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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
BRT
3126
BRT Apartments
BRT
$284M
$184K ﹤0.01%
16,988
+5,798
+52% +$59.1K
QAT icon
3127
iShares MSCI Qatar ETF
QAT
$63.9M
$184K ﹤0.01%
11,509
+269
+2% +$4.29K
BWB icon
3128
Bridgewater Bancshares
BWB
$583M
$183K ﹤0.01%
17,835
+6,747
+61% +$65.3K
ALR
3129
DELISTED
AlerisLife Inc
ALR
$183K ﹤0.01%
46,969
-8,212
-15% -$29.3K
NGS icon
3130
Natural Gas Services Group
NGS
$462M
$182K ﹤0.01%
29,046
-29,250
-50% -$170K
AKO.A icon
3131
Embotelladora Andina Series A
AKO.A
$3.53B
$181K ﹤0.01%
14,761
-7,842
-35% -$91.1K
BELFB
3132
Bel Fuse Inc Class B
BELFB
$3.51B
$181K ﹤0.01%
16,913
-16,144
-49% -$148K
LE icon
3133
Lands' End
LE
$387M
$178K ﹤0.01%
22,083
+6,485
+42% +$46.6K
LMNR icon
3134
Limoneira
LMNR
$244M
$178K ﹤0.01%
+12,315
New +$162K
MLP icon
3135
Maui Land & Pineapple Co
MLP
$354M
$178K ﹤0.01%
+16,010
New +$168K
MITK icon
3136
Mitek Systems
MITK
$766M
$175K ﹤0.01%
18,256
-6,633
-27% -$59.8K
VRN
3137
DELISTED
Veren
VRN
$175K ﹤0.01%
107,125
+8,778
+9% +$12.1K
RJET
3138
Republic Airways Holdings
RJET
$857M
$173K ﹤0.01%
3,351
+2,169
+184% +$115K
OPBK icon
3139
OP Bancorp
OPBK
$236M
$173K ﹤0.01%
25,103
+1,472
+6% +$9.91K
JPC icon
3140
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$171K ﹤0.01%
20,774
-40,848
-66% -$326K
THR
3141
DELISTED
Thermon Group Holdings
THR
$171K ﹤0.01%
11,712
-18,518
-61% -$274K
ESSA
3142
DELISTED
ESSA Bancorp
ESSA
$170K ﹤0.01%
12,247
-4,367
-26% -$56.3K
BBF
3143
DELISTED
BlackRock Municipal Income Investment Trust
BBF
$170K ﹤0.01%
+13,390
New +$160K
ACR
3144
ACRES Commercial Realty
ACR
$133M
$167K ﹤0.01%
21,004
-535
-2% -$4.07K
RBB icon
3145
RBB Bancorp
RBB
$449M
$167K ﹤0.01%
12,232
-1,884
-13% -$24.3K
VHC icon
3146
VirnetX Holding Corp
VHC
$53.8M
$167K ﹤0.01%
1,284
+670
+109% +$82K
HMY icon
3147
Harmony Gold Mining
HMY
$9.93B
$166K ﹤0.01%
39,806
+1,185
+3% +$3.9K
PSNL icon
3148
Personalis
PSNL
$1.28B
$166K ﹤0.01%
12,821
+2,034
+19% +$22.6K
GDP
3149
DELISTED
Goodrich Petroleum Corporation Common Stock
GDP
$166K ﹤0.01%
22,994
-2,178
-9% -$15.4K
BOC icon
3150
Boston Omaha
BOC
$436M
$164K ﹤0.01%
+10,225
New +$171K
124 125
126
127 128

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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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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.