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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
PAR icon
2676
PAR Technology
PAR
$699M
$712K ﹤0.01%
17,580
+2,105
+14% +$75.2K
NX icon
2677
Quanex
NX
$819M
$711K ﹤0.01%
38,582
+3,784
+11% +$60.1K
LPG icon
2678
Dorian LPG
LPG
$2.03B
$710K ﹤0.01%
88,638
-27,305
-24% -$226K
PFBC icon
2679
Preferred Bank
PFBC
$1.24B
$706K ﹤0.01%
21,965
-16,452
-43% -$614K
ONT
2680
Onterris Inc
ONT
$759M
$705K ﹤0.01%
+29,585
New +$752K
RTL
2681
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
$705K ﹤0.01%
112,426
-18,314
-14% -$130K
DNOW icon
2682
DNOW Inc
DNOW
$2.58B
$703K ﹤0.01%
154,827
-70,783
-31% -$537K
IJJ icon
2683
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.83B
$701K ﹤0.01%
10,392
– –
SLCA
2684
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$699K ﹤0.01%
233,158
+19,700
+9% +$73.2K
PAHC icon
2685
Phibro Animal Health
PAHC
$1.47B
$695K ﹤0.01%
39,954
-78,793
-66% -$1.68M
WTI icon
2686
W&T Offshore
WTI
$534M
$692K ﹤0.01%
384,698
+32,380
+9% +$71.8K
DAKT icon
2687
Daktronics
DAKT
$955M
$688K ﹤0.01%
173,813
+129,043
+288% +$538K
DSPG
2688
DELISTED
DSP Group Inc
DSPG
$686K ﹤0.01%
52,012
-2,526
-5% -$37.1K
BZH icon
2689
Beazer Homes USA
BZH
$877M
$684K ﹤0.01%
51,840
-435
-0.8% -$5.08K
FOCS
2690
DELISTED
Focus Financial Partners Inc. Class A
FOCS
$684K ﹤0.01%
20,853
-6,242
-23% -$221K
STEL
2691
DELISTED
Stellar Bancorp
STEL
$683K ﹤0.01%
41,816
+4,301
+11% +$72K
EMBJ
2692
Embraer S.A. ADS
EMBJ
$12.2B
$682K ﹤0.01%
154,691
-159,867
-51% -$887K
STNG icon
2693
Scorpio Tankers
STNG
$3.87B
$678K ﹤0.01%
61,253
+43,413
+243% +$546K
ETON icon
2694
Eton Pharmaceutcials
ETON
$1.27B
$677K ﹤0.01%
85,740
+67,982
+383% +$464K
MTUS icon
2695
Metallus
MTUS
$838M
$668K ﹤0.01%
188,221
-25,166
-12% -$96.6K
KPTI icon
2696
Karyopharm Therapeutics
KPTI
$43.5M
$665K ﹤0.01%
3,036
-6,604
-69% -$1.62M
POWL icon
2697
Powell Industries
POWL
$7.59B
$665K ﹤0.01%
82,701
+7,023
+9% +$62.3K
SPNE
2698
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
$662K ﹤0.01%
46,298
-57,081
-55% -$691K
FDT icon
2699
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.26B
$661K ﹤0.01%
13,140
-35
-0.3% -$1.75K
NVEC icon
2700
NVE Corp
NVEC
$562M
$661K ﹤0.01%
13,471
+9,198
+215% +$510K
106 107
108
109 110

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MCM
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PSUF
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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.