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
EGP icon
901
EastGroup Properties
EGP
$11.3B
$14.4M 0.01%
121,704
+15,377
+14% +$1.7M
TWO
902
Two Harbors Investment
TWO
$1.27B
$14.4M 0.01%
715,893
+150,809
+27% +$2.8M
KKR icon
903
KKR & Co
KKR
$92.2B
$14.4M 0.01%
466,813
+72,810
+18% +$1.96M
TLK icon
904
Telkom Indonesia
TLK
$14.2B
$14.4M 0.01%
658,593
+71,781
+12% +$1.52M
MUSA icon
905
Murphy USA
MUSA
$11.1B
$14.4M 0.01%
127,848
-7,238
-5% -$793K
ARDC
906
Are Dynamic Credit Allocation Fund
ARDC
$296M
$14.4M 0.01%
1,204,526
-107,955
-8% -$1.21M
APA icon
907
APA Corp
APA
$12.3B
$14.4M 0.01%
1,063,979
-291,549
-22% -$3.33M
AU icon
908
AngloGold Ashanti
AU
$39.9B
$14.3M 0.01%
486,406
-483,629
-50% -$12M
RRC icon
909
Range Resources
RRC
$8.94B
$14.3M 0.01%
2,542,439
-119,948
-5% -$665K
WPC icon
910
W.P. Carey
WPC
$16.8B
$14.3M 0.01%
215,425
-34,139
-14% -$2.12M
WBD icon
911
Warner Bros
WBD
$64.2B
$14.3M 0.01%
675,849
-284,543
-30% -$6.15M
AEG icon
912
Aegon
AEG
$13.6B
$14.2M 0.01%
5,244,619
+1,649,607
+46% +$4.05M
SIMO icon
913
Silicon Motion
SIMO
$7.51B
$14.2M 0.01%
290,900
+313
+0.1% +$13.9K
CONE
914
DELISTED
CyrusOne Inc Common Stock
CONE
$14.1M 0.01%
194,395
+16,229
+9% +$1.16M
AWF
915
AllianceBernstein Global High Income Fund
AWF
$871M
$14.1M 0.01%
1,399,061
+279,487
+25% +$2.75M
FHB icon
916
First Hawaiian
FHB
$3.42B
$14.1M 0.01%
818,612
+619,484
+311% +$10.4M
BMO icon
917
Bank of Montreal
BMO
$127B
$14.1M 0.01%
265,663
-72,236
-21% -$3.68M
EBS icon
918
Emergent Biosolutions
EBS
$377M
$14.1M 0.01%
177,738
-10,888
-6% -$811K
ENTG icon
919
Entegris
ENTG
$18B
$14M 0.01%
237,820
-22,021
-8% -$1.22M
CLR
920
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$14M 0.01%
798,990
-37,876
-5% -$532K
DELL icon
921
Dell
DELL
$253B
$14M 0.01%
502,517
+34,425
+7% +$774K
CUK
922
DELISTED
Carnival PLC
CUK
$14M 0.01%
1,110,370
+483,238
+77% +$6.26M
KDP icon
923
Keurig Dr Pepper
KDP
$42.3B
$13.9M 0.01%
490,589
+1,824
+0.4% +$49.5K
SIRI icon
924
SiriusXM
SIRI
$10.7B
$13.9M 0.01%
235,968
+3,775
+2% +$212K
NGHC
925
DELISTED
National General Holdings Corp
NGHC
$13.8M 0.01%
638,612
-60,825
-9% -$1.14M
35 36
37
38 39

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.