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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
VMD icon
2901
Viemed Healthcare
VMD
$451M
$387K ﹤0.01%
+44,786
New +$452K
IJK icon
2902
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
$386K ﹤0.01%
6,448
-44
-0.7% -$2.62K
TLYS icon
2903
Tilly's
TLYS
$113M
$385K ﹤0.01%
63,786
+9,226
+17% +$58K
PAGP icon
2904
Plains GP Holdings
PAGP
$5.26B
$383K ﹤0.01%
62,834
-3,899
-6% -$29.9K
PMVP icon
2905
PMV Pharmaceuticals
PMVP
$60.3M
$382K ﹤0.01%
+10,763
New +$396K
SCD
2906
LMP Capital and Income Fund
SCD
$354M
$382K ﹤0.01%
37,416
-9,364
-20% -$98K
RST
2907
DELISTED
ROSETTA STONE INC
RST
$382K ﹤0.01%
12,744
-2,715
-18% -$70.3K
ALLO icon
2908
Allogene Therapeutics
ALLO
$680M
$381K ﹤0.01%
10,100
-18,337
-64% -$691K
CIO
2909
DELISTED
City Office REIT
CIO
$381K ﹤0.01%
50,655
-49,977
-50% -$432K
DLTH icon
2910
Duluth Holdings
DLTH
$154M
$380K ﹤0.01%
31,082
-1,325
-4% -$12.3K
RPAY icon
2911
Repay Holdings
RPAY
$328M
$379K ﹤0.01%
16,118
+6,877
+74% +$167K
APRN
2912
DELISTED
Blue Apron Holdings, Inc. Class A Common Stock
APRN
$378K ﹤0.01%
4,404
-46
-1% -$5.26K
GLOG
2913
DELISTED
GASLOG LTD
GLOG
$378K ﹤0.01%
139,328
-51,497
-27% -$156K
BHR
2914
Braemar Hotels & Resorts
BHR
$160M
$376K ﹤0.01%
150,399
-4,351
-3% -$11K
BRMK
2915
DELISTED
Broadmark Realty Capital Inc. Common Stock
BRMK
$376K ﹤0.01%
38,150
-681
-2% -$6.56K
CGC
2916
Canopy Growth
CGC
$388M
$375K ﹤0.01%
2,616
+145
+6% +$24.3K
TNAV
2917
DELISTED
Telenav Inc.
TNAV
$375K ﹤0.01%
+104,300
New +$506K
SPLV icon
2918
Invesco S&P 500 Low Volatility ETF
SPLV
$7.13B
$374K ﹤0.01%
6,975
-910
-12% -$48.3K
YEXT icon
2919
Yext
YEXT
$552M
$373K ﹤0.01%
24,540
+899
+4% +$15.2K
APTS
2920
DELISTED
Preferred Apartment Communities, Inc.
APTS
$373K ﹤0.01%
69,004
-23,023
-25% -$157K
SGC icon
2921
Superior Group of Companies
SGC
$192M
$372K ﹤0.01%
16,002
+4,560
+40% +$89.1K
MR
2922
DELISTED
Montage Resources Corporation Common Stock
MR
$371K ﹤0.01%
84,426
-1,977
-2% -$9.15K
MRSN
2923
DELISTED
Mersana Therapeutics
MRSN
$370K ﹤0.01%
794
-3
-0.4% -$1.52K
VIS icon
2924
Vanguard Industrials ETF
VIS
$8.04B
$370K ﹤0.01%
+2,556
New +$360K
QUOT
2925
DELISTED
Quotient Technology Inc
QUOT
$369K ﹤0.01%
49,933
+4,069
+9% +$33K
115 116
117
118 119

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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.