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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
SCTL
3151
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$163K ﹤0.01%
35,892
-31,241
-47% -$193K
MRKR icon
3152
Marker Therapeutics
MRKR
$19.5M
$162K ﹤0.01%
7,843
+6,648
+556% +$145K
FRBK
3153
DELISTED
Republic First Bancorp Inc
FRBK
$162K ﹤0.01%
66,222
-111,721
-63% -$258K
GTT
3154
DELISTED
GTT Communications, Inc.
GTT
$162K ﹤0.01%
19,805
+5,166
+35% +$46.6K
JRS icon
3155
Nuveen Real Estate Income Fund
JRS
$254M
$161K ﹤0.01%
21,585
-100
-0.5% -$727
TMUSR
3156
DELISTED
T-Mobile US, Inc. Subscription Rights Expiring 7/27/2020
TMUSR
$161K ﹤0.01%
+959,405
New +$269K
CPE
3157
DELISTED
Callon Petroleum Company
CPE
$159K ﹤0.01%
13,811
-77,585
-85% -$686K
PRGX
3158
DELISTED
PRGX Global, Inc.
PRGX
$159K ﹤0.01%
33,891
+7,417
+28% +$26.6K
DGICA icon
3159
Donegal Group Class A
DGICA
$716M
$158K ﹤0.01%
11,123
-670
-6% -$9.56K
WHG icon
3160
Westwood Holdings Group
WHG
$185M
$158K ﹤0.01%
10,059
-20,065
-67% -$382K
KLDO
3161
DELISTED
Kaleido Biosciences, Inc. Common Stock
KLDO
$158K ﹤0.01%
21,315
+9,394
+79% +$63K
BMY.RT
3162
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
$158K ﹤0.01%
44,267
+3,058
+7% +$11K
OCUL icon
3163
Ocular Therapeutix
OCUL
$1.84B
$157K ﹤0.01%
18,797
+6,034
+47% +$40K
SPRO icon
3164
Spero Therapeutics
SPRO
$68.3M
$157K ﹤0.01%
+11,575
New +$130K
AKCA
3165
DELISTED
Akcea Therapeutics Inc
AKCA
$157K ﹤0.01%
11,437
-2,752
-19% -$42.5K
IMMR icon
3166
Immersion
IMMR
$244M
$155K ﹤0.01%
24,835
+12,894
+108% +$83.2K
LFCR icon
3167
Lifecore Biomedical
LFCR
$161M
$154K ﹤0.01%
19,361
+654
+3% +$6.75K
EXPR
3168
DELISTED
Express, Inc.
EXPR
$154K ﹤0.01%
5,016
-9,662
-66% -$356K
CTSO icon
3169
Cytosorbents Corp
CTSO
$23.3M
$153K ﹤0.01%
15,410
+219
+1% +$2.01K
SGC icon
3170
Superior Group of Companies
SGC
$198M
$153K ﹤0.01%
11,442
-74
-0.6% -$702
NYMX
3171
DELISTED
Nymox Pharmaceutical Corp
NYMX
$153K ﹤0.01%
43,224
+8,160
+23% +$25.8K
BCML icon
3172
BayCom
BCML
$337M
$152K ﹤0.01%
+11,782
New +$146K
CRON
3173
Cronos Group
CRON
$1.06B
$149K ﹤0.01%
24,822
+1,191
+5% +$7.28K
UBFO
3174
DELISTED
United Security Bancshares
UBFO
$149K ﹤0.01%
22,241
+9,421
+73% +$59.1K
VLRS
3175
Controladora Vuela Compania de Aviacion
VLRS
$882M
$149K ﹤0.01%
28,129
+5,884
+26% +$27.8K
125 126
127
128 129

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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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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.