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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
EVH icon
3276
Evolent Health
EVH
$421M
$75K ﹤0.01%
10,533
-20,588
-66% -$138K
AKH
3277
DELISTED
AIR France-KLM
AKH
$75K ﹤0.01%
16,416
-12,763
-44% -$58.3K
ENZ
3278
DELISTED
Enzo Biochem, Inc.
ENZ
$73K ﹤0.01%
32,602
-4,754
-13% -$12.2K
ATEC icon
3279
Alphatec Holdings
ATEC
$1.43B
$72K ﹤0.01%
15,265
+4,116
+37% +$18.2K
SYBX
3280
DELISTED
Synlogic
SYBX
$72K ﹤0.01%
2,365
-7,154
-75% -$229K
VNCE icon
3281
Vince Holding Corp
VNCE
$77.6M
$72K ﹤0.01%
+13,056
New +$72.3K
CBL
3282
DELISTED
CBL& Associates Properties, Inc.
CBL
$70K ﹤0.01%
256,327
+27,834
+12% +$7.39K
AXTI icon
3283
AXT Inc
AXTI
$2.8B
$69K ﹤0.01%
14,525
-26,254
-64% -$124K
ALDX icon
3284
Aldeyra Therapeutics
ALDX
$95.3M
$68K ﹤0.01%
16,338
-2,121
-11% -$7.75K
CHRD icon
3285
Chord Energy
CHRD
$7.25B
$68K ﹤0.01%
90,755
-235,863
-72% -$153K
AFI
3286
DELISTED
Armstrong Flooring, Inc.
AFI
$67K ﹤0.01%
22,351
-53,234
-70% -$133K
HAPN
3287
Happen Inc
HAPN
$2.19B
$65K ﹤0.01%
14,357
-5,495
-28% -$34.2K
TLRD
3288
DELISTED
Tailored Brands, Inc.
TLRD
$65K ﹤0.01%
69,137
-122,491
-64% -$162K
STIM icon
3289
Neuronetics
STIM
$130M
$64K ﹤0.01%
32,972
+12,843
+64% +$26.3K
BXRX
3290
DELISTED
Baudax Bio, Inc. Common Stock
BXRX
$64K ﹤0.01%
11
-44
-80% -$211K
CRMD icon
3291
CorMedix
CRMD
$577M
$63K ﹤0.01%
+10,041
New +$46.5K
MNOV icon
3292
MediciNova
MNOV
$65.5M
$63K ﹤0.01%
+11,688
New +$62K
HTT
3293
High Templar Tech Ltd
HTT
$377M
$63K ﹤0.01%
36,862
-38,180
-51% -$63.2K
AVXL icon
3294
Anavex Life Sciences
AVXL
$238M
$62K ﹤0.01%
+12,634
New +$47.7K
NCSM icon
3295
NCS Multistage Holdings
NCSM
$117M
$60K ﹤0.01%
5,230
-370
-7% -$4.25K
ASAP
3296
DELISTED
Waitr Holdings Inc. Common Stock
ASAP
$58K ﹤0.01%
+1,107
New +$42.5K
ALSK
3297
DELISTED
Alaska Communications Systems
ALSK
$58K ﹤0.01%
+20,954
New +$47.7K
BBW icon
3298
Build-A-Bear
BBW
$443M
$57K ﹤0.01%
26,300
-1,653
-6% -$3.55K
PTN
3299
Palatin Technologies
PTN
$13.7M
$57K ﹤0.01%
89
– –
CVGI icon
3300
Commercial Vehicle Group
CVGI
$152M
$56K ﹤0.01%
19,487
-60,828
-76% -$126K
130 131
132
133 134

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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.