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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
WRLD icon
2451
World Acceptance Corp
WRLD
$861M
$1.14M ﹤0.01%
17,406
-7,893
-31% -$493K
BSRR icon
2452
Sierra Bancorp
BSRR
$532M
$1.14M ﹤0.01%
60,220
+41,389
+220% +$746K
CPLG
2453
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$1.14M ﹤0.01%
270,014
+98,209
+57% +$384K
KRTX
2454
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
$1.13M ﹤0.01%
10,178
-2,016
-17% -$175K
OCFC icon
2455
OceanFirst Financial
OCFC
$1.71B
$1.13M ﹤0.01%
64,096
+23,987
+60% +$384K
MLAB icon
2456
Mesa Laboratories
MLAB
$551M
$1.13M ﹤0.01%
5,205
-41
-0.8% -$9.45K
BDXB
2457
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6.00% Mandatory Convertible Preferred Stock, Series B
BDXB
$1.13M ﹤0.01%
+21,214
New +$1.09M
VNDA icon
2458
Vanda Pharmaceuticals
VNDA
$304M
$1.13M ﹤0.01%
98,478
+32,477
+49% +$368K
DCOM icon
2459
Dime Commercial Bancshares
DCOM
$1.79B
$1.13M ﹤0.01%
49,263
+21,553
+78% +$443K
SLP icon
2460
Simulations Plus
SLP
$371M
$1.12M ﹤0.01%
18,733
-2,428
-11% -$107K
DHS icon
2461
WisdomTree US High Dividend Fund
DHS
$1.58B
$1.12M ﹤0.01%
17,982
-4,189
-19% -$258K
RDUS
2462
DELISTED
Radius Recycling
RDUS
$1.12M ﹤0.01%
63,436
-6,478
-9% -$100K
UPLD icon
2463
Upland Software
UPLD
$13.3M
$1.12M ﹤0.01%
3,218
+735
+30% +$229K
HBNC icon
2464
Horizon Bancorp
HBNC
$1.06B
$1.12M ﹤0.01%
104,441
+57,109
+121% +$583K
PGTI
2465
DELISTED
PGT, Inc.
PGTI
$1.11M ﹤0.01%
71,018
+15,832
+29% +$190K
EZPW icon
2466
Ezcorp Inc
EZPW
$1.79B
$1.11M ﹤0.01%
176,523
+14,702
+9% +$79.3K
FRO icon
2467
Frontline
FRO
$8.71B
$1.11M ﹤0.01%
159,092
-25,889
-14% -$220K
NAT icon
2468
Nordic American Tanker
NAT
$1.36B
$1.11M ﹤0.01%
273,102
-22,499
-8% -$107K
EVOP
2469
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$1.11M ﹤0.01%
48,523
-5,448
-10% -$108K
VKTX icon
2470
Viking Therapeutics
VKTX
$3.88B
$1.1M ﹤0.01%
152,836
+22,487
+17% +$149K
ATEN icon
2471
A10 Networks
ATEN
$2.07B
$1.1M ﹤0.01%
+161,492
New +$1.08M
PDFS icon
2472
PDF Solutions
PDFS
$1.72B
$1.1M ﹤0.01%
56,229
+406
+0.7% +$6.6K
AGI icon
2473
Alamos Gold
AGI
$12B
$1.1M ﹤0.01%
+117,182
New +$901K
LOCO icon
2474
El Pollo Loco
LOCO
$503M
$1.1M ﹤0.01%
74,441
+16,197
+28% +$208K
TRTX
2475
TPG RE Finance Trust
TRTX
$630M
$1.1M ﹤0.01%
127,647
-77,070
-38% -$560K
97 98
99
100 101

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MCM
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PSUF
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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.