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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
EPM icon
2526
Evolution Petroleum
EPM
$132M
$972K ﹤0.01%
433,877
+59,096
+16% +$157K
HAFC icon
2527
Hanmi Financial
HAFC
$945M
$971K ﹤0.01%
118,312
-1,165
-1% -$10.8K
CYBE
2528
DELISTED
Cyberoptics Corp
CYBE
$969K ﹤0.01%
30,449
-9,262
-23% -$326K
OCFC icon
2529
OceanFirst Financial
OCFC
$1.68B
$968K ﹤0.01%
70,729
+6,633
+10% +$104K
WW
2530
DELISTED
WW International
WW
$967K ﹤0.01%
51,219
-4,821
-9% -$113K
CEA
2531
DELISTED
China Eastern Airlines
CEA
$967K ﹤0.01%
44,773
-7,042
-14% -$140K
VGSH icon
2532
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$964K ﹤0.01%
15,522
– –
NARI
2533
DELISTED
Inari Medical, Inc. Common Stock
NARI
$962K ﹤0.01%
+13,935
New +$896K
CTBI icon
2534
Community Trust Bancorp
CTBI
$1.42B
$959K ﹤0.01%
33,946
+9,640
+40% +$303K
CLNE icon
2535
Clean Energy Fuels
CLNE
$427M
$958K ﹤0.01%
386,236
+32,801
+9% +$85.4K
MFGP
2536
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$957K ﹤0.01%
297,226
-1,362,127
-82% -$5.44M
VTEB icon
2537
Vanguard Tax-Exempt Bond Index Fund
VTEB
$45.1B
$952K ﹤0.01%
+17,478
New +$954K
HCI icon
2538
HCI Group
HCI
$2.23B
$949K ﹤0.01%
19,259
+1,204
+7% +$61.1K
BRY
2539
DELISTED
Berry Corp
BRY
$948K ﹤0.01%
299,201
-15,303
-5% -$64.3K
IWS icon
2540
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$946K ﹤0.01%
11,708
+2,691
+30% +$218K
ARQ icon
2541
Arq
ARQ
$84.6M
$944K ﹤0.01%
232,497
+180,444
+347% +$771K
VNE
2542
DELISTED
Veoneer, Inc.
VNE
$944K ﹤0.01%
64,236
-307
-0.5% -$3.7K
MANU icon
2543
Manchester United
MANU
$3.97B
$942K ﹤0.01%
64,817
-3,646
-5% -$55.6K
OSBC icon
2544
Old Second Bancorp
OSBC
$1.29B
$942K ﹤0.01%
125,696
+15,499
+14% +$124K
ICPT
2545
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$942K ﹤0.01%
22,723
-5,081
-18% -$233K
CMTL icon
2546
Comtech Telecommunications
CMTL
$50.3M
$940K ﹤0.01%
67,142
-3,525
-5% -$56.4K
NAT icon
2547
Nordic American Tanker
NAT
$1.38B
$939K ﹤0.01%
269,049
-4,053
-1% -$16.9K
NTCO
2548
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
$936K ﹤0.01%
51,383
+30,832
+150% +$540K
ETD icon
2549
Ethan Allen Interiors
ETD
$570M
$935K ﹤0.01%
69,069
+5,523
+9% +$72.9K
HTLF
2550
DELISTED
Heartland Financial USA, Inc.
HTLF
$934K ﹤0.01%
31,146
-9,742
-24% -$313K
100 101
102
103 104

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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.