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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
PBA icon
1326
Pembina Pipeline
PBA
$29.4B
$7.28M 0.01%
291,296
-122,123
-30% -$2.83M
CAR icon
1327
Avis
CAR
$5.12B
$7.27M 0.01%
317,572
-104,447
-25% -$1.92M
CCMP
1328
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$7.27M 0.01%
52,081
-3,614
-6% -$468K
IGD
1329
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$510M
$7.26M 0.01%
1,503,004
+156,495
+12% +$758K
AWI icon
1330
Armstrong World Industries
AWI
$7.5B
$7.26M 0.01%
93,075
-35,070
-27% -$2.66M
FWONK icon
1331
Liberty Media Series C
FWONK
$25.8B
$7.25M 0.01%
236,569
+53,120
+29% +$1.58M
HQY icon
1332
HealthEquity
HQY
$8.59B
$7.25M 0.01%
123,600
-12,514
-9% -$692K
PEB icon
1333
Pebblebrook Hotel Trust
PEB
$2.21B
$7.23M 0.01%
529,118
+144,520
+38% +$1.79M
AL
1334
DELISTED
Air Lease Corp
AL
$7.22M 0.01%
246,616
-44,164
-15% -$1.18M
PPC icon
1335
Pilgrim's Pride
PPC
$7.09B
$7.22M 0.01%
427,475
-186,050
-30% -$3.63M
HALO icon
1336
Halozyme
HALO
$9.9B
$7.21M 0.01%
268,873
+68,461
+34% +$1.54M
AROC icon
1337
Archrock
AROC
$6.19B
$7.21M 0.01%
1,110,211
+213,353
+24% +$1.12M
FRPT icon
1338
Freshpet
FRPT
$3.06B
$7.2M 0.01%
86,114
-631
-0.7% -$47.5K
PINS icon
1339
Pinterest
PINS
$13.6B
$7.2M 0.01%
324,959
-67,589
-17% -$1.32M
WLK icon
1340
Westlake Corp
WLK
$9.17B
$7.2M 0.01%
134,220
+11,541
+9% +$531K
ROIC
1341
DELISTED
Retail Opportunity Investments Corp.
ROIC
$7.2M 0.01%
635,609
+326,193
+105% +$3.16M
PLXS icon
1342
Plexus
PLXS
$6.47B
$7.18M 0.01%
101,790
+9,694
+11% +$602K
BYD icon
1343
Boyd Gaming
BYD
$6.74B
$7.16M 0.01%
342,501
+24,312
+8% +$443K
SITE icon
1344
SiteOne Landscape Supply
SITE
$4.1B
$7.14M 0.01%
62,669
-6,201
-9% -$576K
EHI
1345
Western Asset Global High Income Fund
EHI
$175M
$7.12M 0.01%
770,073
-100,789
-12% -$877K
AR icon
1346
Antero Resources
AR
$10.9B
$7.12M 0.01%
2,801,273
+719,496
+35% +$1.89M
SWCH
1347
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$7.1M 0.01%
398,654
+38,700
+11% +$678K
ROKU icon
1348
Roku
ROKU
$21.4B
$7.1M 0.01%
60,907
+17,084
+39% +$1.95M
TDC icon
1349
Teradata
TDC
$2.89B
$7.1M 0.01%
341,155
-17,928
-5% -$390K
CLDR
1350
DELISTED
Cloudera, Inc.
CLDR
$7.08M 0.01%
556,292
+100,626
+22% +$967K
52 53
54
55 56

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MCM
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PSUF
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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.