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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
PRAA icon
1576
PRA Group
PRAA
$663M
$5.09M ﹤0.01%
127,432
-4,577
-3% -$190K
BEAT
1577
DELISTED
BioTelemetry, Inc.
BEAT
$5.08M ﹤0.01%
111,571
-6,615
-6% -$277K
TI.A
1578
DELISTED
Telecom Italia 10 Svg
TI.A
$5.08M ﹤0.01%
1,263,889
-116,917
-8% -$470K
MSD
1579
Morgan Stanley Emerging Markets Debt Fund
MSD
$146M
$5.07M ﹤0.01%
604,467
+16,634
+3% +$144K
AVNT icon
1580
Avient
AVNT
$3.33B
$5.05M ﹤0.01%
191,005
+13,814
+8% +$360K
B
1581
DELISTED
Barnes Group Inc.
B
$5.05M ﹤0.01%
141,315
-25,816
-15% -$980K
BGC icon
1582
BGC Group
BGC
$5.52B
$5.05M ﹤0.01%
2,103,793
-117,229
-5% -$306K
MGY icon
1583
Magnolia Oil & Gas
MGY
$6.09B
$5.04M ﹤0.01%
975,076
+33,090
+4% +$206K
SFNC icon
1584
Simmons First National
SFNC
$3.41B
$5.04M ﹤0.01%
317,613
+101,055
+47% +$1.69M
GBX icon
1585
The Greenbrier Companies
GBX
$1.52B
$5.03M ﹤0.01%
171,229
+13,435
+9% +$362K
WD icon
1586
Walker & Dunlop
WD
$1.71B
$5.02M ﹤0.01%
94,755
+5,807
+7% +$305K
KRC icon
1587
Kilroy Realty
KRC
$4.52B
$5.01M ﹤0.01%
96,499
-12,700
-12% -$724K
CNNE icon
1588
Cannae Holdings
CNNE
$639M
$4.99M ﹤0.01%
133,889
-21,806
-14% -$827K
NMRK icon
1589
Newmark Group
NMRK
$2.66B
$4.99M ﹤0.01%
1,153,977
+257,346
+29% +$1.11M
AX icon
1590
Axos Financial
AX
$5.77B
$4.98M ﹤0.01%
213,827
+36,439
+21% +$833K
CLF icon
1591
Cleveland-Cliffs
CLF
$6.57B
$4.98M ﹤0.01%
776,388
-26,948
-3% -$162K
AGIO icon
1592
Agios Pharmaceuticals
AGIO
$1.79B
$4.97M ﹤0.01%
142,059
-24,625
-15% -$1.08M
AIT icon
1593
Applied Industrial Technologies
AIT
$12.8B
$4.97M ﹤0.01%
90,214
-3,648
-4% -$223K
AGO icon
1594
Assured Guaranty
AGO
$3.66B
$4.96M ﹤0.01%
231,140
+46,943
+25% +$1.03M
ENR icon
1595
Energizer
ENR
$1.44B
$4.96M ﹤0.01%
126,814
-7,884
-6% -$361K
PFGC icon
1596
Performance Food Group
PFGC
$18B
$4.96M ﹤0.01%
143,370
+3,448
+2% +$111K
QQQ icon
1597
Invesco QQQ Trust
QQQ
$453B
$4.96M ﹤0.01%
17,844
+718
+4% +$195K
PNFP icon
1598
Pinnacle Financial Partners Inc
PNFP
$15.9B
$4.95M ﹤0.01%
139,202
+3,817
+3% +$152K
EPAY
1599
DELISTED
Bottomline Technologies Inc
EPAY
$4.95M ﹤0.01%
117,511
-4,730
-4% -$224K
ASTE icon
1600
Astec Industries
ASTE
$1.16B
$4.95M ﹤0.01%
91,190
+13,802
+18% +$690K
62 63
64
65 66

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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.