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
KRNT icon
2026
Kornit Digital
KRNT
$677M
$2.39M ﹤0.01%
44,853
+2,348
+6% +$89.5K
TEI
2027
Templeton Emerging Markets Income Fund
TEI
$310M
$2.39M ﹤0.01%
304,931
+71,628
+31% +$545K
OIS icon
2028
Oil States International
OIS
$466M
$2.39M ﹤0.01%
503,794
+21,983
+5% +$84.5K
NCZ
2029
Virtus Convertible & Income Fund II
NCZ
$283M
$2.39M ﹤0.01%
+152,790
New +$2.2M
RUSHA icon
2030
Rush Enterprises Class A
RUSHA
$6.34B
$2.38M ﹤0.01%
129,339
-21,202
-14% -$353K
IJH icon
2031
iShares Core S&P Mid-Cap ETF
IJH
$121B
$2.38M ﹤0.01%
66,925
+6,470
+11% +$215K
MNRL
2032
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
$2.38M ﹤0.01%
192,518
+42,317
+28% +$514K
IPAR icon
2033
Interparfums
IPAR
$4.07B
$2.38M ﹤0.01%
49,357
-523
-1% -$23.6K
BDC icon
2034
Belden
BDC
$3.97B
$2.38M ﹤0.01%
73,009
-39,823
-35% -$1.32M
SNP
2035
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$2.37M ﹤0.01%
56,379
-60,499
-52% -$2.85M
OLP
2036
One Liberty Properties
OLP
$542M
$2.36M ﹤0.01%
134,043
+95,347
+246% +$1.51M
CXW icon
2037
CoreCivic
CXW
$2.94B
$2.35M ﹤0.01%
250,598
-141,144
-36% -$1.61M
BB icon
2038
BlackBerry
BB
$4.58B
$2.35M ﹤0.01%
479,496
+170,477
+55% +$771K
ZUO
2039
DELISTED
Zuora, Inc.
ZUO
$2.35M ﹤0.01%
183,938
+106,823
+139% +$1.19M
XNCR icon
2040
Xencor
XNCR
$1.45B
$2.34M ﹤0.01%
72,334
+26,441
+58% +$810K
ATKR icon
2041
Atkore
ATKR
$2.41B
$2.34M ﹤0.01%
85,469
-29,436
-26% -$728K
CMPR icon
2042
Cimpress
CMPR
$2.37B
$2.33M ﹤0.01%
30,519
-37,851
-55% -$2.7M
CNXN icon
2043
PC Connection
CNXN
$2.09B
$2.32M ﹤0.01%
50,046
+7,325
+17% +$309K
HTGC icon
2044
Hercules Capital
HTGC
$2.99B
$2.31M ﹤0.01%
220,939
-16,102
-7% -$163K
XLV icon
2045
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$2.31M ﹤0.01%
23,099
+1,355
+6% +$134K
AZZ icon
2046
AZZ Inc
AZZ
$4.24B
$2.31M ﹤0.01%
67,287
+34,508
+105% +$1.06M
GMS
2047
DELISTED
GMS Inc
GMS
$2.3M ﹤0.01%
93,615
-46,943
-33% -$895K
PRTS icon
2048
CarParts.com
PRTS
$42.6M
$2.3M ﹤0.01%
+26,574
New +$1.42M
EGHT icon
2049
8x8 Inc
EGHT
$279M
$2.3M ﹤0.01%
143,543
-14,497
-9% -$230K
GFF icon
2050
Griffon
GFF
$4.02B
$2.3M ﹤0.01%
124,013
-21,888
-15% -$357K
80 81
82
83 84

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.