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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
DSGX icon
2126
Descartes Systems
DSGX
$6.44B
$2.05M ﹤0.01%
35,989
-192
-0.5% -$10.6K
SPTM icon
2127
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.6B
$2.05M ﹤0.01%
50,119
-2,461
-5% -$99.7K
WKHS icon
2128
Workhorse Group
WKHS
$33.2M
$2.05M ﹤0.01%
27
-27
-50% -$1.54M
CWH icon
2129
Camping World
CWH
$639M
$2.04M ﹤0.01%
68,664
-14,393
-17% -$470K
HZO icon
2130
MarineMax
HZO
$759M
$2.04M ﹤0.01%
79,460
+17,359
+28% +$477K
WIRE
2131
DELISTED
Encore Wire Corp
WIRE
$2.04M ﹤0.01%
43,903
+1,762
+4% +$88.1K
AGD
2132
abrdn Global Dynamic Dividend Fund
AGD
$318M
$2.03M ﹤0.01%
220,889
-7,411
-3% -$69K
BOOT icon
2133
Boot Barn
BOOT
$4.51B
$2.03M ﹤0.01%
72,158
+14,122
+24% +$343K
GORO icon
2134
Goldgroup Mining Inc.
GORO
$157M
$2.03M ﹤0.01%
594,570
+119,337
+25% +$486K
DNLI icon
2135
Denali Therapeutics
DNLI
$3.65B
$2.02M ﹤0.01%
56,417
+40,027
+244% +$1.21M
SFL icon
2136
SFL Corp
SFL
$1.64B
$2.02M ﹤0.01%
269,329
+24,333
+10% +$213K
XLY icon
2137
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$2.01M ﹤0.01%
27,370
-190
-0.7% -$13.4K
LBAI
2138
DELISTED
Lakeland Bancorp Inc
LBAI
$2.01M ﹤0.01%
201,836
-45,300
-18% -$479K
RETA
2139
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
$1.99M ﹤0.01%
20,397
-3,354
-14% -$419K
KURA icon
2140
Kura Oncology
KURA
$800M
$1.99M ﹤0.01%
64,799
+51,515
+388% +$1.14M
PACK icon
2141
Ranpak Holdings
PACK
$439M
$1.99M ﹤0.01%
208,535
+38,634
+23% +$344K
CASS icon
2142
Cass Information Systems
CASS
$714M
$1.98M ﹤0.01%
49,226
+19,116
+63% +$729K
ICHR icon
2143
Ichor Holdings
ICHR
$2.62B
$1.98M ﹤0.01%
91,642
+14,231
+18% +$378K
GSHD icon
2144
Goosehead Insurance
GSHD
$2.2B
$1.97M ﹤0.01%
22,709
-1,758
-7% -$160K
FOE
2145
DELISTED
Ferro Corporation
FOE
$1.96M ﹤0.01%
158,417
+7,572
+5% +$93.9K
SBI
2146
Western Asset Intermediate Muni Fund
SBI
$107M
$1.96M ﹤0.01%
216,667
+8,724
+4% +$78.1K
BND icon
2147
Vanguard Total Bond Market
BND
$157B
$1.96M ﹤0.01%
22,169
-39,459
-64% -$3.5M
KNL
2148
DELISTED
Knoll, Inc.
KNL
$1.95M ﹤0.01%
161,875
+5,486
+4% +$67.8K
TIMB icon
2149
TIM SA
TIMB
$9.16B
$1.95M ﹤0.01%
169,158
-62,274
-27% -$853K
SEB icon
2150
Seaboard Corp
SEB
$4.23B
$1.95M ﹤0.01%
687
+126
+22% +$358K
84 85
86
87 88

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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.