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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
IDE
1726
Voya Infrastructure, Industrials and Materials Fund
IDE
$199M
$4.02M ﹤0.01%
422,887
-9,654
-2% -$89.3K
CVLT icon
1727
Commault Systems
CVLT
$4.88B
$4.02M ﹤0.01%
98,550
+41,116
+72% +$1.69M
KELYA icon
1728
Kelly Services Class A
KELYA
$514M
$4.01M ﹤0.01%
235,462
+13,036
+6% +$218K
SNBR
1729
DELISTED
Sleep Number
SNBR
$4M ﹤0.01%
81,743
+64
+0.1% +$3.01K
X
1730
DELISTED
US Steel
X
$3.99M ﹤0.01%
543,773
+20,353
+4% +$154K
CBAY
1731
DELISTED
Cymabay Therapeutics
CBAY
$3.99M ﹤0.01%
551,258
-25,460
-4% -$136K
IBOC icon
1732
International Bancshares
IBOC
$4.76B
$3.99M ﹤0.01%
153,119
+3,142
+2% +$96K
NS
1733
DELISTED
NuStar Energy L.P.
NS
$3.98M ﹤0.01%
374,509
-138,866
-27% -$1.86M
CYRX icon
1734
CryoPort
CYRX
$761M
$3.98M ﹤0.01%
83,858
+8,749
+12% +$354K
JRVR icon
1735
James River Group Holdings
JRVR
$208M
$3.97M ﹤0.01%
89,139
+7,048
+9% +$328K
XLK icon
1736
State Street Technology Select Sector SPDR ETF
XLK
$115B
$3.97M ﹤0.01%
67,970
-7,582
-10% -$428K
CXSE icon
1737
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$493M
$3.96M ﹤0.01%
70,434
-24,692
-26% -$1.34M
NXRT
1738
NexPoint Residential Trust
NXRT
$666M
$3.96M ﹤0.01%
89,180
-3,205
-3% -$127K
VCYT icon
1739
Veracyte
VCYT
$3.7B
$3.95M ﹤0.01%
121,649
-6,179
-5% -$196K
ITCI
1740
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$3.95M ﹤0.01%
154,031
+32,305
+27% +$737K
WAL icon
1741
Western Alliance Bancorporation
WAL
$8.79B
$3.95M ﹤0.01%
124,841
+13,466
+12% +$479K
TBI
1742
Trueblue
TBI
$215M
$3.94M ﹤0.01%
254,658
+543
+0.2% +$8.37K
HTH icon
1743
Hilltop Holdings
HTH
$2.26B
$3.94M ﹤0.01%
191,349
+6,409
+3% +$124K
EVBG
1744
DELISTED
Everbridge, Inc. Common Stock
EVBG
$3.93M ﹤0.01%
31,276
-8,617
-22% -$1.17M
PATK icon
1745
Patrick Industries
PATK
$2.74B
$3.93M ﹤0.01%
102,395
+7,278
+8% +$291K
WGO icon
1746
Winnebago Industries
WGO
$856M
$3.92M ﹤0.01%
75,944
-4,015
-5% -$231K
LTHM
1747
DELISTED
Livent Corporation
LTHM
$3.92M ﹤0.01%
436,641
+26,697
+7% +$201K
CVBF icon
1748
CVB Financial
CVBF
$3.94B
$3.91M ﹤0.01%
234,985
+2,046
+0.9% +$36.5K
MGU
1749
DELISTED
Macquarie Global Infrastructure Total Return Fund, Inc.
MGU
$3.9M ﹤0.01%
222,377
+9,605
+5% +$174K
PRMW
1750
DELISTED
Primo Water Corporation
PRMW
$3.9M ﹤0.01%
274,678
+146,328
+114% +$2.06M
68 69
70
71 72

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MCM
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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.