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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
PPD
2426
DELISTED
PPD, Inc. Common Stock
PPD
$1.2M ﹤0.01%
44,590
+10,218
+30% +$255K
CMTL icon
2427
Comtech Telecommunications
CMTL
$49.7M
$1.19M ﹤0.01%
70,667
-33,708
-32% -$570K
DNI
2428
DELISTED
Dividend and Income Fund
DNI
$1.19M ﹤0.01%
116,602
+21,429
+23% +$208K
RMR icon
2429
The RMR Group
RMR
$335M
$1.18M ﹤0.01%
39,958
+10,875
+37% +$315K
CASS icon
2430
Cass Information Systems
CASS
$716M
$1.18M ﹤0.01%
30,110
+16,255
+117% +$611K
PFC
2431
DELISTED
Premier Financial Corp. Common Stock
PFC
$1.17M ﹤0.01%
66,402
+13,846
+26% +$224K
TVTY
2432
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.17M ﹤0.01%
103,424
+35,403
+52% +$323K
YZC
2433
DELISTED
Yanzhou Coal Mining
YZC
$1.17M ﹤0.01%
156,942
+11,964
+8% +$89.1K
ENVA icon
2434
Enova International
ENVA
$6.09B
$1.17M ﹤0.01%
78,413
-51,701
-40% -$719K
IVC
2435
DELISTED
Invacare Corporation
IVC
$1.17M ﹤0.01%
183,112
-28,085
-13% -$188K
MCS icon
2436
Marcus Corp
MCS
$767M
$1.16M ﹤0.01%
87,458
+9,088
+12% +$122K
MGNX icon
2437
MacroGenics
MGNX
$233M
$1.16M ﹤0.01%
41,594
+518
+1% +$9K
HAFC icon
2438
Hanmi Financial
HAFC
$935M
$1.16M ﹤0.01%
119,477
-118,414
-50% -$1.17M
ELP
2439
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.16M ﹤0.01%
254,748
+67,918
+36% +$301K
VTV icon
2440
Vanguard Morningstar Value ETF
VTV
$188B
$1.16M ﹤0.01%
11,625
+2,402
+26% +$236K
FBNC icon
2441
First Bancorp
FBNC
$2.61B
$1.16M ﹤0.01%
46,115
+19,287
+72% +$464K
SUSA icon
2442
iShares ESG Optimized MSCI USA ETF
SUSA
$3.95B
$1.16M ﹤0.01%
+17,296
New +$1.08M
AVTA
2443
DELISTED
Avantax, Inc. Common Stock
AVTA
$1.16M ﹤0.01%
101,246
+18,728
+23% +$235K
BOOM icon
2444
DMC Global
BOOM
$111M
$1.16M ﹤0.01%
41,832
+2,130
+5% +$58.8K
SBLK icon
2445
Star Bulk Carriers
SBLK
$3.05B
$1.16M ﹤0.01%
174,940
-34,355
-16% -$197K
CNH
2446
CNH Industrial
CNH
$13.3B
$1.15M ﹤0.01%
188,567
-1,472
-0.8% -$8.14K
NFBK
2447
DELISTED
Northfield Bancorp
NFBK
$1.15M ﹤0.01%
99,997
-50,926
-34% -$553K
MIME
2448
DELISTED
Mimecast Limited
MIME
$1.15M ﹤0.01%
27,586
-22,558
-45% -$886K
RNST icon
2449
Renasant Corp
RNST
$4.01B
$1.14M ﹤0.01%
45,934
-3,366
-7% -$79.8K
MGRC icon
2450
McGrath RentCorp
MGRC
$2.87B
$1.14M ﹤0.01%
21,116
-37,507
-64% -$2.01M
96 97
98
99 100

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MCM
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PSUF
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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.