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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
JBSS icon
1876
John B. Sanfilippo & Son
JBSS
$986M
$3.1M ﹤0.01%
36,347
-429
-1% -$36.4K
FWRD icon
1877
Forward Air
FWRD
$461M
$3.09M ﹤0.01%
61,945
-16,163
-21% -$793K
GVA icon
1878
Granite Construction
GVA
$5.16B
$3.08M ﹤0.01%
160,922
+31,233
+24% +$529K
RCM
1879
DELISTED
R1 RCM Inc. Common Stock
RCM
$3.07M ﹤0.01%
275,052
-168,346
-38% -$1.73M
AIR icon
1880
AAR Corp
AIR
$5.4B
$3.06M ﹤0.01%
147,778
+38,435
+35% +$744K
BRSP
1881
BrightSpire Capital
BRSP
$634M
$3.05M ﹤0.01%
435,107
+302,195
+227% +$1.55M
NVAX icon
1882
Novavax
NVAX
$1.21B
$3.05M ﹤0.01%
36,645
+20,168
+122% +$771K
APPS icon
1883
Digital Turbine
APPS
$982M
$3.05M ﹤0.01%
242,339
+198,832
+457% +$1.39M
UMBF icon
1884
UMB Financial
UMBF
$11.3B
$3.04M ﹤0.01%
59,035
-22,190
-27% -$1.09M
NTRA icon
1885
Natera
NTRA
$36.4B
$3.03M ﹤0.01%
60,855
+34,166
+128% +$1.37M
MQY icon
1886
BlackRock MuniYield Quality Fund
MQY
$812M
$3.03M ﹤0.01%
201,242
-126,989
-39% -$1.85M
REGI
1887
DELISTED
Renewable Energy Group, Inc.
REGI
$3.01M ﹤0.01%
121,562
+6,746
+6% +$171K
VUG icon
1888
Vanguard Morningstar Growth ETF
VUG
$212B
$3.01M ﹤0.01%
89,322
+15,282
+21% +$470K
MNR
1889
DELISTED
Monmouth Real Estate Investment Corp
MNR
$3.01M ﹤0.01%
207,579
+4,771
+2% +$61.9K
RSX
1890
DELISTED
VanEck Russia ETF
RSX
$3M ﹤0.01%
144,725
– –
HLI icon
1891
Houlihan Lokey
HLI
$9.72B
$3M ﹤0.01%
53,930
+26,918
+100% +$1.57M
ESPR
1892
DELISTED
Esperion Therapeutics
ESPR
$3M ﹤0.01%
58,384
+10,271
+21% +$430K
TIMB icon
1893
TIM SA
TIMB
$9.1B
$3M ﹤0.01%
231,432
-330,933
-59% -$4.13M
SBGI icon
1894
Sinclair Inc
SBGI
$1.02B
$2.97M ﹤0.01%
160,810
-34,490
-18% -$598K
RPT
1895
Rithm Property Trust
RPT
$94.4M
$2.97M ﹤0.01%
53,748
+40,512
+306% +$1.98M
MLKN icon
1896
MillerKnoll
MLKN
$1.56B
$2.96M ﹤0.01%
125,505
-15,415
-11% -$348K
PLMR icon
1897
Palomar
PLMR
$3.79B
$2.96M ﹤0.01%
34,551
+3,598
+12% +$239K
GIL icon
1898
Gildan
GIL
$9.49B
$2.96M ﹤0.01%
191,149
+17,988
+10% +$266K
CACC icon
1899
Credit Acceptance
CACC
$5.82B
$2.95M ﹤0.01%
7,050
-8,544
-55% -$2.97M
CRS icon
1900
Carpenter Technology
CRS
$26.4B
$2.95M ﹤0.01%
121,667
+8,291
+7% +$184K
74 75
76
77 78

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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.