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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 20.88%
2 Miscellaneous 13.36%
3 Healthcare 12.72%
4 Financials 11.85%
5 Consumer Discretionary 9.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TCRT icon
3176
Alaunos Therapeutics
TCRT
$4.06M
$148K ﹤0.01%
302
-47
-13% -$21K
EGAN icon
3177
eGain
EGAN
$203M
$146K ﹤0.01%
+13,107
New +$119K
GAIN icon
3178
Gladstone Investment Corp
GAIN
$654M
$145K ﹤0.01%
14,180
-4,830
-25% -$49.6K
TAC icon
3179
TransAlta
TAC
$3.86B
$143K ﹤0.01%
24,139
-1,513
-6% -$8.7K
ELA icon
3180
Envela
ELA
$358M
$140K ﹤0.01%
+23,000
New +$84.1K
WMC
3181
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$140K ﹤0.01%
5,117
-30
-0.6% -$768
WOW
3182
DELISTED
WideOpenWest
WOW
$139K ﹤0.01%
26,402
+11,665
+79% +$65.8K
PROS
3183
DELISTED
ProSight Global, Inc.
PROS
$139K ﹤0.01%
+15,581
New +$142K
MX icon
3184
Magnachip Semiconductor
MX
$115M
$138K ﹤0.01%
+13,442
New +$150K
NPKI
3185
NPK International
NPKI
$1.12B
$138K ﹤0.01%
61,967
-24,750
-29% -$41.9K
LYRA
3186
DELISTED
LYRA THERAPEUTICS INC
LYRA
$137K ﹤0.01%
+242
New +$177K
FLXN
3187
DELISTED
Flexion Therapeutics, Inc.
FLXN
$137K ﹤0.01%
10,451
-4,220
-29% -$43.8K
CEPU
3188
Central Puerto
CEPU
$2.01B
$136K ﹤0.01%
53,682
-36,092
-40% -$92.6K
CULP icon
3189
Culp Inc
CULP
$43.8M
$136K ﹤0.01%
15,748
-43,757
-74% -$311K
MNKD icon
3190
MannKind Corp
MNKD
$1.27B
$136K ﹤0.01%
77,927
+17,511
+29% +$24.5K
SLCT
3191
DELISTED
Select Bancorp, Inc.
SLCT
$136K ﹤0.01%
+16,760
New +$126K
AHT
3192
Ashford Hospitality Trust
AHT
$21M
$134K ﹤0.01%
186
-15
-7% -$11.6K
WATT icon
3193
Energous
WATT
$61.4M
$134K ﹤0.01%
+79
New +$92.7K
LSAK icon
3194
Lesaka Technologies
LSAK
$396M
$133K ﹤0.01%
43,817
-14,383
-25% -$48.4K
UUUU icon
3195
Energy Fuels
UUUU
$3.67B
$133K ﹤0.01%
88,313
+43,213
+96% +$68.7K
HFFG icon
3196
HF Foods Group
HFFG
$97M
$132K ﹤0.01%
+14,603
New +$106K
PAYS icon
3197
Paysign
PAYS
$728M
$131K ﹤0.01%
13,533
+1,737
+15% +$12.8K
CTLP
3198
DELISTED
Cantaloupe
CTLP
$130K ﹤0.01%
18,562
-185
-1% -$1.3K
CLPR
3199
Clipper Realty
CLPR
$53.6M
$127K ﹤0.01%
15,683
-5,757
-27% -$36.1K
GAIA icon
3200
Gaia
GAIA
$39.4M
$126K ﹤0.01%
15,090
-2,112
-12% -$18.3K
126 127
128
129 130

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NIPH
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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
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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 Miscellaneous and Healthcare.

  • 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.