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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
DSPG
2576
DELISTED
DSP Group Inc
DSPG
$866K ﹤0.01%
54,538
+5,273
+11% +$86.5K
ANGO icon
2577
AngioDynamics
ANGO
$605M
$863K ﹤0.01%
84,872
-18,437
-18% -$190K
NPK icon
2578
National Presto Industries
NPK
$870M
$862K ﹤0.01%
9,865
-3,480
-26% -$296K
FWONA icon
2579
Liberty Media Series A
FWONA
$23.4B
$858K ﹤0.01%
30,720
-5,127
-14% -$143K
SASR
2580
DELISTED
Sandy Spring Bancorp Inc
SASR
$858K ﹤0.01%
34,620
-24,713
-42% -$587K
BPFH
2581
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$858K ﹤0.01%
124,656
-108,635
-47% -$760K
OSBC icon
2582
Old Second Bancorp
OSBC
$1.29B
$857K ﹤0.01%
110,197
+39,039
+55% +$289K
OSW icon
2583
OneSpaWorld
OSW
$2.64B
$854K ﹤0.01%
178,973
+150,903
+538% +$819K
VRTV
2584
DELISTED
VERITIV CORPORATION
VRTV
$854K ﹤0.01%
50,352
+2,285
+5% +$26.9K
PAE
2585
DELISTED
PAE Incorporated Class A Common Stock
PAE
$853K ﹤0.01%
+89,243
New +$795K
TEN
2586
Tsakos Energy Navigation Ltd
TEN
$1.19B
$850K ﹤0.01%
84,560
-2,411
-3% -$33.2K
MBWM icon
2587
Mercantile Bank Corp
MBWM
$1.04B
$849K ﹤0.01%
37,545
-2,027
-5% -$44.6K
EXTR icon
2588
Extreme Networks
EXTR
$3.8B
$848K ﹤0.01%
195,348
-11,632
-6% -$41K
THFF icon
2589
First Financial Corp
THFF
$948M
$848K ﹤0.01%
23,018
-6,447
-22% -$219K
INFN
2590
DELISTED
Infinera Corporation Common Stock
INFN
$845K ﹤0.01%
142,657
-163,324
-53% -$895K
CLAR icon
2591
Clarus
CLAR
$125M
$844K ﹤0.01%
73,080
+12,656
+21% +$128K
KNSA icon
2592
Kiniksa Pharmaceuticals
KNSA
$6.31B
$842K ﹤0.01%
33,034
-7,498
-18% -$157K
MVF
2593
DELISTED
BlackRock MuniVest Fund
MVF
$842K ﹤0.01%
100,287
+62,488
+165% +$511K
RGP icon
2594
Resources Connection
RGP
$140M
$842K ﹤0.01%
70,368
-3,606
-5% -$39.1K
RDNT icon
2595
RadNet
RDNT
$4.98B
$838K ﹤0.01%
52,803
+10,295
+24% +$149K
HCI icon
2596
HCI Group
HCI
$2.34B
$834K ﹤0.01%
18,055
+616
+4% +$26.7K
MCBC
2597
DELISTED
Macatawa Bank Corp
MCBC
$833K ﹤0.01%
106,524
+55,284
+108% +$400K
MTLS
2598
Materialise
MTLS
$366M
$832K ﹤0.01%
36,871
+15,189
+70% +$333K
TGS icon
2599
Transportadora de Gas del Sur
TGS
$4.48B
$832K ﹤0.01%
147,849
-74,909
-34% -$382K
SWI
2600
DELISTED
SolarWinds Corporation Common Stock
SWI
$832K ﹤0.01%
44,637
+6,259
+16% +$115K
102 103
104
105 106

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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.