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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
OPLN
1226
Openlane
OPLN
$4.27B
$8.7M 0.01%
632,299
+69,782
+12% +$958K
LCII icon
1227
LCI Industries
LCII
$2.62B
$8.7M 0.01%
75,618
-3,304
-4% -$304K
JWN
1228
DELISTED
Nordstrom
JWN
$8.68M 0.01%
560,576
-160,102
-22% -$2.82M
OI icon
1229
O-I Glass
OI
$1.39B
$8.67M 0.01%
965,454
-133,513
-12% -$1.03M
UBSI icon
1230
United Bankshares
UBSI
$6.71B
$8.65M 0.01%
312,755
+16,913
+6% +$454K
CVNA icon
1231
Carvana
CVNA
$47.3B
$8.63M 0.01%
359,025
+122,730
+52% +$2.3M
AMN icon
1232
AMN Healthcare
AMN
$1.35B
$8.61M 0.01%
190,366
+29,034
+18% +$1.39M
MTZ icon
1233
MasTec
MTZ
$24.7B
$8.58M 0.01%
191,300
+43,889
+30% +$1.66M
SKYW icon
1234
Skywest
SKYW
$4.51B
$8.58M 0.01%
262,925
+39,477
+18% +$1.17M
SQM icon
1235
Sociedad Química y Minera de Chile
SQM
$19.1B
$8.57M 0.01%
328,867
-123,221
-27% -$2.96M
VKQ icon
1236
Invesco Municipal Trust
VKQ
$541M
$8.56M 0.01%
728,154
+39,471
+6% +$456K
OGS icon
1237
ONE Gas
OGS
$5.06B
$8.54M 0.01%
110,893
-3,506
-3% -$283K
RA
1238
Brookfield Real Assets Income Fund
RA
$707M
$8.54M 0.01%
512,735
+58,880
+13% +$945K
CRUS icon
1239
Cirrus Logic
CRUS
$6.87B
$8.54M 0.01%
138,209
-12,631
-8% -$863K
ADC icon
1240
Agree Realty
ADC
$9.74B
$8.52M 0.01%
129,718
-3,517
-3% -$224K
LECO icon
1241
Lincoln Electric
LECO
$14.6B
$8.5M 0.01%
100,950
-11,273
-10% -$891K
CVI icon
1242
CVR Energy
CVI
$3.39B
$8.48M 0.01%
421,655
-11,955
-3% -$241K
WORK
1243
DELISTED
Slack Technologies, Inc.
WORK
$8.48M 0.01%
272,739
+239,069
+710% +$7.19M
BOH icon
1244
Bank of Hawaii
BOH
$3.16B
$8.46M 0.01%
137,750
-744
-0.5% -$46K
JHG
1245
DELISTED
Janus Henderson
JHG
$8.42M 0.01%
397,993
+97,338
+32% +$1.88M
BSAC icon
1246
Banco Santander Chile
BSAC
$16B
$8.4M 0.01%
512,074
-185,597
-27% -$3.05M
PK icon
1247
Park Hotels & Resorts
PK
$3.06B
$8.39M 0.01%
848,588
+161,525
+24% +$1.51M
LOGI icon
1248
Logitech
LOGI
$16B
$8.38M 0.01%
128,520
+115,193
+864% +$6.14M
TREE icon
1249
LendingTree
TREE
$572M
$8.38M 0.01%
28,933
+8,107
+39% +$1.96M
ITGR icon
1250
Integer Holdings
ITGR
$3.41B
$8.38M 0.01%
114,653
-11,793
-9% -$858K
48 49
50
51 52

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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.