We are live on ! Find out more
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
BAK icon
2826
Braskem
BAK
$901M
$493K ﹤0.01%
56,982
-40,498
-42% -$349K
PCB icon
2827
PCB Bancorp
PCB
$394M
$491K ﹤0.01%
+47,703
New +$432K
MATW icon
2828
Matthews International
MATW
$887M
$490K ﹤0.01%
25,663
-20,719
-45% -$442K
SKY icon
2829
Champion Homes
SKY
$4.41B
$485K ﹤0.01%
19,937
-2,088
-9% -$43.5K
AGX icon
2830
Argan
AGX
$6.9B
$483K ﹤0.01%
10,184
-7,156
-41% -$273K
ASUR icon
2831
Asure Software
ASUR
$242M
$483K ﹤0.01%
75,050
-10,949
-13% -$68.3K
HOFT icon
2832
Hooker Furnishings Corp
HOFT
$147M
$483K ﹤0.01%
24,813
+10,901
+78% +$174K
NX icon
2833
Quanex
NX
$825M
$483K ﹤0.01%
34,798
-130,373
-79% -$1.55M
VRS
2834
DELISTED
Verso Corporation
VRS
$483K ﹤0.01%
40,378
-24,384
-38% -$319K
BREW
2835
DELISTED
Craft Brew Alliance, Inc.
BREW
$480K ﹤0.01%
31,190
-2,426
-7% -$37K
DVY icon
2836
iShares Select Dividend ETF
DVY
$23.8B
$479K ﹤0.01%
5,938
-5,374
-48% -$429K
RBBN icon
2837
Ribbon Communications
RBBN
$386M
$479K ﹤0.01%
121,855
-15,835
-12% -$57.5K
PBYI icon
2838
Puma Biotechnology
PBYI
$398M
$478K ﹤0.01%
45,821
-25,308
-36% -$262K
DGRO icon
2839
iShares Core Dividend Growth ETF
DGRO
$42.8B
$477K ﹤0.01%
12,685
-1,142
-8% -$41.5K
AMAL icon
2840
Amalgamated Financial
AMAL
$1.47B
$475K ﹤0.01%
37,552
+5,396
+17% +$57.2K
TCDA
2841
DELISTED
Tricida, Inc. Common Stock
TCDA
$473K ﹤0.01%
17,217
+5,320
+45% +$145K
MBB icon
2842
iShares MBS ETF
MBB
$39.1B
$471K ﹤0.01%
4,254
-34
-0.8% -$3.77K
AT
2843
DELISTED
Atlantic Power Corporation
AT
$471K ﹤0.01%
235,303
-68,009
-22% -$135K
MUB icon
2844
iShares National Muni Bond ETF
MUB
$45.2B
$470K ﹤0.01%
4,074
-17,794
-81% -$2.02M
SCD
2845
LMP Capital and Income Fund
SCD
$351M
$468K ﹤0.01%
46,780
-2,268
-5% -$22.1K
TLND
2846
DELISTED
Talend S.A. American Depositary Shares
TLND
$468K ﹤0.01%
13,490
+473
+4% +$13.9K
HBCP icon
2847
Home Bancorp
HBCP
$558M
$467K ﹤0.01%
+17,462
New +$427K
MRSN
2848
DELISTED
Mersana Therapeutics
MRSN
$466K ﹤0.01%
797
+213
+36% +$72.7K
SID icon
2849
Companhia Siderúrgica Nacional
SID
$1.37B
$466K ﹤0.01%
237,669
-402,382
-63% -$662K
CWBC
2850
Community West Bancshares
CWBC
$685M
$465K ﹤0.01%
+30,204
New +$418K
112 113
114
115 116

Similar funds

NIPH
NN Investment Partners Holdings The Hague, Netherlands $18.6B AUM 18.31% 1-Year Est. Return
AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
BAM
Barrett Asset Management New York $2.39B AUM 14.06% 1-Year Est. Return
ACI
AMP Capital Investors Sydney, Australia $2.37B AUM 23.59% 1-Year Est. Return

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.