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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
SIGA icon
3051
SIGA Technologies
SIGA
$240M
$245K ﹤0.01%
41,406
+6,668
+19% +$38.1K
MTW icon
3052
Manitowoc
MTW
$491M
$241K ﹤0.01%
22,194
-23,815
-52% -$225K
TPCO
3053
DELISTED
Tribune Publishing Company Common Stock
TPCO
$241K ﹤0.01%
24,084
-1,495
-6% -$13.4K
CO
3054
DELISTED
Global Cord Blood Corporation
CO
$241K ﹤0.01%
77,744
-335
-0.4% -$973
DLTH icon
3055
Duluth Holdings
DLTH
$152M
$239K ﹤0.01%
32,407
+9,388
+41% +$47.9K
MTEM
3056
DELISTED
Molecular Templates, Inc.
MTEM
$238K ﹤0.01%
1,149
-1,522
-57% -$354K
LORL
3057
DELISTED
Loral Space and Communications, Inc.
LORL
$238K ﹤0.01%
12,198
-712
-6% -$13.3K
MDGL icon
3058
Madrigal Pharmaceuticals
MDGL
$12.6B
$237K ﹤0.01%
+2,091
New +$206K
EVT icon
3059
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
$236K ﹤0.01%
12,286
-1,714
-12% -$32.2K
AVD icon
3060
American Vanguard Corp
AVD
$68.7M
$235K ﹤0.01%
17,043
-28,135
-62% -$378K
SBBP
3061
DELISTED
Strongbridge Biopharma plc.
SBBP
$234K ﹤0.01%
62,022
-48,282
-44% -$145K
NIE
3062
Virtus Equity & Convertible Income Fund
NIE
$706M
$233K ﹤0.01%
10,346
-25,370
-71% -$533K
NRIM icon
3063
Northrim BanCorp
NRIM
$593M
$232K ﹤0.01%
36,904
-4,668
-11% -$27.1K
PGEN icon
3064
Precigen
PGEN
$1.94B
$232K ﹤0.01%
46,393
+25,792
+125% +$87.7K
CIA icon
3065
Citizens
CIA
$248M
$231K ﹤0.01%
38,621
-20,274
-34% -$116K
LOB icon
3066
Live Oak Bancshares
LOB
$1.98B
$231K ﹤0.01%
15,909
-2,634
-14% -$35.7K
AKTS
3067
DELISTED
Akoustis Technologies Inc
AKTS
$231K ﹤0.01%
27,867
+6,147
+28% +$47.5K
NWLI
3068
DELISTED
National Western Life Group, Inc. Class A
NWLI
$231K ﹤0.01%
1,136
-734
-39% -$140K
RILY icon
3069
BRC Group Holdings
RILY
$264M
$229K ﹤0.01%
+10,530
New +$202K
STNG icon
3070
Scorpio Tankers
STNG
$3.91B
$229K ﹤0.01%
17,840
-33,761
-65% -$612K
ZIXI
3071
DELISTED
Zix Corporation
ZIXI
$229K ﹤0.01%
33,234
+16,053
+93% +$97K
RPAY icon
3072
Repay Holdings
RPAY
$335M
$228K ﹤0.01%
+9,241
New +$186K
STRL icon
3073
Sterling Infrastructure
STRL
$15.2B
$228K ﹤0.01%
21,820
-2,100
-9% -$19.4K
PHD
3074
DELISTED
Pioneer Floating Rate Fund
PHD
$227K ﹤0.01%
23,861
-1,220
-5% -$10.7K
ZEUS
3075
DELISTED
Olympic Steel
ZEUS
$226K ﹤0.01%
19,271
-26,676
-58% -$264K
121 122
123
124 125

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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.