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
QLYS icon
1501
Qualys
QLYS
$4.76B
$5.54M ﹤0.01%
53,236
-10,137
-16% -$1.06M
UPBD icon
1502
Upbound Group
UPBD
$1.22B
$5.53M ﹤0.01%
198,847
-14,240
-7% -$316K
MMT
1503
Aberdeen Multi-Market Income Fund
MMT
$237M
$5.52M ﹤0.01%
989,558
+46,918
+5% +$257K
CZR
1504
DELISTED
Caesars Entertainment Corporation
CZR
$5.52M ﹤0.01%
455,244
+36,333
+9% +$367K
ENS icon
1505
EnerSys
ENS
$6.43B
$5.52M ﹤0.01%
85,756
-11,579
-12% -$682K
EVBG
1506
DELISTED
Everbridge, Inc. Common Stock
EVBG
$5.52M ﹤0.01%
39,893
+944
+2% +$123K
GNL icon
1507
Global Net Lease
GNL
$1.87B
$5.51M ﹤0.01%
329,279
+43,240
+15% +$619K
TEX icon
1508
Terex
TEX
$7.37B
$5.51M ﹤0.01%
293,345
-14,992
-5% -$239K
UAA icon
1509
Under Armour
UAA
$3.01B
$5.5M ﹤0.01%
564,237
-53,815
-9% -$511K
FFIN icon
1510
First Financial Bankshares
FFIN
$5.05B
$5.49M ﹤0.01%
190,153
+673
+0.4% +$18.9K
HHH icon
1511
Howard Hughes
HHH
$3.94B
$5.49M ﹤0.01%
110,919
-2,804
-2% -$141K
KBR icon
1512
KBR
KBR
$4.56B
$5.48M ﹤0.01%
242,935
-34,869
-13% -$758K
JGH icon
1513
Nuveen Global High Income Fund
JGH
$348M
$5.47M ﹤0.01%
412,921
+6,882
+2% +$86K
SABR icon
1514
Sabre
SABR
$716M
$5.46M ﹤0.01%
677,980
+384,922
+131% +$2.73M
BND icon
1515
Vanguard Total Bond Market
BND
$158B
$5.44M ﹤0.01%
61,628
+7,038
+13% +$615K
BCC icon
1516
Boise Cascade
BCC
$2.73B
$5.44M ﹤0.01%
144,545
-22,264
-13% -$698K
PFSI icon
1517
PennyMac Financial
PFSI
$4.47B
$5.42M ﹤0.01%
129,768
+1,652
+1% +$52.3K
ADEA icon
1518
Adeia
ADEA
$2.55B
$5.41M ﹤0.01%
1,386,553
+431,963
+45% +$1.63M
TXRH icon
1519
Texas Roadhouse
TXRH
$13.7B
$5.41M ﹤0.01%
102,860
-57,273
-36% -$2.79M
TY icon
1520
TRI-Continental Corp
TY
$1.84B
$5.41M ﹤0.01%
218,835
-9,098
-4% -$215K
BTG icon
1521
B2Gold
BTG
$4.98B
$5.41M ﹤0.01%
950,131
-200,857
-17% -$1.01M
RMBS icon
1522
Rambus
RMBS
$8.95B
$5.38M ﹤0.01%
354,293
-66,094
-16% -$931K
MEOH icon
1523
Methanex
MEOH
$4.23B
$5.37M ﹤0.01%
296,712
+140,883
+90% +$2.34M
NJR icon
1524
New Jersey Resources
NJR
$6B
$5.36M ﹤0.01%
164,226
+35,557
+28% +$1.18M
BEAT
1525
DELISTED
BioTelemetry, Inc.
BEAT
$5.34M ﹤0.01%
118,186
+7,652
+7% +$343K
59 60
61
62 63

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.