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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
XBI icon
2776
State Street SPDR S&P Biotech ETF
XBI
$10B
$548K ﹤0.01%
+4,892
New +$482K
BMRC icon
2777
Bank of Marin Bancorp
BMRC
$460M
$547K ﹤0.01%
16,421
+775
+5% +$24.5K
EFC
2778
Ellington Financial
EFC
$1.69B
$547K ﹤0.01%
46,463
+30,398
+189% +$309K
ALTA
2779
DELISTED
Altabancorp
ALTA
$547K ﹤0.01%
+24,359
New +$503K
ATRO icon
2780
Astronics
ATRO
$3.21B
$546K ﹤0.01%
62,011
+29,810
+93% +$233K
RVMD icon
2781
Revolution Medicines
RVMD
$38.5B
$545K ﹤0.01%
+17,272
New +$543K
FLY
2782
DELISTED
Fly Leasing Limited
FLY
$543K ﹤0.01%
66,187
+14,611
+28% +$102K
ACIC icon
2783
American Coastal Insurance
ACIC
$536M
$542K ﹤0.01%
69,307
-4,760
-6% -$38.6K
AKO.B icon
2784
Embotelladora Andina Series B
AKO.B
$4.62B
$541K ﹤0.01%
35,527
-26,140
-42% -$368K
ATRA icon
2785
Atara Biotherapeutics
ATRA
$72.6M
$541K ﹤0.01%
1,486
+193
+15% +$48.8K
GHM icon
2786
Graham Corp
GHM
$1.03B
$541K ﹤0.01%
42,443
+8,450
+25% +$103K
DCOM
2787
DELISTED
Dime Community Bancshares
DCOM
$541K ﹤0.01%
39,412
-55,645
-59% -$806K
XPRO icon
2788
Expro Ltd
XPRO
$1.66B
$540K ﹤0.01%
40,386
-20,087
-33% -$271K
CNBKA
2789
DELISTED
Century Bancorp Inc/Mass
CNBKA
$539K ﹤0.01%
6,941
-355
-5% -$24.8K
SPAB icon
2790
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
$538K ﹤0.01%
17,444
-297
-2% -$9.07K
GLOG
2791
DELISTED
GASLOG LTD
GLOG
$536K ﹤0.01%
190,825
-208,677
-52% -$760K
AMRC icon
2792
Ameresco
AMRC
$980M
$535K ﹤0.01%
19,256
-41,400
-68% -$835K
PKOH icon
2793
Park-Ohio Holdings
PKOH
$550M
$534K ﹤0.01%
32,210
+4
+0% +$63
ASC icon
2794
Ardmore Shipping
ASC
$683M
$533K ﹤0.01%
122,869
+10,813
+10% +$57.9K
FSLF
2795
DELISTED
First Eagle Senior Loan Fund
FSLF
$533K ﹤0.01%
+43,261
New +$530K
FMN
2796
Federated Hermes Premier Municipal Income Fund
FMN
$87.2M
$531K ﹤0.01%
40,221
+15,785
+65% +$207K
OEF icon
2797
iShares S&P 100 ETF
OEF
$19.5B
$530K ﹤0.01%
3,725
-494
-12% -$66.5K
CENT icon
2798
Central Garden & Pet Co
CENT
$2.76B
$528K ﹤0.01%
18,350
+3,475
+23% +$93.5K
SILK
2799
DELISTED
Silk Road Medical, Inc. Common Stock
SILK
$528K ﹤0.01%
12,608
+4,813
+62% +$185K
BZH icon
2800
Beazer Homes USA
BZH
$888M
$526K ﹤0.01%
52,275
-21,870
-29% -$175K
110 111
112
113 114

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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.