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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
FBIZ icon
3126
First Business Financial Services
FBIZ
$565M
$207K ﹤0.01%
14,452
-925
-6% -$14.4K
HRTG icon
3127
Heritage Insurance Holdings
HRTG
$903M
$206K ﹤0.01%
20,334
-3,341
-14% -$41.3K
SONO icon
3128
Sonos
SONO
$2.09B
$206K ﹤0.01%
13,546
+898
+7% +$13.2K
VERI icon
3129
Veritone
VERI
$92.9M
$205K ﹤0.01%
+22,365
New +$236K
ARDX icon
3130
Ardelyx
ARDX
$1.24B
$204K ﹤0.01%
38,885
-1,963
-5% -$11.8K
GTX icon
3131
Garrett Motion
GTX
$5.37B
$204K ﹤0.01%
59,115
-105,125
-64% -$560K
NATR icon
3132
Nature's Sunshine
NATR
$362M
$201K ﹤0.01%
17,410
+4,888
+39% +$52.3K
WIA
3133
Western Asset Inflation-Linked Income Fund
WIA
$185M
$201K ﹤0.01%
+16,530
New +$208K
BIP icon
3134
Brookfield Infrastructure Partners
BIP
$19.6B
$200K ﹤0.01%
+6,315
New +$186K
LTRX icon
3135
Lantronix
LTRX
$223M
$199K ﹤0.01%
+41,331
New +$180K
NXTC icon
3136
NextCure
NXTC
$20.4M
$198K ﹤0.01%
1,872
+602
+47% +$74K
ZEPP
3137
Zepp Health
ZEPP
$63.8M
$198K ﹤0.01%
3,847
-303
-7% -$16.6K
LFCR icon
3138
Lifecore Biomedical
LFCR
$162M
$197K ﹤0.01%
20,284
+923
+5% +$8.79K
CIA icon
3139
Citizens
CIA
$248M
$196K ﹤0.01%
35,378
-3,243
-8% -$18.8K
RUBY
3140
DELISTED
Rubius Therapeutics, Inc
RUBY
$196K ﹤0.01%
39,209
-7,435
-16% -$39.4K
TRUE
3141
DELISTED
TrueCar
TRUE
$195K ﹤0.01%
38,901
+273
+0.7% +$1.15K
VHC icon
3142
VirnetX Holding Corp
VHC
$53.8M
$195K ﹤0.01%
1,852
+568
+44% +$60.8K
BELFB
3143
Bel Fuse Inc Class B
BELFB
$3.45B
$194K ﹤0.01%
18,133
+1,220
+7% +$13.8K
SSYS icon
3144
Stratasys
SSYS
$666M
$194K ﹤0.01%
15,557
-2,034
-12% -$29.7K
CHS
3145
DELISTED
Chicos FAS, Inc.
CHS
$194K ﹤0.01%
199,215
-36,238
-15% -$47.3K
NPTN
3146
DELISTED
NEOPHOTONICS CORP
NPTN
$194K ﹤0.01%
31,881
-214,788
-87% -$1.64M
AVID
3147
DELISTED
Avid Technology Inc
AVID
$191K ﹤0.01%
+22,336
New +$179K
SLCT
3148
DELISTED
Select Bancorp, Inc.
SLCT
$189K ﹤0.01%
26,270
+9,510
+57% +$72.4K
LMNR icon
3149
Limoneira
LMNR
$244M
$187K ﹤0.01%
13,112
+797
+6% +$11.4K
MCF
3150
DELISTED
Contango Oil & Gas Co.
MCF
$187K ﹤0.01%
139,650
+26,884
+24% +$48.4K
124 125
126
127 128

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MCM
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PSUF
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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.