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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
PKOH icon
2851
Park-Ohio Holdings
PKOH
$568M
$464K ﹤0.01%
28,856
-3,354
-10% -$53.5K
GEOS icon
2852
Geospace Technologies
GEOS
$93.1M
$463K ﹤0.01%
74,839
+14,154
+23% +$96.7K
DVY icon
2853
iShares Select Dividend ETF
DVY
$23.6B
$462K ﹤0.01%
5,668
-270
-5% -$22.5K
RGCO icon
2854
RGC Resources
RGCO
$224M
$462K ﹤0.01%
19,720
+1,067
+6% +$25.1K
CPE
2855
DELISTED
Callon Petroleum Company
CPE
$460K ﹤0.01%
95,421
+81,610
+591% +$720K
TGS icon
2856
Transportadora de Gas del Sur
TGS
$4.73B
$459K ﹤0.01%
110,327
-37,522
-25% -$193K
BTU icon
2857
Peabody Energy
BTU
$2.61B
$456K ﹤0.01%
198,403
-17,496
-8% -$50.6K
SYRS
2858
DELISTED
Syros Pharmaceuticals, Inc. Common Stock
SYRS
$456K ﹤0.01%
+5,153
New +$585K
AKO.B icon
2859
Embotelladora Andina Series B
AKO.B
$4.72B
$455K ﹤0.01%
34,986
-541
-2% -$7.6K
MHH icon
2860
Mastech Digital
MHH
$95.4M
$455K ﹤0.01%
25,259
-61,624
-71% -$1.29M
TIGO icon
2861
Millicom
TIGO
$15.9B
$455K ﹤0.01%
15,024
-20
-0.1% -$577
RYAM icon
2862
Rayonier Advanced Materials
RYAM
$604M
$452K ﹤0.01%
141,259
+16,428
+13% +$53K
GTHX
2863
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
$452K ﹤0.01%
39,097
-544
-1% -$8.98K
AXDX
2864
DELISTED
Accelerate Diagnostics
AXDX
$451K ﹤0.01%
4,233
-67
-2% -$9.3K
DENN
2865
DELISTED
Denny's
DENN
$451K ﹤0.01%
45,136
-61,215
-58% -$612K
VIST icon
2866
Vista Energy
VIST
$7.63B
$450K ﹤0.01%
+199,851
New +$595K
CNBKA
2867
DELISTED
Century Bancorp Inc/Mass
CNBKA
$448K ﹤0.01%
6,816
-125
-2% -$8.86K
PAM icon
2868
Pampa Energía
PAM
$4.77B
$445K ﹤0.01%
43,072
-81,934
-66% -$923K
VIA
2869
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$445K ﹤0.01%
10,691
-15,162
-59% -$615K
FRGI
2870
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$443K ﹤0.01%
47,242
-727
-2% -$6.3K
FNDF icon
2871
Schwab Fundamental International Large Company Index ETF
FNDF
$25.1B
$440K ﹤0.01%
17,888
-1,311
-7% -$32.6K
WCC.PRA
2872
DELISTED
WESCO International, Inc. Depositary Shares each representing 1/1,000th interest in a share of Series A Fixed-Rate Reset Cumulative Perpetual Preferred Stock
WCC.PRA
$440K ﹤0.01%
15,728
-31,798
-67% -$869K
CHUY
2873
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$439K ﹤0.01%
22,425
-1,737
-7% -$31.6K
SFT
2874
DELISTED
Shift Technologies, Inc. Class A Common Stock
SFT
$438K ﹤0.01%
+3,707
New +$446K
XP icon
2875
XP
XP
$8.89B
$436K ﹤0.01%
10,464
-5,481
-34% -$250K
113 114
115
116 117

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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.