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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
+9.14%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$139B
AUM Growth
+$8.97B
Cap. Flow
-$1.04B
Cap. Flow %
-0.75%
Top 10 Hldgs %
22.11%
Holding
4,053
New
144
Increased
1,850
Reduced
1,899
Closed
131

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$145M
2
AGG icon
iShares Core US Aggregate Bond ETF
AGG
+$83.6M
3
PFE icon
Pfizer
PFE
+$63M
4
ABBV icon
AbbVie
ABBV
+$54.7M
5
AMGN icon
Amgen
AMGN
+$50M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$302M
2
AAPL icon
Apple
AAPL
+$187M
3
XOM icon
ExxonMobil
XOM
+$124M
4
GLD icon
SPDR Gold Trust
GLD
+$103M
5
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$92.2M

Sector Composition

Rank Sector Weight
1 Technology 21.23%
2 Healthcare 12.41%
3 Financials 11.14%
4 Consumer Discretionary 9.99%
5 Communication Services 7.93%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SCSC icon
2501
Scansource
SCSC
$1.15B
$1.02M ﹤0.01%
51,554
-9,397
-15% -$213K
PENG
2502
Penguin Solutions Inc
PENG
$2.7B
$1.02M ﹤0.01%
74,628
-16,142
-18% -$215K
HSKA
2503
DELISTED
Heska Corp
HSKA
$1.02M ﹤0.01%
10,312
-3,344
-24% -$331K
PRSU
2504
Pursuit Attractions and Hospitality Inc
PRSU
$1.39B
$1.01M ﹤0.01%
48,710
+13,706
+39% +$257K
MCBC
2505
DELISTED
Macatawa Bank Corp
MCBC
$1.01M ﹤0.01%
155,385
+48,861
+46% +$352K
EVER icon
2506
EverQuote
EVER
$892M
$1.01M ﹤0.01%
26,224
-22,917
-47% -$1.03M
ARLO icon
2507
Arlo Technologies
ARLO
$1.6B
$1.01M ﹤0.01%
191,875
+44,382
+30% +$213K
RYTM icon
2508
Rhythm Pharmaceuticals
RYTM
$6.81B
$1.01M ﹤0.01%
46,427
+11,242
+32% +$258K
ANIP icon
2509
ANI Pharmaceuticals
ANIP
$1.8B
$1M ﹤0.01%
35,605
+3,474
+11% +$103K
APEI icon
2510
American Public Education
APEI
$890M
$992K ﹤0.01%
35,194
-38,575
-52% -$1.17M
FF icon
2511
Future Fuel
FF
$217M
$992K ﹤0.01%
87,218
+22,054
+34% +$275K
PACB icon
2512
Pacific Biosciences
PACB
$435M
$992K ﹤0.01%
100,516
+9,100
+10% +$52.4K
IWP icon
2513
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$986K ﹤0.01%
11,406
-306
-3% -$25.8K
CLAR icon
2514
Clarus
CLAR
$123M
$985K ﹤0.01%
69,776
-3,304
-5% -$41.3K
FOSL icon
2515
Fossil Group
FOSL
$293M
$984K ﹤0.01%
171,388
+6,572
+4% +$35K
AXIA
2516
AXIA Energia
AXIA
$23.9B
$982K ﹤0.01%
224,713
-113,134
-33% -$591K
FCBC icon
2517
First Community Bankshares
FCBC
$900M
$982K ﹤0.01%
54,423
+25,611
+89% +$508K
LRN icon
2518
Stride
LRN
$3.41B
$980K ﹤0.01%
37,204
-10,919
-23% -$422K
XENT
2519
DELISTED
Intersect ENT, Inc
XENT
$979K ﹤0.01%
60,037
+32,636
+119% +$591K
LDP icon
2520
Cohen & Steers Duration Preferred & Income Fund
LDP
$598M
$978K ﹤0.01%
+41,832
New +$985K
OPRA
2521
Opera Ltd
OPRA
$1.69B
$978K ﹤0.01%
100,012
-4,931
-5% -$46.3K
IMAX icon
2522
IMAX
IMAX
$2.62B
$976K ﹤0.01%
81,590
+13,775
+20% +$178K
LGF.B
2523
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$975K ﹤0.01%
111,837
+17,407
+18% +$139K
RNST icon
2524
Renasant Corp
RNST
$3.98B
$974K ﹤0.01%
42,866
-3,068
-7% -$73.8K
SWI
2525
DELISTED
SolarWinds Corporation Common Stock
SWI
$973K ﹤0.01%
45,343
+706
+2% +$14.4K
99 100
101
102 103

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MCM
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PSUF
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SCC
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BAM
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Parametric Portfolio Associates's Q3 2020 Portfolio in Review

As of Q3 2020, Parametric Portfolio Associates held 4,053 positions worth $139B, up 6.9% from $130B the previous quarter. Its ten largest holdings account for 22% of the portfolio.

Parametric Portfolio Associates's Q3 2020 filing shows 144 new, 1,850 increased, 1,899 reduced and 131 closed positions. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 535,850 shares worth $45M. The largest sale was iShares Core S&P 500 ETF, an estimated $302M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 21% a quarter earlier, followed by Healthcare and Financials.

  • Parametric Portfolio Associates's largest Q3 2020 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 535,850 shares worth $45M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2020, an estimated $145M increase.
  • Parametric Portfolio Associates's biggest Q3 2020 reduction was iShares Core S&P 500 ETF, cutting an estimated $302M.
  • Parametric Portfolio Associates fully exited Legg Mason, Inc. in Q3 2020, selling an estimated $25.1M.
  • Parametric Portfolio Associates's ten largest holdings make up 22% of its $139B portfolio in Q3 2020.
  • Parametric Portfolio Associates opened 144 new positions and closed 131 in Q3 2020.
  • Parametric Portfolio Associates's portfolio value rose 6.9% quarter-over-quarter to $139B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2020, filed 12 Nov 2020.