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
NET icon
2301
Cloudflare
NET
$96B
$1.5M ﹤0.01%
41,682
-8,450
-17% -$236K
CALA
2302
DELISTED
Calithera Biosciences, Inc
CALA
$1.5M ﹤0.01%
14,180
+13,467
+1,889% +$1.6M
UVE icon
2303
Universal Insurance Holdings
UVE
$1.26B
$1.5M ﹤0.01%
84,276
+17,154
+26% +$303K
MDP
2304
DELISTED
Meredith Corporation
MDP
$1.49M ﹤0.01%
102,680
-57,866
-36% -$843K
MAXR
2305
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$1.49M ﹤0.01%
82,931
+11,797
+17% +$153K
BZUN
2306
Baozun
BZUN
$179M
$1.49M ﹤0.01%
38,655
+3,910
+11% +$123K
BANF icon
2307
BancFirst
BANF
$3.81B
$1.48M ﹤0.01%
36,348
+16,889
+87% +$620K
VKI icon
2308
Invesco Advantage Municipal Income Trust II
VKI
$397M
$1.48M ﹤0.01%
141,047
+101,996
+261% +$1.05M
APPN icon
2309
Appian
APPN
$2.11B
$1.47M ﹤0.01%
28,740
+13,479
+88% +$658K
BV icon
2310
BrightView Holdings
BV
$1.24B
$1.47M ﹤0.01%
131,318
+3,710
+3% +$44.9K
GCP
2311
DELISTED
GCP Applied Technologies Inc.
GCP
$1.47M ﹤0.01%
79,073
-27,732
-26% -$498K
HIBB
2312
DELISTED
Hibbett, Inc. Common Stock
HIBB
$1.47M ﹤0.01%
70,139
-1,303
-2% -$21.7K
SCSC icon
2313
Scansource
SCSC
$1.17B
$1.47M ﹤0.01%
60,951
-991
-2% -$23.5K
SCHF icon
2314
Schwab International Equity ETF
SCHF
$64.9B
$1.46M ﹤0.01%
98,250
-321,684
-77% -$4.52M
VCRA
2315
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$1.46M ﹤0.01%
68,898
-13,939
-17% -$273K
SPNT icon
2316
SiriusPoint
SPNT
$3.03B
$1.46M ﹤0.01%
194,234
+49,024
+34% +$370K
UBA
2317
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$1.46M ﹤0.01%
122,735
-68,743
-36% -$885K
HLNE icon
2318
Hamilton Lane
HLNE
$3.88B
$1.46M ﹤0.01%
21,610
+9,527
+79% +$600K
TGI
2319
DELISTED
Triumph Group
TGI
$1.46M ﹤0.01%
161,527
+79,876
+98% +$591K
FIBK icon
2320
First Interstate BancSystem
FIBK
$3.67B
$1.45M ﹤0.01%
46,978
-18,507
-28% -$565K
HVT icon
2321
Haverty Furniture Companies
HVT
$418M
$1.45M ﹤0.01%
90,540
+22,615
+33% +$330K
TVRD
2322
Tvardi Therapeutics
TVRD
$20.1M
$1.44M ﹤0.01%
2,345
+556
+31% +$307K
VRE
2323
DELISTED
Veris Residential
VRE
$1.44M ﹤0.01%
94,298
-90,896
-49% -$1.41M
MMYT icon
2324
MakeMyTrip
MMYT
$5.38B
$1.43M ﹤0.01%
93,472
-11,476
-11% -$170K
MBI icon
2325
MBIA
MBI
$275M
$1.43M ﹤0.01%
197,012
-92,912
-32% -$675K
91 92
93
94 95

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.