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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
BFYT
3451
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
– –
-88,128
Closed -$1.8M
VAL
3452
DELISTED
Valaris plc Class A Ordinary Share
VAL
– –
-800,187
Closed -$522K
FSCT
3453
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
– –
-13,369
Closed -$283K
FSB
3454
DELISTED
Franklin Financial Network, Inc.
FSB
– –
-20,078
Closed -$517K
TLRD
3455
DELISTED
Tailored Brands, Inc.
TLRD
– –
-69,137
Closed -$65K
GCAP
3456
DELISTED
Gain Capital Holdings, Inc.
GCAP
– –
-47,816
Closed -$288K
DNR
3457
DELISTED
Denbury Resources, Inc.
DNR
– –
-196,525
Closed -$54K
NE
3458
DELISTED
Noble Corporation
NE
– –
-68,018
Closed -$22K
LM
3459
DELISTED
Legg Mason, Inc.
LM
– –
-505,212
Closed -$25.1M
TMUSR
3460
DELISTED
T-Mobile US, Inc. Subscription Rights Expiring 7/27/2020
TMUSR
– –
-959,405
Closed -$161K
PTLA
3461
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
-70,225
Closed -$1.26M
MINI
3462
DELISTED
Mobile Mini Inc
MINI
– –
-112,874
Closed -$3.33M
IBKC
3463
DELISTED
IBERIABANK Corp
IBKC
– –
-297,860
Closed -$13.6M
TECD
3464
DELISTED
Tech Data Corp
TECD
– –
-150,123
Closed -$21.8M
CHK
3465
DELISTED
Chesapeake Energy Corporation
CHK
– –
-21,516
Closed -$105K
ELGX
3466
DELISTED
Endologix Inc
ELGX
– –
-70,048
Closed -$56K
GTYH
3467
DELISTED
GTY Technology Holdings, Inc. Common Stock
GTYH
– –
-26,624
Closed -$111K
ANW
3468
DELISTED
Aegean Marine Petroleum Network
ANW
$0 ﹤0.01%
39,600
– –
TERP
3469
DELISTED
TerraForm Power, Inc
TERP
– –
-159,348
Closed -$2.94M
MEET
3470
DELISTED
The Meet Group, Inc. Common Stock
MEET
– –
-104,122
Closed -$650K
CRC
3471
DELISTED
California Resources Corporation
CRC
– –
-10,455
Closed -$13K
REV
3472
DELISTED
Revlon, Inc.
REV
– –
-10,967
Closed -$109K
WLL
3473
DELISTED
Whiting Petroleum Corporation
WLL
– –
-248
Closed -$21K
BBF
3474
DELISTED
BlackRock Municipal Income Investment Trust
BBF
– –
-13,390
Closed -$170K
FTR
3475
DELISTED
Frontier Communications Corp.
FTR
– –
-64,074
Closed -$6K
136 137 138
139
140

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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.