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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
GDX icon
3026
VanEck Gold Miners ETF
GDX
$22.5B
$263K ﹤0.01%
+7,181
New +$236K
CDZI icon
3027
Cadiz
CDZI
$251M
$262K ﹤0.01%
25,786
+4,223
+20% +$47.1K
CRESY
3028
Cresud
CRESY
$806M
$261K ﹤0.01%
91,793
-38,834
-30% -$124K
TW icon
3029
Tradeweb Markets
TW
$23B
$261K ﹤0.01%
+4,482
New +$258K
AUD
3030
DELISTED
Audacy, Inc.
AUD
$261K ﹤0.01%
189,390
-146,676
-44% -$208K
RST
3031
DELISTED
ROSETTA STONE INC
RST
$261K ﹤0.01%
15,459
-3,727
-19% -$62.6K
WTBA icon
3032
West Bancorporation
WTBA
$476M
$259K ﹤0.01%
14,797
+227
+2% +$3.92K
XLRE icon
3033
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.72B
$258K ﹤0.01%
7,415
-6,897
-48% -$233K
CCF
3034
DELISTED
Chase Corporation
CCF
$258K ﹤0.01%
2,518
-345
-12% -$32.2K
MCF
3035
DELISTED
Contango Oil & Gas Co.
MCF
$258K ﹤0.01%
+112,766
New +$275K
VYM icon
3036
Vanguard High Dividend Yield ETF
VYM
$80.8B
$256K ﹤0.01%
+3,253
New +$253K
NOVA
3037
DELISTED
Sunnova Energy
NOVA
$255K ﹤0.01%
14,958
+3,436
+30% +$48.7K
CCRN
3038
DELISTED
Cross Country Healthcare
CCRN
$253K ﹤0.01%
41,018
-213,946
-84% -$1.31M
FBIZ icon
3039
First Business Financial Services
FBIZ
$565M
$253K ﹤0.01%
15,377
+89
+0.6% +$1.39K
ARQ icon
3040
Arq
ARQ
$83.3M
$252K ﹤0.01%
52,053
+35,030
+206% +$202K
NMFC icon
3041
New Mountain Finance
NMFC
$654M
$251K ﹤0.01%
27,061
+10,311
+62% +$84.7K
KSM
3042
DELISTED
DWS Strategic Municipal Income Trust
KSM
$251K ﹤0.01%
+23,874
New +$243K
FPX icon
3043
First Trust US Equity Opportunities ETF
FPX
$1.43B
$250K ﹤0.01%
+2,984
New +$225K
RVSB icon
3044
Riverview Bancorp
RVSB
$107M
$249K ﹤0.01%
+44,130
New +$225K
SBOW
3045
DELISTED
SilverBow Resources, Inc.
SBOW
$249K ﹤0.01%
77,677
-75,931
-49% -$307K
CIVB icon
3046
Civista Bancshares
CIVB
$608M
$248K ﹤0.01%
+16,079
New +$234K
OBK icon
3047
Origin Bancorp
OBK
$1.7B
$248K ﹤0.01%
+11,288
New +$232K
MOBL
3048
DELISTED
MobileIron, Inc.
MOBL
$247K ﹤0.01%
50,101
+8,545
+21% +$39.2K
SDGR icon
3049
Schrodinger
SDGR
$1.13B
$245K ﹤0.01%
+2,673
New +$156K
SFST icon
3050
Southern First Bancshares
SFST
$581M
$245K ﹤0.01%
+8,846
New +$240K
120 121
122
123 124

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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.