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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
INSG icon
2276
Inseego
INSG
$104M
$1.56M ﹤0.01%
13,450
+11,574
+617% +$1.22M
GLNG icon
2277
Golar LNG
GLNG
$4.82B
$1.56M ﹤0.01%
215,306
-41,149
-16% -$285K
MRC
2278
DELISTED
MRC Global
MRC
$1.56M ﹤0.01%
263,794
+47,006
+22% +$244K
AHRT
2279
AH Realty Trust
AHRT
$536M
$1.55M ﹤0.01%
155,485
-279,183
-64% -$2.53M
IVR icon
2280
Invesco Mortgage Capital
IVR
$759M
$1.54M ﹤0.01%
41,269
-10,737
-21% -$369K
HGV icon
2281
Hilton Grand Vacations
HGV
$4.04B
$1.54M ﹤0.01%
78,726
-16,550
-17% -$326K
CAL icon
2282
Caleres
CAL
$432M
$1.53M ﹤0.01%
183,903
+53,042
+41% +$371K
LKFN icon
2283
Lakeland Financial Corp
LKFN
$1.57B
$1.53M ﹤0.01%
32,873
-4,496
-12% -$184K
SDY icon
2284
State Street SPDR S&P Dividend ETF
SDY
$22.1B
$1.53M ﹤0.01%
16,754
+6,959
+71% +$612K
PEBO icon
2285
Peoples Bancorp
PEBO
$1.51B
$1.53M ﹤0.01%
71,771
+34,250
+91% +$749K
TEO icon
2286
Telecom Argentina
TEO
$5.84B
$1.52M ﹤0.01%
170,370
-63,744
-27% -$530K
PJT icon
2287
PJT Partners
PJT
$4.26B
$1.52M ﹤0.01%
+29,623
New +$1.46M
BRY
2288
DELISTED
Berry Corp
BRY
$1.52M ﹤0.01%
314,504
-107,652
-26% -$416K
HWKN icon
2289
Hawkins
HWKN
$2.9B
$1.52M ﹤0.01%
71,352
+668
+0.9% +$12.7K
CAC icon
2290
Camden National
CAC
$988M
$1.52M ﹤0.01%
43,952
+9,641
+28% +$305K
AXIA
2291
AXIA Energia
AXIA
$22.9B
$1.52M ﹤0.01%
337,847
-179,204
-35% -$700K
SAVE
2292
DELISTED
Spirit Airlines, Inc.
SAVE
$1.52M ﹤0.01%
85,217
+9,340
+12% +$133K
PFSW
2293
DELISTED
PFSweb, Inc.
PFSW
$1.51M ﹤0.01%
+226,326
New +$1.2M
CUBI icon
2294
Customers Bancorp
CUBI
$2.66B
$1.51M ﹤0.01%
125,686
+35,092
+39% +$391K
ARES icon
2295
Ares Management
ARES
$28.1B
$1.51M ﹤0.01%
37,955
-39,832
-51% -$1.41M
BRKL
2296
DELISTED
Brookline Bancorp
BRKL
$1.51M ﹤0.01%
149,465
-261,631
-64% -$2.61M
WTTR icon
2297
Select Water Solutions
WTTR
$2.22B
$1.5M ﹤0.01%
306,654
-134,198
-30% -$615K
EDIT icon
2298
Editas Medicine
EDIT
$399M
$1.5M ﹤0.01%
50,739
+8,679
+21% +$227K
RPT
2299
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$1.5M ﹤0.01%
215,672
-155,376
-42% -$990K
MBIN icon
2300
Merchants Bancorp
MBIN
$2.49B
$1.5M ﹤0.01%
121,521
+86,046
+243% +$909K
90 91
92
93 94

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AF
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MCM
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PSUF
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IA
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SCC
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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.