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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
APTS
2676
DELISTED
Preferred Apartment Communities, Inc.
APTS
$699K ﹤0.01%
92,027
-28,881
-24% -$210K
PUMP icon
2677
ProPetro Holding
PUMP
$1.25B
$694K ﹤0.01%
135,105
-23,792
-15% -$110K
DSX icon
2678
Diana Shipping
DSX
$266M
$693K ﹤0.01%
660,616
-113,552
-15% -$130K
IJJ icon
2679
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.83B
$691K ﹤0.01%
10,392
-1,894
-15% -$119K
POWL icon
2680
Powell Industries
POWL
$6.79B
$691K ﹤0.01%
75,678
+17,349
+30% +$147K
IWS icon
2681
iShares Russell Mid-Cap Value ETF
IWS
$15.7B
$690K ﹤0.01%
9,017
-4,376
-33% -$319K
VNE
2682
DELISTED
Veoneer, Inc.
VNE
$690K ﹤0.01%
64,543
+28,606
+80% +$281K
PAAS icon
2683
Pan American Silver
PAAS
$17.9B
$689K ﹤0.01%
22,676
+11,753
+108% +$279K
FMNB icon
2684
Farmers National Banc Corp
FMNB
$945M
$687K ﹤0.01%
57,889
+31,199
+117% +$361K
CLVS
2685
DELISTED
Clovis Oncology, Inc.
CLVS
$684K ﹤0.01%
101,342
+66,376
+190% +$503K
SHOE
2686
Shoe Station Group
SHOE
$424M
$683K ﹤0.01%
46,658
-5,038
-10% -$60.2K
VREX icon
2687
Varex Imaging
VREX
$462M
$682K ﹤0.01%
44,998
-51,108
-53% -$1.03M
AFYA icon
2688
Afya
AFYA
$1.35B
$678K ﹤0.01%
28,914
+9,718
+51% +$200K
SOXX icon
2689
iShares Semiconductor ETF
SOXX
$38.4B
$677K ﹤0.01%
+7,494
New +$606K
RRR icon
2690
Red Rock Resorts
RRR
$3.84B
$674K ﹤0.01%
61,799
+15,315
+33% +$173K
XP icon
2691
XP
XP
$8.43B
$670K ﹤0.01%
15,945
-2,607
-14% -$80K
ANDE icon
2692
Andersons Inc
ANDE
$2.39B
$667K ﹤0.01%
48,471
-253,014
-84% -$3.67M
ESTE
2693
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$667K ﹤0.01%
234,814
-1,601
-0.7% -$3.91K
PRSU
2694
Pursuit Attractions and Hospitality Inc
PRSU
$1.45B
$666K ﹤0.01%
35,004
+11,220
+47% +$227K
ASIX icon
2695
AdvanSix
ASIX
$542M
$663K ﹤0.01%
56,506
-25,049
-31% -$292K
URGN icon
2696
UroGen Pharma
URGN
$1.97B
$662K ﹤0.01%
25,328
+579
+2% +$14.2K
SRG
2697
Seritage Growth Properties
SRG
$138M
$661K ﹤0.01%
57,987
+5,636
+11% +$56.7K
AGRO icon
2698
Adecoagro
AGRO
$1.4B
$658K ﹤0.01%
151,631
-154,471
-50% -$645K
THD icon
2699
iShares MSCI Thailand ETF
THD
$361M
$658K ﹤0.01%
9,309
-2,671
-22% -$180K
SHBI icon
2700
Shore Bancshares
SHBI
$820M
$656K ﹤0.01%
59,130
+47,114
+392% +$461K
106 107
108
109 110

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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.