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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
ANAB icon
2651
AnaptysBio
ANAB
$1.54B
$748K ﹤0.01%
33,461
-14,416
-30% -$264K
MGNI icon
2652
Magnite
MGNI
$2.83B
$748K ﹤0.01%
112,097
-87,084
-44% -$544K
ALTR
2653
DELISTED
Altair Engineering Inc
ALTR
$748K ﹤0.01%
18,811
+2,011
+12% +$68.3K
BATRA icon
2654
Atlanta Braves Holdings Series A
BATRA
$3.51B
$747K ﹤0.01%
37,215
+18,253
+96% +$371K
FBK icon
2655
FB Financial Corp
FBK
$2.98B
$743K ﹤0.01%
30,007
-3,927
-12% -$87.5K
JHMM icon
2656
John Hancock Multifactor Mid Cap ETF
JHMM
$5.88B
$740K ﹤0.01%
21,083
-482
-2% -$15.9K
CSTE icon
2657
Caesarstone
CSTE
$69.5M
$739K ﹤0.01%
62,381
+26,794
+75% +$282K
NGM
2658
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
$737K ﹤0.01%
37,348
-805
-2% -$15.4K
DCO icon
2659
Ducommun
DCO
$2.56B
$735K ﹤0.01%
21,077
-15,239
-42% -$451K
XLP icon
2660
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$735K ﹤0.01%
12,534
+2,391
+24% +$140K
IBB icon
2661
iShares Biotechnology ETF
IBB
$9.45B
$734K ﹤0.01%
5,371
+2,094
+64% +$267K
FFH
2662
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$734K ﹤0.01%
2,378
-607
-20% -$187K
OPP
2663
RiverNorth/DoubleLine Strategic Opportunity Fund
OPP
$189M
$729K ﹤0.01%
53,048
+13,358
+34% +$177K
ORC
2664
Orchid Island Capital
ORC
$1.31B
$728K ﹤0.01%
30,920
+10,778
+54% +$215K
MSBI icon
2665
Midland States Bancorp
MSBI
$697M
$727K ﹤0.01%
48,637
-64,221
-57% -$988K
SMPL icon
2666
Simply Good Foods
SMPL
$907M
$720K ﹤0.01%
38,748
-9,010
-19% -$160K
IWY icon
2667
iShares Russell Top 200 Growth ETF
IWY
$15.2B
$718K ﹤0.01%
6,733
+1,205
+22% +$118K
UFI icon
2668
UNIFI
UFI
$114M
$718K ﹤0.01%
55,740
+5,419
+11% +$64.2K
ALX
2669
Alexander's
ALX
$1.36B
$716K ﹤0.01%
2,971
-2,833
-49% -$759K
MIN
2670
Aberdeen Intermediate Income Fund
MIN
$275M
$716K ﹤0.01%
193,461
+107,064
+124% +$403K
PFNX
2671
DELISTED
Pfenex Inc.
PFNX
$715K ﹤0.01%
85,633
-139,257
-62% -$1.04M
REYN icon
2672
Reynolds Consumer Products
REYN
$5.42B
$710K ﹤0.01%
20,427
+12,209
+149% +$398K
PRTA icon
2673
Prothena Corp
PRTA
$448M
$707K ﹤0.01%
67,602
-20,805
-24% -$231K
ZNH
2674
DELISTED
China Southern Airlines Company Limited
ZNH
$705K ﹤0.01%
31,899
-26,235
-45% -$594K
FRTA
2675
DELISTED
Forterra, Inc
FRTA
$703K ﹤0.01%
62,964
+1,686
+3% +$13.9K
105 106
107
108 109

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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.