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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
CHY
3376
Calamos Convertible and High Income Fund
CHY
$1.05B
– –
-193,147
Closed -$1.71M
CTRN icon
3377
Citi Trends
CTRN
$560M
– –
-26,339
Closed -$234K
CVLG icon
3378
Covenant Logistics
CVLG
$888M
– –
-47,146
Closed -$204K
CWI icon
3379
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.89B
– –
-31,854
Closed -$628K
CZNC icon
3380
Citizens & Northern Corp
CZNC
$458M
– –
-10,564
Closed -$211K
DESP
3381
DELISTED
Despegar.com
DESP
– –
-20,130
Closed -$114K
DHX icon
3382
DHI Group
DHX
$176M
– –
-10,247
Closed -$22K
DLN icon
3383
WisdomTree US LargeCap Dividend Fund
DLN
$6.35B
– –
-5,746
Closed -$233K
DMB
3384
BNY Mellon Municipal Bond Infrastructure Fund
DMB
$195M
– –
-109,224
Closed -$1.35M
DMO
3385
Western Asset Mortgage Opportunity Fund
DMO
$117M
– –
-32,782
Closed -$420K
DSL
3386
DoubleLine Income Solutions Fund
DSL
$1.22B
– –
-324,547
Closed -$4.33M
EFG icon
3387
iShares MSCI EAFE Growth ETF
EFG
$17.1B
– –
-7,116
Closed -$506K
EFV icon
3388
iShares MSCI EAFE Value ETF
EFV
$31.6B
– –
-53,092
Closed -$1.9M
ERC
3389
Allspring Multi-Sector Income Fund
ERC
$260M
– –
-110,407
Closed -$1.06M
ESCA icon
3390
Escalade
ESCA
$278M
– –
-29,852
Closed -$178K
EVF
3391
Eaton Vance Senior Income Trust
EVF
$90.3M
– –
-60,550
Closed -$279K
EVG
3392
Eaton Vance Short Duration Diversified Income Fund
EVG
$145M
– –
-38,385
Closed -$420K
FBRX icon
3393
Forte Biosciences
FBRX
– –
-95
Closed -$44K
FET icon
3394
Forum Energy Technologies
FET
$907M
– –
-1,752
Closed -$6K
FLIC
3395
DELISTED
First of Long Island Corp
FLIC
– –
-19,566
Closed -$339K
FNWB icon
3396
First Northwest Bancorp
FNWB
$108M
– –
-13,504
Closed -$147K
FTF
3397
Franklin Limited Duration Income Trust
FTF
$234M
– –
-67,388
Closed -$529K
FTK icon
3398
Flotek Industries
FTK
$867M
– –
-10,633
Closed -$57K
GIFI
3399
DELISTED
Gulf Island Fabrication
GIFI
– –
-15,423
Closed -$46K
GREK
3400
Global X MSCI Greece ETF
GREK
$343M
– –
-3,543
Closed -$60K
134 135
136
137 138

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AF
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MCM
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PSUF
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IA
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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 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.