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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
MPAA icon
3101
Motorcar Parts of America
MPAA
$270M
$208K ﹤0.01%
11,767
-19,826
-63% -$280K
EVI icon
3102
EVI Industries
EVI
$195M
$207K ﹤0.01%
+9,518
New +$187K
RMNI icon
3103
Rimini Street
RMNI
$466M
$206K ﹤0.01%
39,969
+12,644
+46% +$53.8K
GOSS icon
3104
Gossamer Bio
GOSS
$99.9M
$205K ﹤0.01%
15,806
+4,358
+38% +$54.8K
ZEPP
3105
Zepp Health
ZEPP
$66.6M
$205K ﹤0.01%
4,150
+896
+28% +$41.3K
KZR
3106
DELISTED
Kezar Life Sciences
KZR
$204K ﹤0.01%
3,944
+69
+2% +$3.48K
IVOO icon
3107
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.7B
$202K ﹤0.01%
+3,360
New +$189K
KE
3108
Kimball Electronics
KE
$569M
$201K ﹤0.01%
14,849
-6,288
-30% -$80.8K
QEP
3109
DELISTED
QEP RESOURCES, INC.
QEP
$201K ﹤0.01%
155,762
-492,140
-76% -$459K
GLRE icon
3110
Greenlight Captial
GLRE
$579M
$200K ﹤0.01%
30,701
-34,170
-53% -$224K
LOVE icon
3111
LoveSac
LOVE
$244M
$200K ﹤0.01%
+7,633
New +$116K
NCMI icon
3112
National CineMedia
NCMI
$378M
$200K ﹤0.01%
6,736
-9,345
-58% -$281K
TCX icon
3113
Tucows
TCX
$105M
$200K ﹤0.01%
+3,494
New +$194K
BCOV
3114
DELISTED
Brightcove, Inc.
BCOV
$200K ﹤0.01%
25,417
+1,059
+4% +$8.53K
IMXI icon
3115
International Money Express
IMXI
$389M
$199K ﹤0.01%
+15,978
New +$163K
QUAD icon
3116
Quad
QUAD
$473M
$199K ﹤0.01%
61,314
-76,344
-55% -$234K
ETJ
3117
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$557M
$198K ﹤0.01%
20,724
-313,762
-94% -$2.88M
MTL
3118
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$198K ﹤0.01%
115,215
-120,822
-51% -$211K
DAKT icon
3119
Daktronics
DAKT
$946M
$195K ﹤0.01%
44,770
-32,679
-42% -$144K
OPCH icon
3120
Option Care Health
OPCH
$3.79B
$192K ﹤0.01%
+13,849
New +$183K
PCSB
3121
DELISTED
PCSB Financial Corporation
PCSB
$188K ﹤0.01%
14,792
-3,370
-19% -$43.9K
HBT icon
3122
HBT Financial
HBT
$1.33B
$186K ﹤0.01%
+13,943
New +$167K
RDHL
3123
Redhill Biopharma
RDHL
$4.26M
$186K ﹤0.01%
28
+3
+12% +$20.7K
SONO icon
3124
Sonos
SONO
$2.09B
$185K ﹤0.01%
12,648
+1,589
+14% +$16.9K
BGG
3125
DELISTED
Briggs & Stratton Corp.
BGG
$185K ﹤0.01%
140,853
-150,500
-52% -$276K
123 124
125
126 127

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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.