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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
JBGS
1776
JBG SMITH
JBGS
$846M
$3.65M ﹤0.01%
123,308
-36,177
-23% -$1.12M
SAFT icon
1777
Safety Insurance
SAFT
$1.51B
$3.64M ﹤0.01%
47,686
+648
+1% +$50.7K
PEGA icon
1778
Pegasystems
PEGA
$5.09B
$3.63M ﹤0.01%
71,858
-6,048
-8% -$262K
AIN icon
1779
Albany International
AIN
$2.09B
$3.63M ﹤0.01%
61,901
-599
-1% -$32.4K
IBP icon
1780
Installed Building Products
IBP
$6.21B
$3.61M ﹤0.01%
52,527
-20,061
-28% -$1.11M
CORT icon
1781
Corcept Therapeutics
CORT
$9.98B
$3.61M ﹤0.01%
214,656
+19,909
+10% +$280K
GOOD
1782
Gladstone Commercial Corp
GOOD
$623M
$3.6M ﹤0.01%
192,169
+45,718
+31% +$749K
CPF icon
1783
Central Pacific Financial
CPF
$1.02B
$3.59M ﹤0.01%
224,058
+73,731
+49% +$1.17M
GBX icon
1784
The Greenbrier Companies
GBX
$1.57B
$3.59M ﹤0.01%
157,794
-7,829
-5% -$152K
VGR
1785
DELISTED
Vector Group Ltd.
VGR
$3.59M ﹤0.01%
503,135
-88,398
-15% -$675K
ASTE icon
1786
Astec Industries
ASTE
$1.17B
$3.58M ﹤0.01%
77,388
-39
-0.1% -$1.6K
NZF icon
1787
Nuveen Municipal Credit Income Fund
NZF
$2.41B
$3.58M ﹤0.01%
+242,624
New +$3.4M
FCPT icon
1788
Four Corners Property Trust
FCPT
$2.89B
$3.56M ﹤0.01%
146,083
-97,232
-40% -$2.09M
TX icon
1789
Ternium
TX
$9.43B
$3.56M ﹤0.01%
234,935
-2,787
-1% -$40.3K
GAM
1790
General American Investors Company
GAM
$1.54B
$3.56M ﹤0.01%
111,971
+15,011
+15% +$455K
CDLX icon
1791
Cardlytics
CDLX
$22.2M
$3.55M ﹤0.01%
5,073
+2,887
+132% +$1.67M
ESI icon
1792
Element Solutions
ESI
$8.48B
$3.52M ﹤0.01%
324,929
-50,256
-13% -$505K
KELYA icon
1793
Kelly Services Class A
KELYA
$548M
$3.52M ﹤0.01%
222,426
+39,540
+22% +$565K
PPTY
1794
US Diversified Real Estate ETF
PPTY
$26.4M
$3.49M ﹤0.01%
+132,799
New +$3.38M
NVCR icon
1795
NovoCure
NVCR
$1.77B
$3.47M ﹤0.01%
58,546
-11,346
-16% -$746K
DRNA
1796
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$3.47M ﹤0.01%
136,593
+13,243
+11% +$285K
SINA
1797
DELISTED
Sina Corp
SINA
$3.47M ﹤0.01%
96,604
-31,455
-25% -$1.06M
PFS icon
1798
Provident Financial Services
PFS
$3.14B
$3.47M ﹤0.01%
239,956
+82,059
+52% +$1.1M
CZR icon
1799
Caesars Entertainment
CZR
$6.06B
$3.47M ﹤0.01%
86,522
-59,576
-41% -$1.65M
OSPN icon
1800
OneSpan
OSPN
$584M
$3.46M ﹤0.01%
123,978
+58,886
+90% +$1.16M
70 71
72
73 74

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MCM
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PSUF
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IA
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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.