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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
KN icon
1926
Knowles
KN
$2.95B
$2.85M ﹤0.01%
186,612
-20,931
-10% -$312K
FARO
1927
DELISTED
Faro Technologies
FARO
$2.84M ﹤0.01%
53,041
+1,311
+3% +$68.7K
REX icon
1928
REX American Resources
REX
$1.39B
$2.83M ﹤0.01%
245,190
+27,426
+13% +$272K
FM
1929
DELISTED
iShares Frontier and Select EM ETF
FM
$2.83M ﹤0.01%
117,148
-708
-0.6% -$16.2K
PIPR icon
1930
Piper Sandler
PIPR
$4.99B
$2.83M ﹤0.01%
191,128
+7,172
+4% +$101K
PAC icon
1931
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$2.83M ﹤0.01%
39,330
-27,080
-41% -$1.73M
YPF icon
1932
YPF
YPF
$19.7B
$2.83M ﹤0.01%
491,249
-127,985
-21% -$597K
LBAI
1933
DELISTED
Lakeland Bancorp Inc
LBAI
$2.83M ﹤0.01%
247,136
+107,635
+77% +$1.16M
ESTC icon
1934
Elastic
ESTC
$6.7B
$2.81M ﹤0.01%
30,523
-2,261
-7% -$165K
SAFE
1935
Safehold
SAFE
$1.17B
$2.81M ﹤0.01%
46,886
-6,669
-12% -$336K
TIP icon
1936
iShares TIPS Bond ETF
TIP
$14.5B
$2.81M ﹤0.01%
22,846
+13,538
+145% +$1.65M
WKHS icon
1937
Workhorse Group
WKHS
$33.4M
$2.81M ﹤0.01%
+54
New +$586K
MAGN
1938
Magnera Corp
MAGN
$493M
$2.79M ﹤0.01%
13,378
+384
+3% +$72.8K
GLUU
1939
DELISTED
Glu Mobile Inc.
GLUU
$2.79M ﹤0.01%
301,017
-61,997
-17% -$528K
SUM
1940
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$2.78M ﹤0.01%
175,687
-61,365
-26% -$880K
IIPR icon
1941
Innovative Industrial Properties
IIPR
$1.77B
$2.78M ﹤0.01%
31,539
+4,603
+17% +$375K
MHO icon
1942
M/I Homes
MHO
$3.95B
$2.77M ﹤0.01%
80,367
-32,455
-29% -$888K
ACWI icon
1943
iShares MSCI ACWI ETF
ACWI
$32B
$2.77M ﹤0.01%
37,535
-794,535
-95% -$55.4M
OXM icon
1944
Oxford Industries
OXM
$581M
$2.77M ﹤0.01%
62,882
+10,015
+19% +$416K
ORA icon
1945
Ormat Technologies
ORA
$5.8B
$2.76M ﹤0.01%
43,529
+10,928
+34% +$715K
NIO icon
1946
NIO
NIO
$11.9B
$2.76M ﹤0.01%
357,650
+58,278
+19% +$256K
MIK
1947
DELISTED
Michaels Stores, Inc
MIK
$2.75M ﹤0.01%
389,684
+128,600
+49% +$504K
NHC icon
1948
National Healthcare
NHC
$3.57B
$2.75M ﹤0.01%
43,394
-2,828
-6% -$190K
CSR
1949
Centerspace
CSR
$952M
$2.75M ﹤0.01%
38,953
-6,290
-14% -$402K
CIR
1950
DELISTED
CIRCOR International, Inc
CIR
$2.75M ﹤0.01%
107,730
+44,269
+70% +$689K
76 77
78
79 80

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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.