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
PAR icon
2851
PAR Technology
PAR
$716M
$463K ﹤0.01%
+15,475
New +$339K
CAI
2852
DELISTED
CAI International, Inc.
CAI
$461K ﹤0.01%
27,693
-4,284
-13% -$71.4K
MG icon
2853
Mistras Group
MG
$477M
$460K ﹤0.01%
116,406
+59,967
+106% +$248K
PLSE icon
2854
Pulse Biosciences
PLSE
$2.37B
$460K ﹤0.01%
43,963
+14,908
+51% +$134K
LILA icon
2855
Liberty Latin America Class A
LILA
$1.72B
$458K ﹤0.01%
73,510
+11,296
+18% +$74.1K
FNDF icon
2856
Schwab Fundamental International Large Company Index ETF
FNDF
$24.4B
$456K ﹤0.01%
+19,199
New +$433K
GEOS icon
2857
Geospace Technologies
GEOS
$84M
$456K ﹤0.01%
60,685
+12,887
+27% +$85.8K
VIE
2858
DELISTED
Viela Bio, Inc. Common Stock
VIE
$455K ﹤0.01%
10,498
– –
AHCO icon
2859
AdaptHealth
AHCO
$1.47B
$454K ﹤0.01%
28,222
-407
-1% -$6.8K
FVD icon
2860
First Trust Value Line Dividend Fund
FVD
$8.44B
$454K ﹤0.01%
14,973
+78
+0.5% +$2.32K
EBSB
2861
DELISTED
Meridian Bancorp, Inc.
EBSB
$454K ﹤0.01%
39,121
-30,978
-44% -$344K
GFL icon
2862
GFL Environmental
GFL
$14.5B
$453K ﹤0.01%
+24,142
New +$413K
RGCO icon
2863
RGC Resources
RGCO
$233M
$451K ﹤0.01%
18,653
-1,394
-7% -$35.4K
ALLK
2864
DELISTED
Allakos
ALLK
$449K ﹤0.01%
+6,255
New +$419K
IHC
2865
DELISTED
Independence Holding Company
IHC
$448K ﹤0.01%
14,640
-295
-2% -$8.23K
GPRO icon
2866
GoPro
GPRO
$120M
$446K ﹤0.01%
93,786
-24,645
-21% -$93.5K
IHRT icon
2867
iHeartMedia
IHRT
$531M
$445K ﹤0.01%
+53,312
New +$415K
BHR
2868
Braemar Hotels & Resorts
BHR
$163M
$443K ﹤0.01%
154,750
+89,507
+137% +$260K
WVE icon
2869
Wave Life Sciences
WVE
$1.12B
$442K ﹤0.01%
42,431
+31,601
+292% +$297K
ACRE
2870
Ares Commercial Real Estate
ACRE
$247M
$437K ﹤0.01%
47,971
-132,031
-73% -$1.03M
ARCO icon
2871
Arcos Dorados Holdings
ARCO
$1.74B
$437K ﹤0.01%
107,237
-80,767
-43% -$301K
SUBC
2872
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$434K ﹤0.01%
68,052
-3,718
-5% -$23.7K
AFMD
2873
DELISTED
Affimed
AFMD
$433K ﹤0.01%
9,378
+4,683
+100% +$130K
EMWP
2874
DELISTED
Eros Media World PLC
EMWP
$432K ﹤0.01%
6,834
-490
-7% -$27.6K
DSSI
2875
DELISTED
Diamond S Shipping Inc. Common Shares
DSSI
$429K ﹤0.01%
53,726
+30,598
+132% +$323K
113 114
115
116 117

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.