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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
HMTV
2701
DELISTED
Hemisphere Media Group, Inc.
HMTV
$656K ﹤0.01%
66,718
+40,673
+156% +$372K
ALCO icon
2702
Alico
ALCO
$280M
$655K ﹤0.01%
21,017
-186
-0.9% -$5.53K
IIIV icon
2703
i3 Verticals
IIIV
$419M
$654K ﹤0.01%
21,625
+5,349
+33% +$136K
SPOK icon
2704
Spok Holdings
SPOK
$229M
$654K ﹤0.01%
69,915
-48,672
-41% -$504K
CSV icon
2705
Carriage Services
CSV
$647M
$653K ﹤0.01%
36,035
-16,543
-31% -$279K
HY icon
2706
Hyster-Yale Materials Handling
HY
$576M
$653K ﹤0.01%
16,881
-1,275
-7% -$47.5K
AXDX
2707
DELISTED
Accelerate Diagnostics
AXDX
$652K ﹤0.01%
4,300
-409
-9% -$40.3K
CASH icon
2708
Pathward Financial
CASH
$1.88B
$651K ﹤0.01%
35,840
-35,341
-50% -$620K
MEET
2709
DELISTED
The Meet Group, Inc. Common Stock
MEET
$650K ﹤0.01%
104,122
-286
-0.3% -$1.76K
SPNS
2710
DELISTED
Sapiens International
SPNS
$648K ﹤0.01%
23,150
+2,805
+14% +$68.7K
FCBC icon
2711
First Community Bankshares
FCBC
$899M
$647K ﹤0.01%
28,812
+15,642
+119% +$339K
VNOM icon
2712
Viper Energy
VNOM
$8.43B
$646K ﹤0.01%
62,328
+28,526
+84% +$274K
LGF.B
2713
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$645K ﹤0.01%
94,430
-22,970
-20% -$159K
DDD icon
2714
3D Systems Corp
DDD
$405M
$643K ﹤0.01%
91,933
-32,720
-26% -$245K
EFSC icon
2715
Enterprise Financial Services Corp
EFSC
$2.4B
$643K ﹤0.01%
20,647
+3,575
+21% +$104K
HSII
2716
DELISTED
Heidrick & Struggles
HSII
$643K ﹤0.01%
29,762
-12,662
-30% -$279K
RNAM
2717
DELISTED
Avidity Biosciences
RNAM
$642K ﹤0.01%
+22,706
New +$655K
LL
2718
DELISTED
LL Flooring Holdings, Inc.
LL
$642K ﹤0.01%
46,288
+1,080
+2% +$9.16K
MEN
2719
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
$641K ﹤0.01%
+58,490
New +$614K
MOFG
2720
DELISTED
MidWestOne Financial Group
MOFG
$637K ﹤0.01%
31,867
-66,049
-67% -$1.28M
MUS
2721
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$636K ﹤0.01%
52,351
+24,241
+86% +$288K
CBMG
2722
DELISTED
Cellular Biomedicine Group, Inc.
CBMG
$633K ﹤0.01%
+42,302
New +$604K
AAIC
2723
DELISTED
Arlington Asset Investment Corp.
AAIC
$632K ﹤0.01%
212,943
+85,195
+67% +$228K
IWV icon
2724
iShares Russell 3000 ETF
IWV
$19.2B
$631K ﹤0.01%
3,503
-11,588
-77% -$1.96M
SPCE icon
2725
Virgin Galactic
SPCE
$315M
$629K ﹤0.01%
1,926
-565
-23% -$186K
107 108
109
110 111

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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.