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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
PIM
3426
Franklin Master Intermediate Income Trust
PIM
$153M
– –
-22,203
Closed -$91K
PROV icon
3427
Provident Financial
PROV
$115M
– –
-10,712
Closed -$163K
PTGX icon
3428
Protagonist Therapeutics
PTGX
$9.34B
– –
-17,931
Closed -$127K
PXH icon
3429
Invesco FTSE RAFI Emerging Markets ETF
PXH
$2.01B
– –
-84,054
Closed -$1.3M
QCRH icon
3430
QCR Holdings
QCRH
$1.65B
– –
-23,831
Closed -$645K
RM icon
3431
Regional Management Corp
RM
$300M
– –
-13,318
Closed -$182K
RMTI icon
3432
Rockwell Medical
RMTI
$32.9M
– –
-185
Closed -$42K
RQI icon
3433
Cohen & Steers Quality Income Realty Fund
RQI
$1.66B
– –
-21,446
Closed -$194K
RYZ
3434
Ryerson Holding Corp
RYZ
$1.31B
– –
-16,312
Closed -$87K
SB icon
3435
Safe Bulkers
SB
$868M
– –
-12,397
Closed -$15K
SCHA icon
3436
Schwab U.S Small- Cap ETF
SCHA
$22.7B
– –
-297,840
Closed -$3.84M
SCHH icon
3437
Schwab US REIT ETF
SCHH
$11.3B
– –
-54,900
Closed -$899K
SCHX icon
3438
Schwab US Large- Cap ETF
SCHX
$74.3B
– –
-118,164
Closed -$1.21M
SCZ icon
3439
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.3B
– –
-11,654
Closed -$522K
SHY icon
3440
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
– –
-1,050,591
Closed -$91.1M
SMHI icon
3441
SEACOR Marine Holdings
SMHI
$255M
– –
-22,342
Closed -$98K
SMSI icon
3442
Smith Micro Software
SMSI
$16.3M
– –
-6,920
Closed -$1.17M
SND icon
3443
Smart Sand
SND
$220M
– –
-108,591
Closed -$113K
SPT icon
3444
Sprout Social
SPT
$696M
– –
-43,951
Closed -$701K
STGW icon
3445
Stagwell
STGW
$2.14B
– –
-10,384
Closed -$15K
SVRA icon
3446
Savara
SVRA
$1.08B
– –
-14,501
Closed -$31K
TRC icon
3447
Tejon Ranch
TRC
$438M
– –
-17,037
Closed -$240K
TWI icon
3448
Titan International
TWI
$453M
– –
-145,409
Closed -$225K
URTH icon
3449
iShares MSCI World ETF
URTH
$8.25B
– –
-3,000
Closed -$234K
UTF icon
3450
Cohen & Steers Infrastructure Fund
UTF
$3.03B
– –
-63,157
Closed -$1.19M
136 137
138
139 140

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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.