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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
XIFR
2726
XPLR Infrastructure LP
XIFR
$1.04B
$629K ﹤0.01%
12,264
-501
-4% -$24.3K
JOUT icon
2727
Johnson Outdoors
JOUT
$496M
$628K ﹤0.01%
6,898
+199
+3% +$14.2K
EAF icon
2728
GrafTech
EAF
$184M
$624K ﹤0.01%
7,825
-14,439
-65% -$1.08M
BTU icon
2729
Peabody Energy
BTU
$2.54B
$622K ﹤0.01%
215,899
-132,043
-38% -$436K
CKH
2730
DELISTED
Seacor Holdings Inc.
CKH
$622K ﹤0.01%
21,947
-16,037
-42% -$438K
FDT icon
2731
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.24B
$618K ﹤0.01%
13,175
+230
+2% +$10.2K
GTS
2732
DELISTED
Triple-S Management Corporation
GTS
$618K ﹤0.01%
32,492
-2,422
-7% -$41.5K
PNNT
2733
Pennant Park Investment Corp
PNNT
$220M
$617K ﹤0.01%
175,817
+31,851
+22% +$103K
CETV
2734
DELISTED
Central European Media Enterprises Ltd
CETV
$616K ﹤0.01%
173,893
+722
+0.4% +$2.67K
FNDE icon
2735
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.46B
$614K ﹤0.01%
26,207
-103,283
-80% -$2.31M
CHEF icon
2736
Chefs' Warehouse
CHEF
$4.31B
$613K ﹤0.01%
45,164
+8,349
+23% +$115K
VRRM icon
2737
Verra Mobility
VRRM
$775M
$610K ﹤0.01%
59,342
+37,014
+166% +$351K
XERS icon
2738
Xeris Biopharma Holdings
XERS
$1.45B
$608K ﹤0.01%
228,472
+154,598
+209% +$538K
BMTC
2739
DELISTED
Bryn Mawr Bank Corp
BMTC
$607K ﹤0.01%
21,948
-3,290
-13% -$89.3K
USMV icon
2740
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
$602K ﹤0.01%
9,928
+2,742
+38% +$163K
BKT icon
2741
BlackRock Income Trust
BKT
$331M
$599K ﹤0.01%
32,345
-7,576
-19% -$138K
ROAD icon
2742
Construction Partners
ROAD
$5.88B
$596K ﹤0.01%
33,580
-12,157
-27% -$207K
MITT
2743
TPG Mortgage Investment Trust
MITT
$228M
$595K ﹤0.01%
62,212
+38,413
+161% +$367K
PAGP icon
2744
Plains GP Holdings
PAGP
$5.28B
$594K ﹤0.01%
66,733
+12,856
+24% +$113K
APRN
2745
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
$592K ﹤0.01%
4,450
+265
+6% +$32K
BBAR icon
2746
BBVA Argentina
BBAR
$3.85B
$590K ﹤0.01%
157,329
-10,958
-7% -$35.8K
ICAD
2747
DELISTED
iCAD Inc
ICAD
$590K ﹤0.01%
59,074
-21,055
-26% -$227K
AXNX
2748
DELISTED
Axonics, Inc. Common Stock
AXNX
$590K ﹤0.01%
16,801
+3,978
+31% +$137K
AXIA.PR
2749
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$588K ﹤0.01%
100,404
-46,792
-32% -$248K
CCNE icon
2750
CNB Financial Corp
CCNE
$1.05B
$587K ﹤0.01%
32,766
+22,411
+216% +$379K
108 109
110
111 112

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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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ACI
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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.