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
JOE icon
2151
St. Joe Company
JOE
$3.62B
$1.96M ﹤0.01%
100,707
+6,617
+7% +$122K
GORO icon
2152
Goldgroup Mining Inc.
GORO
$168M
$1.95M ﹤0.01%
475,233
-56,133
-11% -$216K
HCC icon
2153
Warrior Met Coal
HCC
$4.25B
$1.95M ﹤0.01%
126,718
-43,627
-26% -$594K
ATEX icon
2154
Anterix
ATEX
$1.82B
$1.95M ﹤0.01%
42,964
+23,111
+116% +$1.18M
DNOW icon
2155
DNOW Inc
DNOW
$2.51B
$1.95M ﹤0.01%
225,610
+45,883
+26% +$315K
BILL icon
2156
BILL Holdings
BILL
$4.52B
$1.94M ﹤0.01%
21,522
+468
+2% +$30.1K
TRMK icon
2157
Trustmark
TRMK
$2.77B
$1.93M ﹤0.01%
78,743
-54,632
-41% -$1.31M
STR
2158
DELISTED
Sitio Royalties
STR
$1.93M ﹤0.01%
150,630
-46,007
-23% -$483K
FRA icon
2159
BlackRock Floating Rate Income Strategies Fund
FRA
$383M
$1.92M ﹤0.01%
171,417
+19,449
+13% +$212K
DSGX icon
2160
Descartes Systems
DSGX
$6.39B
$1.91M ﹤0.01%
36,181
-3,440
-9% -$153K
KNL
2161
DELISTED
Knoll, Inc.
KNL
$1.91M ﹤0.01%
156,389
+61,445
+65% +$676K
ARGO
2162
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$1.9M ﹤0.01%
54,667
+13,699
+33% +$457K
XRN
2163
Chiron Real Estate Inc
XRN
$516M
$1.89M ﹤0.01%
33,336
-4,814
-13% -$261K
EMBJ
2164
Embraer S.A. ADS
EMBJ
$12.1B
$1.88M ﹤0.01%
314,558
-434,094
-58% -$2.68M
TALO icon
2165
Talos Energy
TALO
$2.44B
$1.88M ﹤0.01%
204,406
+14,035
+7% +$146K
SGMO
2166
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$1.88M ﹤0.01%
209,337
+39,478
+23% +$366K
XLC icon
2167
State Street Communication Services Select Sector SPDR ETF
XLC
$21.9B
$1.88M ﹤0.01%
34,689
+25,736
+287% +$1.32M
ESRT icon
2168
Empire State Realty Trust
ESRT
$862M
$1.86M ﹤0.01%
266,459
-26,316
-9% -$203K
STBA icon
2169
S&T Bancorp
STBA
$1.88B
$1.86M ﹤0.01%
79,396
-14,299
-15% -$346K
NOAH
2170
Noah Holdings
NOAH
$583M
$1.86M ﹤0.01%
72,878
+17,642
+32% +$455K
POLY
2171
DELISTED
Plantronics, Inc.
POLY
$1.85M ﹤0.01%
126,270
+13,243
+12% +$173K
GSHD icon
2172
Goosehead Insurance
GSHD
$2.27B
$1.84M ﹤0.01%
24,467
-1,729
-7% -$100K
HCAT icon
2173
Health Catalyst
HCAT
$154M
$1.84M ﹤0.01%
62,930
-33,846
-35% -$935K
NEWR
2174
DELISTED
New Relic, Inc.
NEWR
$1.82M ﹤0.01%
26,360
+2,250
+9% +$134K
CRMT icon
2175
America's Car Mart
CRMT
$26.7M
$1.81M ﹤0.01%
20,650
-2,434
-11% -$178K
85 86
87
88 89

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.