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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
EWA icon
2801
iShares MSCI Australia ETF
EWA
$1.38B
$523K ﹤0.01%
27,150
-11,712
-30% -$207K
MFM
2802
Aberdeen Municipal Income Fund
MFM
$221M
$522K ﹤0.01%
+83,628
New +$507K
VAL
2803
DELISTED
Valaris plc Class A Ordinary Share
VAL
$522K ﹤0.01%
800,187
-103,352
-11% -$58.5K
MTRX icon
2804
Matrix Service
MTRX
$312M
$520K ﹤0.01%
53,468
-24,781
-32% -$241K
UBX
2805
DELISTED
Unity Biotechnology
UBX
$520K ﹤0.01%
+5,989
New +$444K
WIW
2806
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$506M
$517K ﹤0.01%
47,141
+32,462
+221% +$341K
FSB
2807
DELISTED
Franklin Financial Network, Inc.
FSB
$517K ﹤0.01%
20,078
-9,505
-32% -$222K
GLDD
2808
DELISTED
Great Lakes Dredge & Dock
GLDD
$516K ﹤0.01%
55,688
-114,258
-67% -$999K
NSL
2809
DELISTED
NUVEEN SENIOR INCM FD
NSL
$513K ﹤0.01%
109,091
-5,137
-4% -$23.5K
AXGN icon
2810
Axogen
AXGN
$2.2B
$512K ﹤0.01%
55,450
-4,094
-7% -$36.7K
DTIL icon
2811
Precision BioSciences
DTIL
$178M
$512K ﹤0.01%
2,050
+899
+78% +$197K
GABC icon
2812
German American Bancorp
GABC
$1.93B
$511K ﹤0.01%
16,425
-1,582
-9% -$45.6K
PRTK
2813
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$511K ﹤0.01%
97,971
-31,931
-25% -$142K
PRIM icon
2814
Primoris Services
PRIM
$4.06B
$509K ﹤0.01%
28,642
-42,490
-60% -$670K
VET icon
2815
Vermilion Energy
VET
$1.66B
$507K ﹤0.01%
113,646
+16,535
+17% +$77.9K
DFPHU
2816
DELISTED
DFP Healthcare Acquisitions Corp. Unit
DFPHU
$506K ﹤0.01%
+47,360
New +$478K
BRG
2817
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$505K ﹤0.01%
62,442
-199,314
-76% -$1.32M
EFR
2818
Eaton Vance Senior Floating-Rate Fund
EFR
$314M
$504K ﹤0.01%
44,503
-26,744
-38% -$290K
BITA
2819
DELISTED
Bitauto Holdings Limited
BITA
$504K ﹤0.01%
31,775
-4,015
-11% -$50.7K
BIPC icon
2820
Brookfield Infrastructure
BIPC
$5.32B
$499K ﹤0.01%
+16,443
New +$478K
DVAX
2821
DELISTED
Dynavax Technologies
DVAX
$499K ﹤0.01%
56,206
+38,321
+214% +$194K
ORN icon
2822
Orion Group Holdings
ORN
$368M
$498K ﹤0.01%
158,556
-303,595
-66% -$762K
RDI icon
2823
Reading International Class A
RDI
$32.5M
$496K ﹤0.01%
116,675
+11,234
+11% +$42.4K
AGS
2824
DELISTED
PlayAGS
AGS
$494K ﹤0.01%
146,263
-20,585
-12% -$78.8K
CYH icon
2825
Community Health Systems
CYH
$382M
$494K ﹤0.01%
163,959
-13,254
-7% -$42.6K
111 112
113
114 115

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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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ACI
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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.