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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
KPTI icon
1951
Karyopharm Therapeutics
KPTI
$155M
$2.74M ﹤0.01%
9,640
-914
-9% -$270K
HT
1952
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
$2.74M ﹤0.01%
474,941
+193,226
+69% +$1.03M
KLIC icon
1953
Kulicke & Soffa
KLIC
$4.34B
$2.73M ﹤0.01%
131,288
-30,088
-19% -$681K
ZGNX
1954
DELISTED
Zogenix, Inc.
ZGNX
$2.73M ﹤0.01%
101,252
+39,091
+63% +$1.08M
CIG icon
1955
CEMIG Preferred Shares
CIG
$6.06B
$2.73M ﹤0.01%
2,616,348
-3,626,914
-58% -$3.45M
MDRX
1956
DELISTED
Veradigm Inc. Common Stock
MDRX
$2.73M ﹤0.01%
403,534
+139,179
+53% +$902K
RUN icon
1957
Sunrun
RUN
$2.26B
$2.73M ﹤0.01%
138,391
+9,142
+7% +$140K
IBKR icon
1958
Interactive Brokers
IBKR
$38.4B
$2.73M ﹤0.01%
261,208
-89,216
-25% -$933K
NOMD icon
1959
Nomad Foods
NOMD
$1.77B
$2.72M ﹤0.01%
126,984
-29,081
-19% -$606K
GGB icon
1960
Gerdau
GGB
$9.54B
$2.72M ﹤0.01%
1,159,102
-1,004,682
-46% -$1.91M
NSP icon
1961
Insperity
NSP
$2.03B
$2.72M ﹤0.01%
41,977
+4,302
+11% +$215K
BWG
1962
BrandywineGLOBAL Global Income Opportunities Fund
BWG
$129M
$2.72M ﹤0.01%
235,338
+49,509
+27% +$560K
CWST icon
1963
Casella Waste Systems
CWST
$5.76B
$2.71M ﹤0.01%
52,061
-27,541
-35% -$1.31M
TRST
1964
Trustco Bank Corp NY
TRST
$953M
$2.7M ﹤0.01%
85,370
-4,229
-5% -$125K
NWBI icon
1965
Northwest Bancshares
NWBI
$2.33B
$2.7M ﹤0.01%
264,019
-160,534
-38% -$1.65M
NMIH icon
1966
NMI Holdings
NMIH
$3.37B
$2.69M ﹤0.01%
167,303
-4,366
-3% -$62.1K
MXL icon
1967
MaxLinear
MXL
$5.19B
$2.69M ﹤0.01%
125,254
+17,845
+17% +$308K
KW
1968
DELISTED
Kennedy-Wilson Holdings
KW
$2.69M ﹤0.01%
176,419
+1,746
+1% +$25.1K
TARO
1969
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$2.68M ﹤0.01%
40,356
+1,115
+3% +$74.8K
AMWD
1970
DELISTED
American Woodmark
AMWD
$2.66M ﹤0.01%
35,182
+5,342
+18% +$306K
NBTB icon
1971
NBT Bancorp
NBTB
$2.82B
$2.65M ﹤0.01%
86,329
-28,643
-25% -$892K
TGTX icon
1972
TG Therapeutics
TGTX
$8.19B
$2.65M ﹤0.01%
136,250
+94,139
+224% +$1.52M
YELP icon
1973
Yelp
YELP
$1.54B
$2.64M ﹤0.01%
114,049
-25,439
-18% -$554K
AMJ
1974
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$2.6M ﹤0.01%
197,383
-207,306
-51% -$2.73M
FIX icon
1975
Comfort Systems
FIX
$53.5B
$2.6M ﹤0.01%
63,884
-51,746
-45% -$1.84M
77 78
79
80 81

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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.