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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
NEXA icon
2601
Nexa Resources
NEXA
$1.61B
$831K ﹤0.01%
125,115
+2,972
+2% +$13.2K
MTUS icon
2602
Metallus
MTUS
$833M
$830K ﹤0.01%
213,387
+19,397
+10% +$64.8K
JCAP
2603
DELISTED
Jernigan Capital, Inc.
JCAP
$830K ﹤0.01%
60,681
-10,986
-15% -$141K
ACH
2604
DELISTED
Alum Corp of China Ltd
ACH
$824K ﹤0.01%
175,282
-321,098
-65% -$1.6M
ELF icon
2605
e.l.f. Beauty
ELF
$4.77B
$821K ﹤0.01%
43,032
+13,987
+48% +$200K
TBBK icon
2606
The Bancorp
TBBK
$2.81B
$819K ﹤0.01%
83,594
+8,874
+12% +$66.8K
CLVT icon
2607
Clarivate
CLVT
$1.38B
$818K ﹤0.01%
+36,644
New +$828K
ANIK icon
2608
Anika Therapeutics
ANIK
$215M
$813K ﹤0.01%
21,555
-11,550
-35% -$381K
ALBO
2609
DELISTED
Albireo Pharma Inc
ALBO
$813K ﹤0.01%
30,691
+3,183
+12% +$75.1K
PDLI
2610
DELISTED
PDL BioPharma, Inc.
PDLI
$813K ﹤0.01%
279,373
-80,857
-22% -$256K
LGF.A
2611
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$810K ﹤0.01%
109,347
-31,624
-22% -$234K
BATRK icon
2612
Atlanta Braves Holdings Series B
BATRK
$3.28B
$808K ﹤0.01%
40,946
+5,856
+17% +$116K
YMAB
2613
DELISTED
Y-mAbs Therapeutics
YMAB
$808K ﹤0.01%
+18,711
New +$708K
KDNY
2614
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
$808K ﹤0.01%
+69,935
New +$964K
BDSI
2615
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$808K ﹤0.01%
185,419
-77,304
-29% -$347K
AVAL icon
2616
Grupo Aval
AVAL
$5.82B
$807K ﹤0.01%
185,174
-632,066
-77% -$2.78M
EPZM
2617
DELISTED
Epizyme, Inc
EPZM
$804K ﹤0.01%
50,049
-21,674
-30% -$378K
WTI icon
2618
W&T Offshore
WTI
$525M
$803K ﹤0.01%
352,318
+27,376
+8% +$69.5K
MNP
2619
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$803K ﹤0.01%
56,755
+12,814
+29% +$177K
CTBI icon
2620
Community Trust Bancorp
CTBI
$1.42B
$796K ﹤0.01%
24,306
-28,056
-54% -$902K
CHA
2621
DELISTED
China Telecom Corporation, LTD
CHA
$796K ﹤0.01%
28,341
-10,190
-26% -$324K
HCKT icon
2622
Hackett Group
HCKT
$281M
$795K ﹤0.01%
58,727
-762
-1% -$10.5K
RMAX icon
2623
RE/MAX Holdings
RMAX
$198M
$795K ﹤0.01%
25,295
-1,789
-7% -$47.5K
TCRR
2624
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$793K ﹤0.01%
51,629
+12,623
+32% +$146K
GBDC icon
2625
Golub Capital BDC
GBDC
$3.33B
$792K ﹤0.01%
68,023
+20,318
+43% +$229K
103 104
105
106 107

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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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.