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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
BV icon
2601
BrightView Holdings
BV
$1.22B
$850K ﹤0.01%
74,578
-56,740
-43% -$681K
INFN
2602
DELISTED
Infinera Corporation Common Stock
INFN
$847K ﹤0.01%
137,558
-5,099
-4% -$35.7K
BZUN
2603
Baozun
BZUN
$167M
$846K ﹤0.01%
26,025
-12,630
-33% -$502K
CMRC
2604
Commerce.com Inc Series 1
CMRC
$258M
$844K ﹤0.01%
+10,135
New +$886K
FMNB icon
2605
Farmers National Banc Corp
FMNB
$939M
$843K ﹤0.01%
77,207
+19,318
+33% +$218K
RDNT icon
2606
RadNet
RDNT
$5.02B
$842K ﹤0.01%
54,881
+2,078
+4% +$32.7K
MFM
2607
Aberdeen Municipal Income Fund
MFM
$221M
$841K ﹤0.01%
130,763
+47,135
+56% +$307K
ONEM
2608
DELISTED
1Life Healthcare
ONEM
$840K ﹤0.01%
+29,618
New +$935K
VKTX icon
2609
Viking Therapeutics
VKTX
$3.7B
$839K ﹤0.01%
144,078
-8,758
-6% -$60.3K
SXC icon
2610
SunCoke Energy
SXC
$720M
$837K ﹤0.01%
244,818
+114,195
+87% +$372K
RPRX icon
2611
Royalty Pharma
RPRX
$25.9B
$835K ﹤0.01%
+19,839
New +$851K
TEO icon
2612
Telecom Argentina
TEO
$6.03B
$831K ﹤0.01%
127,114
-43,256
-25% -$350K
GDO
2613
Western Asset Global Corporate Defined Opportunity Fund
GDO
$77.1M
$830K ﹤0.01%
50,125
-3,082
-6% -$52.8K
XIFR
2614
XPLR Infrastructure LP
XIFR
$1.12B
$830K ﹤0.01%
13,836
+1,572
+13% +$93K
FRST icon
2615
Primis Financial Corp
FRST
$399M
$828K ﹤0.01%
95,400
-76,763
-45% -$672K
KRNY icon
2616
Kearny Financial
KRNY
$604M
$826K ﹤0.01%
114,603
+74,325
+185% +$571K
THD icon
2617
iShares MSCI Thailand ETF
THD
$369M
$826K ﹤0.01%
13,169
+3,860
+41% +$264K
BTT icon
2618
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$822K ﹤0.01%
32,911
-133,132
-80% -$3.28M
CETV
2619
DELISTED
Central European Media Enterprises Ltd
CETV
$822K ﹤0.01%
196,255
+22,362
+13% +$91.1K
ALTR
2620
DELISTED
Altair Engineering Inc
ALTR
$820K ﹤0.01%
19,529
+718
+4% +$28.9K
HNGR
2621
DELISTED
Hanger Inc.
HNGR
$820K ﹤0.01%
51,804
-795
-2% -$14.3K
TARO
2622
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$812K ﹤0.01%
14,795
-25,561
-63% -$1.59M
AKCA
2623
DELISTED
Akcea Therapeutics Inc
AKCA
$812K ﹤0.01%
44,776
+33,339
+292% +$473K
AXGN icon
2624
Axogen
AXGN
$2.27B
$810K ﹤0.01%
69,634
+14,184
+26% +$165K
IHRT icon
2625
iHeartMedia
IHRT
$543M
$807K ﹤0.01%
99,426
+46,114
+86% +$392K
103 104
105
106 107

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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 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.