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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
XLI icon
2101
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$2.13M ﹤0.01%
30,943
-4,511
-13% -$293K
KRO icon
2102
KRONOS Worldwide
KRO
$717M
$2.12M ﹤0.01%
203,960
+545
+0.3% +$5.11K
QIWI
2103
DELISTED
QIWI PLC
QIWI
$2.12M ﹤0.01%
122,417
-45,790
-27% -$622K
SHYF
2104
DELISTED
The Shyft Group
SHYF
$2.12M ﹤0.01%
125,738
+4,591
+4% +$69.4K
CWEN.A
2105
DELISTED
Clearway Energy Class A
CWEN.A
$2.11M ﹤0.01%
100,607
+74,733
+289% +$1.46M
BECN
2106
DELISTED
Beacon Roofing Supply, Inc.
BECN
$2.11M ﹤0.01%
79,998
+2,106
+3% +$47.1K
AUY
2107
DELISTED
Yamana Gold, Inc.
AUY
$2.11M ﹤0.01%
385,868
-24,713
-6% -$118K
AGM icon
2108
Federal Agricultural Mortgage
AGM
$2.39B
$2.1M ﹤0.01%
32,840
-2,388
-7% -$148K
CTMX icon
2109
CytomX Therapeutics
CTMX
$714M
$2.1M ﹤0.01%
+251,475
New +$2.34M
RWT
2110
Redwood Trust
RWT
$585M
$2.09M ﹤0.01%
298,897
-65,660
-18% -$324K
APPF icon
2111
AppFolio
APPF
$6.23B
$2.09M ﹤0.01%
12,851
+2,442
+23% +$320K
TTGT icon
2112
TechTarget
TTGT
$325M
$2.08M ﹤0.01%
69,433
-54,450
-44% -$1.37M
KREF
2113
KKR Real Estate Finance Trust
KREF
$453M
$2.08M ﹤0.01%
125,536
-8,326
-6% -$132K
DLX icon
2114
Deluxe
DLX
$1.19B
$2.07M ﹤0.01%
88,025
-14,054
-14% -$352K
TUP
2115
DELISTED
Tupperware Brands Corporation
TUP
$2.07M ﹤0.01%
435,823
+25,362
+6% +$84.4K
NVTA
2116
DELISTED
Invitae Corporation
NVTA
$2.07M ﹤0.01%
68,276
+44,148
+183% +$770K
GPMT
2117
Granite Point Mortgage Trust
GPMT
$64.7M
$2.07M ﹤0.01%
287,737
+62,798
+28% +$341K
AFT
2118
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$2.06M ﹤0.01%
165,869
-22,194
-12% -$268K
WSBF icon
2119
Waterstone Financial
WSBF
$370M
$2.06M ﹤0.01%
138,808
+65,177
+89% +$923K
ICHR icon
2120
Ichor Holdings
ICHR
$2.61B
$2.06M ﹤0.01%
77,411
-28,300
-27% -$646K
WIRE
2121
DELISTED
Encore Wire Corp
WIRE
$2.06M ﹤0.01%
42,141
-7,763
-16% -$356K
OOMA icon
2122
Ooma
OOMA
$589M
$2.06M ﹤0.01%
124,709
+113,276
+991% +$1.42M
CBPO
2123
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$2.05M ﹤0.01%
20,068
-4,910
-20% -$525K
RAVN
2124
DELISTED
Raven Industries Inc
RAVN
$2.05M ﹤0.01%
95,287
+29,122
+44% +$615K
AGD
2125
abrdn Global Dynamic Dividend Fund
AGD
$316M
$2.04M ﹤0.01%
228,300
+1,760
+0.8% +$14.7K
83 84
85
86 87

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MCM
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PSUF
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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.