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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
EXTN
3076
DELISTED
Exterran Corporation
EXTN
$226K ﹤0.01%
41,936
-85,269
-67% -$483K
BSBK icon
3077
Bogota Financial
BSBK
$114M
$225K ﹤0.01%
+25,728
New +$216K
PZN
3078
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$225K ﹤0.01%
41,447
+18,351
+79% +$85.6K
MRLN
3079
DELISTED
Marlin Business Services Corp
MRLN
$225K ﹤0.01%
26,568
+5,740
+28% +$44.5K
JNCE
3080
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$224K ﹤0.01%
32,475
+15,497
+91% +$83.6K
GBL
3081
DELISTED
GAMCO Investors, Inc.
GBL
$224K ﹤0.01%
16,800
+4,934
+42% +$61.5K
REVG
3082
DELISTED
REV Group
REVG
$223K ﹤0.01%
36,506
-23,198
-39% -$124K
VTOL icon
3083
Bristow Group
VTOL
$1.33B
$223K ﹤0.01%
15,993
-33,265
-68% -$355K
SPTL icon
3084
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.5B
$222K ﹤0.01%
+4,734
New +$223K
TAST
3085
DELISTED
Carrols Restaurant Group, Inc.
TAST
$222K ﹤0.01%
45,807
-82,191
-64% -$310K
LBC
3086
DELISTED
Luther Burbank Corporation Common Stock
LBC
$222K ﹤0.01%
22,183
-2,656
-11% -$25.6K
HEDJ icon
3087
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.81B
$221K ﹤0.01%
7,274
-1,964
-21% -$55.9K
PCW
3088
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$220K ﹤0.01%
39,131
-13,704
-26% -$77K
PCYO icon
3089
Pure Cycle
PCYO
$255M
$218K ﹤0.01%
+23,693
New +$232K
KURA icon
3090
Kura Oncology
KURA
$793M
$217K ﹤0.01%
13,284
+222
+2% +$3.2K
DOO
3091
Bombardier Recreational Products
DOO
$4.48B
$214K ﹤0.01%
+5,036
New +$151K
GPRK icon
3092
GeoPark
GPRK
$609M
$214K ﹤0.01%
21,843
+2,884
+15% +$25.9K
LITS
3093
Lite Strategy Inc
LITS
$32.4M
$214K ﹤0.01%
2,588
+65
+3% +$3.94K
CG icon
3094
Carlyle Group
CG
$16.1B
$213K ﹤0.01%
+7,620
New +$196K
RIGL icon
3095
Rigel Pharmaceuticals
RIGL
$723M
$213K ﹤0.01%
11,617
+2,830
+32% +$50.9K
EGLE
3096
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$213K ﹤0.01%
13,866
+2,770
+25% +$37.2K
BSET icon
3097
Bassett Furniture
BSET
$169M
$210K ﹤0.01%
28,540
-67
-0.2% -$422
AMK
3098
DELISTED
AssetMark Financial Holdings, Inc.
AMK
$210K ﹤0.01%
+7,699
New +$189K
QTRX icon
3099
Quanterix
QTRX
$159M
$209K ﹤0.01%
+7,636
New +$193K
IMOS
3100
ChipMOS TECHNOLOGIES
IMOS
$1.59B
$208K ﹤0.01%
9,169
-1,523
-14% -$31.2K
122 123
124
125 126

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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.