872
+28,623
+13% +$411K
MGEE icon
1668
MGE Energy Inc
MGEE
$3.03B
$4.26M ﹤0.01%
66,060
-6,842
-9% -$447K
MFL
1669
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$4.26M ﹤0.01%
329,431
-49,301
-13% -$629K
ENIC icon
1670
Enel Chile
ENIC
$6.03B
$4.26M ﹤0.01%
1,129,462
-102,139
-8% -$387K
FIZZ icon
1671
National Beverage
FIZZ
$3.06B
$4.25M ﹤0.01%
139,472
+18,268
+15% +$493K
NVRI icon
1672
Enviri
NVRI
$624M
$4.25M ﹤0.01%
314,553
+58,240
+23% +$585K
QQQ icon
1673
Invesco QQQ Trust
QQQ
$436B
$4.24M ﹤0.01%
17,126
+863
+5% +$193K
WAL icon
1674
Western Alliance Bancorporation
WAL
$8.81B
$4.22M ﹤0.01%
111,375
-20,844
-16% -$729K
FCNCA icon
1675
First Citizens BancShares
FCNCA
$24.7B
$4.21M ﹤0.01%
10,389
+1,025
+11% +$376K
65 66
67
68 69

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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.