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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
MCHB
2226
Mechanics Bancorp
MCHB
$3.68B
$1.66M ﹤0.01%
67,597
-14,845
-18% -$345K
CHU
2227
DELISTED
China Unicom (HONG KONG) Limited
CHU
$1.66M ﹤0.01%
305,362
-32,197
-10% -$196K
UEIC icon
2228
Universal Electronics
UEIC
$58M
$1.66M ﹤0.01%
35,428
-1,760
-5% -$74K
GO icon
2229
Grocery Outlet
GO
$906M
$1.66M ﹤0.01%
40,611
+23,720
+140% +$849K
CHMI
2230
Cherry Hill Mortgage Investment Corp
CHMI
$82.7M
$1.66M ﹤0.01%
183,602
+54,532
+42% +$419K
EVN
2231
Eaton Vance Municipal Income Trust
EVN
$416M
$1.66M ﹤0.01%
+132,620
New +$1.59M
OSG
2232
Octave Specialty Group
OSG
$250M
$1.65M ﹤0.01%
115,283
-35,783
-24% -$523K
ATI icon
2233
ATI
ATI
$24.8B
$1.65M ﹤0.01%
161,874
-29,286
-15% -$254K
MHI
2234
DELISTED
Pioneer Municipal High Income Fund
MHI
$1.65M ﹤0.01%
145,868
+113,794
+355% +$1.27M
PFBC icon
2235
Preferred Bank
PFBC
$1.24B
$1.65M ﹤0.01%
38,417
+11,609
+43% +$427K
SEB icon
2236
Seaboard Corp
SEB
$4.32B
$1.65M ﹤0.01%
561
+95
+20% +$287K
PCTI
2237
DELISTED
PCTEL, Inc. Common Stock
PCTI
$1.64M ﹤0.01%
246,077
+25,323
+11% +$162K
TEN
2238
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$1.64M ﹤0.01%
217,159
-95,533
-31% -$557K
JELD icon
2239
JELD-WEN Holding
JELD
$117M
$1.64M ﹤0.01%
101,723
+5,568
+6% +$73.4K
LGTY
2240
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$1.64M ﹤0.01%
103,748
-8,374
-7% -$141K
CARG icon
2241
CarGurus
CARG
$3.25B
$1.63M ﹤0.01%
64,438
+22,505
+54% +$524K
BSTC
2242
DELISTED
BioSpecifics Technologies Corp.
BSTC
$1.63M ﹤0.01%
26,561
+6,053
+30% +$350K
FPE icon
2243
First Trust Preferred Securities and Income ETF
FPE
$6.31B
$1.62M ﹤0.01%
87,917
-216
-0.2% -$3.9K
SMAR
2244
DELISTED
Smartsheet Inc.
SMAR
$1.62M ﹤0.01%
31,802
+4,625
+17% +$235K
PFF icon
2245
iShares Preferred and Income Securities ETF
PFF
$13.3B
$1.62M ﹤0.01%
+46,722
New +$1.59M
CRTO icon
2246
Criteo S.A. Ordinary Shares
CRTO
$1.1B
$1.62M ﹤0.01%
141,836
+29,331
+26% +$308K
PRK icon
2247
Park National Corp
PRK
$3.74B
$1.62M ﹤0.01%
22,968
-12,430
-35% -$909K
CMO
2248
DELISTED
Capstead Mortgage Corp.
CMO
$1.61M ﹤0.01%
293,836
-112,218
-28% -$563K
COLL icon
2249
Collegium Pharmaceutical
COLL
$1.17B
$1.61M ﹤0.01%
92,111
-24,746
-21% -$484K
LBRT icon
2250
Liberty Energy
LBRT
$2.93B
$1.61M ﹤0.01%
294,220
+43,879
+18% +$206K
88 89
90
91 92

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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.