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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
CRNC icon
1801
Cerence
CRNC
$359M
$3.45M ﹤0.01%
84,392
+3,466
+4% +$99.6K
WIFI
1802
DELISTED
Boingo Wireless, Inc.
WIFI
$3.44M ﹤0.01%
258,584
+119,766
+86% +$1.57M
PBR.A icon
1803
Petrobras Class A
PBR.A
$106B
$3.44M ﹤0.01%
431,756
-201,076
-32% -$1.41M
MSEX icon
1804
Middlesex Water
MSEX
$1.07B
$3.44M ﹤0.01%
51,175
-140
-0.3% -$8.87K
BAND
1805
Bandwidth Inc
BAND
$1.18B
$3.44M ﹤0.01%
27,055
+11,656
+76% +$1.18M
WABC icon
1806
Westamerica Bancorp
WABC
$1.39B
$3.43M ﹤0.01%
59,748
-43,603
-42% -$2.54M
JPS
1807
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$3.43M ﹤0.01%
405,799
-51,215
-11% -$414K
UE icon
1808
Urban Edge Properties
UE
$2.9B
$3.42M ﹤0.01%
288,354
+77,244
+37% +$775K
FFBC icon
1809
First Financial Bancorp
FFBC
$3.55B
$3.42M ﹤0.01%
246,281
+36,292
+17% +$500K
HTH icon
1810
Hilltop Holdings
HTH
$2.26B
$3.41M ﹤0.01%
184,940
-36,065
-16% -$620K
NSLR
1811
Neostellar Capital Corp
NSLR
$258M
$3.41M ﹤0.01%
479,387
-181
-0% -$1.02K
LILAK icon
1812
Liberty Latin America Class C
LILAK
$1.69B
$3.41M ﹤0.01%
421,641
+26,242
+7% +$223K
MLI icon
1813
Mueller Industries
MLI
$14.5B
$3.4M ﹤0.01%
512,264
-24,604
-5% -$155K
SNBR
1814
DELISTED
Sleep Number
SNBR
$3.4M ﹤0.01%
81,679
-12,576
-13% -$400K
ONTO icon
1815
Onto Innovation
ONTO
$10.9B
$3.39M ﹤0.01%
99,574
+12,099
+14% +$393K
HTO
1816
H2O America
HTO
$2.67B
$3.39M ﹤0.01%
54,563
+27,703
+103% +$1.66M
IAU icon
1817
iShares Gold Trust
IAU
$62.8B
$3.38M ﹤0.01%
99,409
+91,877
+1,220% +$3.01M
SUPN icon
1818
Supernus Pharmaceuticals
SUPN
$2.7B
$3.38M ﹤0.01%
142,187
+56,118
+65% +$1.24M
XHR
1819
Xenia Hotels & Resorts
XHR
$2.01B
$3.38M ﹤0.01%
361,738
-33,960
-9% -$316K
VRNS icon
1820
Varonis Systems
VRNS
$4.67B
$3.37M ﹤0.01%
114,372
-48,663
-30% -$1.22M
PAG icon
1821
Penske Automotive Group
PAG
$14.7B
$3.37M ﹤0.01%
87,077
+25,797
+42% +$900K
SPDW icon
1822
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$39.3B
$3.37M ﹤0.01%
121,929
-16,072
-12% -$421K
RARE icon
1823
Ultragenyx Pharmaceutical
RARE
$2.46B
$3.36M ﹤0.01%
42,934
+9,783
+30% +$648K
MFA
1824
MFA Financial
MFA
$932M
$3.35M ﹤0.01%
336,810
-76,532
-19% -$592K
EPRT icon
1825
Essential Properties Realty Trust
EPRT
$6.92B
$3.35M ﹤0.01%
225,714
+88,391
+64% +$1.22M
71 72
73
74 75

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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.