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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
PDM
1526
Piedmont Realty Trust
PDM
$1.24B
$5.34M ﹤0.01%
321,372
-48,267
-13% -$806K
TI.A
1527
DELISTED
Telecom Italia 10 Svg
TI.A
$5.33M ﹤0.01%
1,380,806
+460,462
+50% +$1.78M
GPI icon
1528
Group 1 Automotive
GPI
$4.26B
$5.33M ﹤0.01%
80,862
-15,780
-16% -$903K
BSBR icon
1529
Santander
BSBR
$38.2B
$5.33M ﹤0.01%
1,066,464
+153,998
+17% +$744K
WGO icon
1530
Winnebago Industries
WGO
$900M
$5.33M ﹤0.01%
79,959
+7,087
+10% +$362K
DXJ icon
1531
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
$5.32M ﹤0.01%
113,148
-7,719
-6% -$351K
CNS icon
1532
Cohen & Steers
CNS
$4.2B
$5.3M ﹤0.01%
77,942
-24,740
-24% -$1.49M
FELE icon
1533
Franklin Electric
FELE
$4.66B
$5.3M ﹤0.01%
100,928
-1,419
-1% -$70.5K
PEN icon
1534
Penumbra
PEN
$12.6B
$5.3M ﹤0.01%
29,636
-6,961
-19% -$1.21M
GLOB icon
1535
Globant
GLOB
$1.65B
$5.29M ﹤0.01%
35,328
-11,676
-25% -$1.44M
OPI
1536
DELISTED
Office Properties Income Trust
OPI
$5.29M ﹤0.01%
203,809
-82,082
-29% -$2.14M
SLAB icon
1537
Silicon Laboratories
SLAB
$7.14B
$5.27M ﹤0.01%
52,520
+753
+1% +$70.4K
CADE
1538
DELISTED
Cadence Bancorporation
CADE
$5.26M ﹤0.01%
593,759
+165,884
+39% +$1.19M
LPSN icon
1539
LivePerson
LPSN
$22M
$5.25M ﹤0.01%
8,455
+1,905
+29% +$887K
TV icon
1540
Televisa
TV
$1.49B
$5.25M ﹤0.01%
1,001,209
-543,323
-35% -$3.01M
ABG icon
1541
Asbury Automotive
ABG
$4.62B
$5.24M ﹤0.01%
67,704
-17,887
-21% -$1.2M
KFY icon
1542
Korn Ferry
KFY
$4.31B
$5.24M ﹤0.01%
170,363
+10,525
+7% +$301K
BLDR icon
1543
Builders FirstSource
BLDR
$7.29B
$5.23M ﹤0.01%
252,556
-76,567
-23% -$1.38M
CYBR
1544
DELISTED
CyberArk
CYBR
$5.21M ﹤0.01%
52,474
-5,751
-10% -$560K
HOUS
1545
DELISTED
Anywhere Real Estate
HOUS
$5.2M ﹤0.01%
701,203
+67,080
+11% +$346K
UNIT
1546
Uniti Group
UNIT
$2.52B
$5.19M ﹤0.01%
555,555
-25,257
-4% -$189K
MEI icon
1547
Methode Electronics
MEI
$458M
$5.18M ﹤0.01%
165,711
-4,215
-2% -$126K
ALRM icon
1548
Alarm.com
ALRM
$2.75B
$5.17M ﹤0.01%
79,786
+9,441
+13% +$475K
RDFN
1549
DELISTED
Redfin
RDFN
$5.16M ﹤0.01%
123,039
+26,231
+27% +$691K
BMI icon
1550
Badger Meter
BMI
$3.87B
$5.16M ﹤0.01%
81,931
-3,490
-4% -$207K
60 61
62
63 64

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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.