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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
ARCE
2751
DELISTED
Arco Platform Limited Class A Common Shares
ARCE
$587K ﹤0.01%
13,507
-232
-2% -$11K
FPI
2752
Farmland Partners
FPI
$415M
$586K ﹤0.01%
85,595
+6,801
+9% +$44.6K
GDEN
2753
DELISTED
Golden Entertainment
GDEN
$585K ﹤0.01%
65,605
+7,898
+14% +$73.5K
LAUR icon
2754
Laureate Education
LAUR
$5.38B
$585K ﹤0.01%
58,662
-52,830
-47% -$511K
ORBC
2755
DELISTED
ORBCOMM, Inc.
ORBC
$582K ﹤0.01%
151,159
+49,192
+48% +$147K
HLIT icon
2756
Harmonic Inc
HLIT
$1.15B
$580K ﹤0.01%
122,062
-25,504
-17% -$143K
ACTG icon
2757
Acacia Research
ACTG
$437M
$579K ﹤0.01%
141,475
+72,030
+104% +$209K
SWAV
2758
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$576K ﹤0.01%
+12,169
New +$501K
SFE
2759
DELISTED
Safeguard Scientifics, Inc.
SFE
$574K ﹤0.01%
81,988
+10,155
+14% +$64.3K
FDN icon
2760
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.99B
$572K ﹤0.01%
3,356
+320
+11% +$48.8K
MERC icon
2761
Mercer International
MERC
$40.5M
$572K ﹤0.01%
70,047
+18,322
+35% +$153K
KNM
2762
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$572K ﹤0.01%
17,151
-3,064
-15% -$102K
PKE icon
2763
Park Aerospace
PKE
$720M
$571K ﹤0.01%
51,250
-4,868
-9% -$60.5K
REAL icon
2764
The RealReal
REAL
$1.41B
$571K ﹤0.01%
44,628
+28,818
+182% +$343K
BBBY
2765
Bed Bath & Beyond
BBBY
$479M
$568K ﹤0.01%
21,975
+8,488
+63% +$125K
OTE
2766
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$564K ﹤0.01%
81,836
+1,972
+2% +$13.6K
LQDT icon
2767
Liquidity Services
LQDT
$1.2B
$563K ﹤0.01%
94,427
-5,516
-6% -$29.3K
ASMB icon
2768
Assembly Biosciences
ASMB
$498M
$561K ﹤0.01%
2,006
+194
+11% +$45.3K
CRAI icon
2769
CRA International
CRAI
$1.23B
$561K ﹤0.01%
14,213
-524
-4% -$19.9K
GSBC icon
2770
Great Southern Bancorp
GSBC
$878M
$558K ﹤0.01%
13,817
-18,577
-57% -$735K
CIGI icon
2771
Colliers International
CIGI
$5.17B
$557K ﹤0.01%
9,724
+654
+7% +$35K
BE icon
2772
Bloom Energy
BE
$46.6B
$554K ﹤0.01%
50,930
+29,201
+134% +$228K
HOME
2773
DELISTED
At Home Group Inc.
HOME
$553K ﹤0.01%
85,245
+14,325
+20% +$58.6K
RGS icon
2774
Regis Corp
RGS
$68.4M
$550K ﹤0.01%
3,363
-491
-13% -$92.1K
LTM
2775
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$549K ﹤0.01%
406,355
-358,708
-47% -$1.01M
109 110
111
112 113

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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.