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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
AMH icon
1101
American Homes 4 Rent
AMH
$12.2B
$10.4M 0.01%
384,828
-175,807
-31% -$4.38M
LOGM
1102
DELISTED
LogMein, Inc.
LOGM
$10.3M 0.01%
122,053
+26,985
+28% +$2.29M
FSD
1103
DELISTED
FIRST TRUST HIGH INCOME LONG/SHORT FUND
FSD
$10.3M 0.01%
778,809
+93,957
+14% +$1.23M
FAF icon
1104
First American
FAF
$8.08B
$10.3M 0.01%
214,994
-39,825
-16% -$1.88M
EQC
1105
DELISTED
Equity Commonwealth
EQC
$10.3M 0.01%
320,047
-137,020
-30% -$4.53M
AZPN
1106
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$10.3M 0.01%
99,244
-12,872
-11% -$1.33M
KPN
1107
DELISTED
ROYAL KPN NV ADS (EA REPTG 1 ORD SH)
KPN
$10.3M 0.01%
3,853,022
-373,292
-9% -$994K
PDD icon
1108
Pinduoduo
PDD
$122B
$10.2M 0.01%
119,402
-15,556
-12% -$936K
DBX icon
1109
Dropbox
DBX
$7.48B
$10.2M 0.01%
470,670
-24,769
-5% -$523K
GRUB
1110
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$10.2M 0.01%
72,874
-1,344
-2% -$142K
ENSG icon
1111
The Ensign Group
ENSG
$10.7B
$10.2M 0.01%
244,534
+26,533
+12% +$1.05M
AUO
1112
DELISTED
AU Optronics Corp
AUO
$10.2M 0.01%
3,355,797
-1,665,890
-33% -$5.06M
CEO
1113
DELISTED
CNOOC Limited
CEO
$10.2M 0.01%
90,400
-10,994
-11% -$1.24M
ARMK icon
1114
Aramark
ARMK
$15.1B
$10.2M 0.01%
625,677
+31,818
+5% +$558K
DNKN
1115
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$10.1M 0.01%
155,378
+2,016
+1% +$125K
VGM icon
1116
Invesco Trust Investment Grade Municipals
VGM
$552M
$10.1M 0.01%
839,300
+70,329
+9% +$835K
CRWD icon
1117
CrowdStrike
CRWD
$185B
$10.1M 0.01%
402,712
-87,676
-18% -$1.76M
Z icon
1118
Zillow
Z
$7.7B
$10.1M 0.01%
175,078
+46,416
+36% +$2.3M
JRI icon
1119
Nuveen Real Asset Income & Growth Fund
JRI
$354M
$10.1M 0.01%
861,978
+24,140
+3% +$268K
PODD icon
1120
Insulet
PODD
$11.6B
$10.1M 0.01%
51,787
-5,432
-9% -$1.04M
STEW
1121
SRH Total Return Fund
STEW
$1.79B
$10M 0.01%
1,066,588
+269,506
+34% +$2.55M
MKTAY
1122
DELISTED
MAKITA CORP SPONS ADR
MKTAY
$10M 0.01%
277,509
-68,381
-20% -$2.48M
ACAD icon
1123
Acadia Pharmaceuticals
ACAD
$4.45B
$9.99M 0.01%
206,115
+31,345
+18% +$1.5M
SRCL
1124
DELISTED
Stericycle Inc
SRCL
$9.97M 0.01%
178,194
-1,693
-0.9% -$88.2K
VVR icon
1125
Invesco Senior Income Trust
VVR
$454M
$9.97M 0.01%
2,881,664
-143,513
-5% -$488K
43 44
45
46 47

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MCM
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PSUF
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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.