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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
NG icon
1826
NovaGold Resources
NG
$2.54B
$3.35M ﹤0.01%
364,712
+107,621
+42% +$1.09M
CVCO icon
1827
Cavco Industries
CVCO
$4.36B
$3.34M ﹤0.01%
17,339
-1,753
-9% -$287K
RBA icon
1828
RB Global
RBA
$21.5B
$3.34M ﹤0.01%
81,790
+11,957
+17% +$489K
KL
1829
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
$3.34M ﹤0.01%
80,920
-10,737
-12% -$415K
UPWK icon
1830
Upwork
UPWK
$1.18B
$3.33M ﹤0.01%
230,806
-291,444
-56% -$3.06M
MINI
1831
DELISTED
Mobile Mini Inc
MINI
$3.33M ﹤0.01%
112,874
-12,068
-10% -$360K
ANF icon
1832
Abercrombie & Fitch
ANF
$4.55B
$3.33M ﹤0.01%
312,916
+23,914
+8% +$261K
NBR icon
1833
Nabors Industries
NBR
$1.17B
$3.33M ﹤0.01%
89,911
+43,105
+92% +$1.24M
UA icon
1834
Under Armour Class C
UA
$2.95B
$3.33M ﹤0.01%
376,119
+62,236
+20% +$529K
EWJ icon
1835
iShares MSCI Japan ETF
EWJ
$21.2B
$3.31M ﹤0.01%
60,329
-41
-0.1% -$2.18K
VCYT icon
1836
Veracyte
VCYT
$4.45B
$3.31M ﹤0.01%
127,828
+333
+0.3% +$8.3K
CALX icon
1837
Calix
CALX
$2.24B
$3.31M ﹤0.01%
221,850
+87,937
+66% +$1.01M
PCH
1838
DELISTED
PotlatchDeltic
PCH
$3.31M ﹤0.01%
86,932
-14,288
-14% -$483K
VECO icon
1839
Veeco
VECO
$2.62B
$3.31M ﹤0.01%
245,049
+85,671
+54% +$984K
LVGO
1840
DELISTED
Livongo Health, Inc. Common Stock
LVGO
$3.29M ﹤0.01%
43,763
+22,673
+108% +$1.19M
KALU icon
1841
Kaiser Aluminum
KALU
$2.48B
$3.29M ﹤0.01%
44,681
-16,874
-27% -$1.2M
PCG icon
1842
PG&E
PCG
$39B
$3.29M ﹤0.01%
370,438
-64,605
-15% -$704K
WNS
1843
DELISTED
WNS Holdings
WNS
$3.28M ﹤0.01%
59,725
-7,179
-11% -$343K
PLUS icon
1844
ePlus
PLUS
$2.43B
$3.28M ﹤0.01%
92,844
-17,832
-16% -$609K
PLAN
1845
DELISTED
Anaplan, Inc.
PLAN
$3.28M ﹤0.01%
72,311
+4,930
+7% +$206K
NXRT
1846
NexPoint Residential Trust
NXRT
$689M
$3.27M ﹤0.01%
92,385
+4,332
+5% +$134K
BHE icon
1847
Benchmark Electronics
BHE
$2.66B
$3.27M ﹤0.01%
151,165
-39,798
-21% -$834K
PETS icon
1848
PetMed Express
PETS
$42.3M
$3.26M ﹤0.01%
91,574
+5,861
+7% +$204K
HA
1849
DELISTED
Hawaiian Holdings, Inc.
HA
$3.26M ﹤0.01%
232,049
+87,033
+60% +$1.19M
SHO icon
1850
Sunstone Hotel Investors
SHO
$2.19B
$3.25M ﹤0.01%
399,431
+35,988
+10% +$313K
72 73
74
75 76

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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.