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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
USNA icon
1851
Usana Health Sciences
USNA
$408M
$3.28M ﹤0.01%
44,584
+618
+1% +$49.6K
OPI
1852
DELISTED
Office Properties Income Trust
OPI
$3.27M ﹤0.01%
158,067
-45,742
-22% -$1.1M
IGIB icon
1853
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$3.26M ﹤0.01%
53,658
+14
+0% +$854
PBR.A icon
1854
Petrobras Class A
PBR.A
$111B
$3.26M ﹤0.01%
462,609
+30,853
+7% +$256K
MFA
1855
MFA Financial
MFA
$926M
$3.25M ﹤0.01%
303,662
-33,148
-10% -$357K
DCP
1856
DELISTED
DCP Midstream, LP
DCP
$3.25M ﹤0.01%
290,928
-162,762
-36% -$1.97M
NHC icon
1857
National Healthcare
NHC
$3.53B
$3.22M ﹤0.01%
51,746
+8,352
+19% +$523K
ECHO
1858
DELISTED
Echo Global Logistics, Inc.
ECHO
$3.22M ﹤0.01%
125,035
+6,137
+5% +$158K
IMKTA icon
1859
Ingles Markets
IMKTA
$1.71B
$3.22M ﹤0.01%
84,648
-1,439
-2% -$57.9K
PRTS icon
1860
CarParts.com
PRTS
$43.7M
$3.21M ﹤0.01%
29,689
+3,115
+12% +$381K
BCO icon
1861
Brink's
BCO
$4.88B
$3.21M ﹤0.01%
78,071
-32,144
-29% -$1.42M
RPD icon
1862
Rapid7
RPD
$645M
$3.2M ﹤0.01%
52,286
+3,244
+7% +$193K
MNRO icon
1863
Monro
MNRO
$383M
$3.2M ﹤0.01%
78,832
-25,352
-24% -$1.29M
IBTX
1864
DELISTED
Independent Bank Group, Inc.
IBTX
$3.18M ﹤0.01%
72,077
+10,582
+17% +$468K
ALKS icon
1865
Alkermes
ALKS
$8.22B
$3.18M ﹤0.01%
191,981
+87,484
+84% +$1.59M
XHR
1866
Xenia Hotels & Resorts
XHR
$1.9B
$3.18M ﹤0.01%
362,188
+450
+0.1% +$3.97K
ESTC icon
1867
Elastic
ESTC
$6.84B
$3.18M ﹤0.01%
29,434
-1,089
-4% -$107K
AIR icon
1868
AAR Corp
AIR
$5.59B
$3.17M ﹤0.01%
168,425
+20,647
+14% +$394K
FM
1869
DELISTED
iShares Frontier and Select EM ETF
FM
$3.17M ﹤0.01%
123,672
+6,524
+6% +$161K
ACWI icon
1870
iShares MSCI ACWI ETF
ACWI
$32.9B
$3.16M ﹤0.01%
39,489
+1,954
+5% +$155K
SPPI
1871
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$3.15M ﹤0.01%
773,242
+180,525
+30% +$686K
DK icon
1872
Delek US
DK
$4.16B
$3.15M ﹤0.01%
283,036
-76,129
-21% -$1.17M
GIII icon
1873
G-III Apparel Group
GIII
$1.54B
$3.15M ﹤0.01%
240,216
+20,234
+9% +$243K
CDE icon
1874
Coeur Mining
CDE
$15.4B
$3.15M ﹤0.01%
426,342
-9,908
-2% -$74.5K
KRNT icon
1875
Kornit Digital
KRNT
$705M
$3.13M ﹤0.01%
48,297
+3,444
+8% +$198K
73 74
75
76 77

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AF
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MCM
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PSUF
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IA
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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.