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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
CCBG icon
2951
Capital City Bank Group
CCBG
$897M
$330K ﹤0.01%
+15,764
New +$309K
KBAL
2952
DELISTED
Kimball International
KBAL
$330K ﹤0.01%
28,530
+358
+1% +$4.09K
CLBK icon
2953
Columbia Financial
CLBK
$1.14B
$329K ﹤0.01%
23,578
+7,758
+49% +$108K
KRNY icon
2954
Kearny Financial
KRNY
$604M
$329K ﹤0.01%
40,278
-2,487
-6% -$20.8K
RAFE icon
2955
PIMCO RAFI ESG US ETF
RAFE
$162M
$329K ﹤0.01%
+15,365
New +$317K
AMAG
2956
DELISTED
AMAG Pharmaceuticals
AMAG
$329K ﹤0.01%
43,060
+2,231
+5% +$17.1K
BYSI icon
2957
BeyondSpring
BYSI
$47.3M
$328K ﹤0.01%
+21,730
New +$332K
NXTC icon
2958
NextCure
NXTC
$20.4M
$327K ﹤0.01%
1,270
+53
+4% +$20.2K
CHS
2959
DELISTED
Chicos FAS, Inc.
CHS
$325K ﹤0.01%
235,453
-422,710
-64% -$575K
RESI
2960
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$323K ﹤0.01%
37,173
-65,755
-64% -$602K
SNDX icon
2961
Syndax Pharmaceuticals
SNDX
$1.7B
$321K ﹤0.01%
21,686
+4,065
+23% +$61.9K
AABA
2962
DELISTED
Altaba Inc
AABA
$318K ﹤0.01%
16,181
-1,120
-6% -$22K
STEX
2963
Streamex Corp
STEX
$71.8M
$317K ﹤0.01%
4,398
+1,715
+64% +$149K
OPY icon
2964
Oppenheimer Holdings
OPY
$1.18B
$317K ﹤0.01%
14,530
-3,345
-19% -$67.7K
PACB icon
2965
Pacific Biosciences
PACB
$435M
$315K ﹤0.01%
91,416
-118,560
-56% -$404K
HRTG icon
2966
Heritage Insurance Holdings
HRTG
$903M
$310K ﹤0.01%
23,675
+10,288
+77% +$120K
FNLC icon
2967
First Bancorp
FNLC
$401M
$309K ﹤0.01%
14,240
-5,801
-29% -$120K
HDSN
2968
Hudson Technologies
HDSN
$246M
$309K ﹤0.01%
306,315
+100,000
+48% +$87.6K
TLYS icon
2969
Tilly's
TLYS
$114M
$309K ﹤0.01%
54,560
+16,435
+43% +$84.7K
CNR
2970
DELISTED
Cornerstone Building Brands, Inc.
CNR
$307K ﹤0.01%
50,664
-11,076
-18% -$56.5K
FRGI
2971
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$306K ﹤0.01%
47,969
-3,556
-7% -$24.6K
WPG
2972
DELISTED
Washington Prime Group Inc.
WPG
$303K ﹤0.01%
40,015
-34,087
-46% -$250K
GPOR
2973
DELISTED
Gulfport Energy Corp.
GPOR
$302K ﹤0.01%
276,925
+122,322
+79% +$182K
SCHM icon
2974
Schwab US Mid-Cap ETF
SCHM
$14.2B
$301K ﹤0.01%
17,160
-8,019
-32% -$131K
SRI icon
2975
Stoneridge
SRI
$200M
$301K ﹤0.01%
14,564
-596
-4% -$11.2K
117 118
119
120 121

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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.