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
KOD icon
2526
Kodiak Sciences
KOD
$2.5B
$982K ﹤0.01%
18,151
+3,193
+21% +$180K
BBIO icon
2527
BridgeBio Pharma
BBIO
$16.4B
$979K ﹤0.01%
30,033
+13,651
+83% +$416K
DKNG icon
2528
DraftKings
DKNG
$12.2B
$977K ﹤0.01%
+29,366
New +$812K
MCRI icon
2529
Monarch Casino & Resort
MCRI
$2.2B
$976K ﹤0.01%
28,653
+1,448
+5% +$48K
HAYN
2530
DELISTED
Haynes International, Inc.
HAYN
$971K ﹤0.01%
41,584
+7,768
+23% +$173K
DHIL
2531
DELISTED
Diamond Hill
DHIL
$968K ﹤0.01%
+8,515
New +$891K
VGSH icon
2532
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$965K ﹤0.01%
15,522
+3,741
+32% +$233K
GTHX
2533
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$962K ﹤0.01%
39,641
+2,355
+6% +$38.9K
LOMA
2534
Loma Negra
LOMA
$1.34B
$961K ﹤0.01%
225,512
+13,072
+6% +$53.2K
ABR icon
2535
Arbor Realty Trust
ABR
$977M
$955K ﹤0.01%
103,323
-2,935
-3% -$22.6K
SSP icon
2536
E.W. Scripps
SSP
$270M
$950K ﹤0.01%
108,604
-30,388
-22% -$244K
OPRA
2537
Opera Ltd
OPRA
$1.68B
$944K ﹤0.01%
104,943
+25,100
+31% +$157K
CEA
2538
DELISTED
China Eastern Airlines
CEA
$939K ﹤0.01%
51,815
+796
+2% +$14.9K
ACMR icon
2539
ACM Research
ACMR
$4.51B
$930K ﹤0.01%
44,730
-23,163
-34% -$380K
TBRG
2540
DELISTED
TruBridge
TBRG
$930K ﹤0.01%
40,808
-45,469
-53% -$1.02M
RMT
2541
Royce Micro-Cap Trust
RMT
$718M
$927K ﹤0.01%
128,790
+544
+0.4% +$3.61K
IWP icon
2542
iShares Russell Mid-Cap Growth ETF
IWP
$19.4B
$926K ﹤0.01%
11,712
+506
+5% +$36.7K
OMER icon
2543
Omeros
OMER
$845M
$925K ﹤0.01%
62,861
+2,982
+5% +$44.5K
ARTNA icon
2544
Artesian Resources
ARTNA
$360M
$923K ﹤0.01%
25,424
+1,655
+7% +$58.2K
EEMS icon
2545
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$341M
$923K ﹤0.01%
23,650
-4,120
-15% -$148K
OPK icon
2546
Opko Health
OPK
$1.02B
$918K ﹤0.01%
269,250
-114,214
-30% -$256K
VIA
2547
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$914K ﹤0.01%
25,853
-31,591
-55% -$1.13M
EB
2548
DELISTED
Eventbrite
EB
$913K ﹤0.01%
106,543
+45,124
+73% +$398K
SFIX
2549
Stitch Fix
SFIX
$566M
$913K ﹤0.01%
36,609
-358
-1% -$7.07K
VLGEA icon
2550
Village Super Market
VLGEA
$657M
$913K ﹤0.01%
32,933
+8,128
+33% +$195K
100 101
102
103 104

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.