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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
ROAD icon
2726
Construction Partners
ROAD
$5.84B
$629K ﹤0.01%
34,535
+955
+3% +$17.1K
CNR
2727
Core Natural Resources Inc
CNR
$4.02B
$627K ﹤0.01%
141,574
-9,580
-6% -$50.1K
RLAY icon
2728
Relay Therapeutics
RLAY
$4.1B
$625K ﹤0.01%
+14,679
New +$560K
MCS icon
2729
Marcus Corp
MCS
$894M
$624K ﹤0.01%
80,668
-6,790
-8% -$91.4K
OEF icon
2730
iShares S&P 100 ETF
OEF
$20.1B
$624K ﹤0.01%
4,009
+284
+8% +$43.7K
TILE icon
2731
Interface
TILE
$1.99B
$622K ﹤0.01%
101,596
-21,698
-18% -$162K
GGAL icon
2732
Galicia Financial Group
GGAL
$7.99B
$621K ﹤0.01%
85,825
-174,645
-67% -$1.83M
ESTE
2733
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
$619K ﹤0.01%
238,861
+4,047
+2% +$11.6K
CENT icon
2734
Central Garden & Pet Co
CENT
$2.69B
$618K ﹤0.01%
19,356
+1,006
+5% +$31.5K
DFPHU
2735
DELISTED
DFP Healthcare Acquisitions Corp. Unit
DFPHU
$615K ﹤0.01%
56,230
+8,870
+19% +$96.6K
VTOL icon
2736
Bristow Group
VTOL
$1.34B
$612K ﹤0.01%
28,823
+12,830
+80% +$240K
ECVT icon
2737
Ecovyst
ECVT
$1.32B
$611K ﹤0.01%
59,540
+2,513
+4% +$30.6K
ORIC icon
2738
Oric Pharmaceuticals
ORIC
$1.15B
$611K ﹤0.01%
24,438
+1,000
+4% +$23.8K
CHWY icon
2739
Chewy
CHWY
$9.25B
$609K ﹤0.01%
+11,114
New +$600K
FNDE icon
2740
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.72B
$608K ﹤0.01%
25,636
-571
-2% -$14.1K
PUMP icon
2741
ProPetro Holding
PUMP
$1.36B
$608K ﹤0.01%
149,752
+14,647
+11% +$79.6K
SMPL icon
2742
Simply Good Foods
SMPL
$901M
$608K ﹤0.01%
27,553
-11,195
-29% -$260K
JOUT icon
2743
Johnson Outdoors
JOUT
$491M
$606K ﹤0.01%
7,405
+507
+7% +$43.8K
BDXB
2744
DELISTED
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6.00% Mandatory Convertible Preferred Stock, Series B
BDXB
$600K ﹤0.01%
11,404
-9,810
-46% -$542K
ACIC icon
2745
American Coastal Insurance
ACIC
$515M
$598K ﹤0.01%
98,620
+29,313
+42% +$225K
HLIT icon
2746
Harmonic Inc
HLIT
$1.25B
$597K ﹤0.01%
107,044
-15,018
-12% -$85K
CNR
2747
DELISTED
Cornerstone Building Brands, Inc.
CNR
$595K ﹤0.01%
74,609
+23,945
+47% +$170K
PDLI
2748
DELISTED
PDL BioPharma, Inc.
PDLI
$595K ﹤0.01%
188,992
-90,381
-32% -$289K
CSTE icon
2749
Caesarstone
CSTE
$72.3M
$593K ﹤0.01%
60,476
-1,905
-3% -$20.6K
EAF icon
2750
GrafTech
EAF
$175M
$593K ﹤0.01%
8,670
+845
+11% +$58.9K
108 109
110
111 112

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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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ACI
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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.