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
ANIP icon
2501
ANI Pharmaceuticals
ANIP
$1.86B
$1.04M ﹤0.01%
32,131
+14,657
+84% +$526K
QNST icon
2502
QuinStreet
QNST
$927M
$1.04M ﹤0.01%
99,200
-304
-0.3% -$2.93K
RTL
2503
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$1.04M ﹤0.01%
130,740
-29,065
-18% -$213K
TSC
2504
DELISTED
TriState Capital Holdings, Inc.
TSC
$1.03M ﹤0.01%
65,809
+25,265
+62% +$344K
HLX icon
2505
Helix Energy Solutions
HLX
$1.34B
$1.03M ﹤0.01%
297,053
-135,686
-31% -$367K
PRKS icon
2506
United Parks & Resorts
PRKS
$2.19B
$1.03M ﹤0.01%
69,518
-36,541
-34% -$538K
TROX icon
2507
Tronox
TROX
$967M
$1.03M ﹤0.01%
142,163
-13,633
-9% -$90K
DSM
2508
BNY Mellon Strategic Municipal Bond Fund
DSM
$290M
$1.02M ﹤0.01%
141,384
+99,723
+239% +$705K
FTS icon
2509
Fortis
FTS
$29.3B
$1.02M ﹤0.01%
26,837
-2,301
-8% -$87.8K
PRPL icon
2510
Purple Innovation
PRPL
$34.5M
$1.02M ﹤0.01%
+2,258
New +$712K
CIO
2511
DELISTED
City Office REIT
CIO
$1.01M ﹤0.01%
100,632
-31,772
-24% -$294K
CONN
2512
DELISTED
Conn's Inc.
CONN
$1.01M ﹤0.01%
100,068
-21,117
-17% -$140K
APLS
2513
DELISTED
Apellis Pharmaceuticals
APLS
$1.01M ﹤0.01%
30,804
+20,854
+210% +$670K
TILE icon
2514
Interface
TILE
$1.95B
$1M ﹤0.01%
123,294
-3,345
-3% -$28.4K
LADR
2515
Ladder Capital
LADR
$1.24B
$1M ﹤0.01%
123,708
-48,579
-28% -$365K
CAMP
2516
DELISTED
CalAmp Corp.
CAMP
$1M ﹤0.01%
5,438
-7,193
-57% -$1.11M
CSW
2517
CSW Industrials
CSW
$4.44B
$1M ﹤0.01%
14,465
+608
+4% +$41K
CARE icon
2518
Carter Bankshares
CARE
$765M
$999K ﹤0.01%
+123,835
New +$995K
EDD
2519
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$375M
$993K ﹤0.01%
175,834
+76,860
+78% +$420K
EIDX
2520
DELISTED
Eidos Therapeutics, Inc. Common Stock
EIDX
$993K ﹤0.01%
20,829
-6,086
-23% -$283K
ESGR
2521
DELISTED
Enstar Group
ESGR
$992K ﹤0.01%
6,493
-3,642
-36% -$537K
MGP
2522
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$987K ﹤0.01%
36,276
+2,434
+7% +$62.7K
DXPE icon
2523
DXP Enterprises
DXPE
$2.3B
$986K ﹤0.01%
49,525
+11,243
+29% +$181K
PING
2524
DELISTED
Ping Identity Holding Corp.
PING
$986K ﹤0.01%
30,731
+18,285
+147% +$484K
NXGN
2525
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$985K ﹤0.01%
89,699
-43,089
-32% -$446K
99 100
101
102 103

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.