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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
LIND icon
2626
Lindblad Expeditions
LIND
$1.95B
$792K ﹤0.01%
102,527
+79,427
+344% +$548K
ORIC icon
2627
Oric Pharmaceuticals
ORIC
$1.17B
$791K ﹤0.01%
+23,438
New +$748K
STEL
2628
DELISTED
Stellar Bancorp
STEL
$788K ﹤0.01%
+37,515
New +$694K
CLNE icon
2629
Clean Energy Fuels
CLNE
$416M
$785K ﹤0.01%
353,435
+102,736
+41% +$207K
RYTM icon
2630
Rhythm Pharmaceuticals
RYTM
$7.31B
$785K ﹤0.01%
35,185
+4,923
+16% +$96K
BWIN
2631
Baldwin Insurance Group
BWIN
$2.75B
$785K ﹤0.01%
+45,437
New +$548K
FF icon
2632
Future Fuel
FF
$205M
$779K ﹤0.01%
65,164
-30,942
-32% -$365K
AROW icon
2633
Arrow Financial
AROW
$662M
$777K ﹤0.01%
29,404
+311
+1% +$7.61K
INGN icon
2634
Inogen
INGN
$174M
$775K ﹤0.01%
21,811
-19,201
-47% -$809K
LQDA icon
2635
Liquidia Corp
LQDA
$7.72B
$775K ﹤0.01%
92,016
+38,297
+71% +$291K
TTCF
2636
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
$774K ﹤0.01%
+47,042
New +$577K
KIDS icon
2637
OrthoPediatrics
KIDS
$513M
$773K ﹤0.01%
+17,657
New +$794K
SLCA
2638
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$771K ﹤0.01%
213,458
-71,240
-25% -$180K
FOSL icon
2639
Fossil Group
FOSL
$260M
$766K ﹤0.01%
164,816
-90,344
-35% -$347K
CNR
2640
Core Natural Resources Inc
CNR
$3.93B
$766K ﹤0.01%
151,154
-7,696
-5% -$48K
ATNX
2641
DELISTED
Athenex, Inc. Common Stock
ATNX
$764K ﹤0.01%
2,777
-213
-7% -$45.1K
INWK
2642
DELISTED
InnerWorkings, Inc.
INWK
$764K ﹤0.01%
578,982
+145,081
+33% +$193K
BANC icon
2643
Banc of California
BANC
$2.87B
$761K ﹤0.01%
70,266
-91,210
-56% -$917K
IMAX icon
2644
IMAX
IMAX
$2.67B
$760K ﹤0.01%
67,815
+7,591
+13% +$88.8K
ECVT icon
2645
Ecovyst
ECVT
$1.32B
$755K ﹤0.01%
57,027
+5,836
+11% +$68.6K
LNW
2646
DELISTED
Light & Wonder
LNW
$755K ﹤0.01%
48,839
-41,525
-46% -$543K
NSTG
2647
DELISTED
NanoString Technologies, Inc.
NSTG
$754K ﹤0.01%
25,679
-27,568
-52% -$821K
LDL
2648
DELISTED
Lydall, Inc.
LDL
$754K ﹤0.01%
55,615
+25,702
+86% +$284K
ARR
2649
Armour Residential REIT
ARR
$2.32B
$752K ﹤0.01%
16,008
-13,179
-45% -$552K
ETD icon
2650
Ethan Allen Interiors
ETD
$600M
$752K ﹤0.01%
63,546
-23,815
-27% -$264K
104 105
106
107 108

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MCM
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PSUF
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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.