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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
LGTY
2276
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
$1.53M ﹤0.01%
109,330
+5,582
+5% +$87.1K
TOWN icon
2277
Towne Bank
TOWN
$3.46B
$1.53M ﹤0.01%
93,409
+23,440
+34% +$417K
SCHF icon
2278
Schwab International Equity ETF
SCHF
$66.6B
$1.52M ﹤0.01%
96,846
-1,404
-1% -$22.1K
DBI icon
2279
Designer Brands
DBI
$307M
$1.52M ﹤0.01%
279,301
-10,458
-4% -$67.7K
ATE
2280
DELISTED
Advantest Corp
ATE
$1.51M ﹤0.01%
31,171
-6,421
-17% -$312K
BBBY
2281
Bed Bath & Beyond
BBBY
$481M
$1.51M ﹤0.01%
22,833
+858
+4% +$58.4K
SPWR
2282
DELISTED
SunPower Corporation Common Stock
SPWR
$1.51M ﹤0.01%
120,496
+54,125
+82% +$456K
LN
2283
DELISTED
LINE Corporation
LN
$1.51M ﹤0.01%
29,658
-385,461
-93% -$19.7M
SMP icon
2284
Standard Motor Products
SMP
$851M
$1.51M ﹤0.01%
33,732
+3,060
+10% +$135K
MLAB icon
2285
Mesa Laboratories
MLAB
$564M
$1.5M ﹤0.01%
5,900
+695
+13% +$165K
INO icon
2286
Inovio Pharmaceuticals
INO
$55.7M
$1.5M ﹤0.01%
10,780
-2,153
-17% -$449K
TCMD icon
2287
Tactile Systems Technology
TCMD
$635M
$1.5M ﹤0.01%
40,996
-2,474
-6% -$90.6K
GOLF icon
2288
Acushnet Holdings
GOLF
$5.93B
$1.5M ﹤0.01%
44,587
+4,595
+11% +$162K
QNST icon
2289
QuinStreet
QNST
$890M
$1.5M ﹤0.01%
94,574
-4,626
-5% -$60.1K
MNK
2290
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.49M ﹤0.01%
1,531,422
-216,354
-12% -$383K
IQ icon
2291
iQIYI
IQ
$1.23B
$1.49M ﹤0.01%
65,980
-3,303
-5% -$72.3K
AMC icon
2292
AMC Entertainment Holdings
AMC
$2.52B
$1.49M ﹤0.01%
31,571
-177
-0.6% -$8.86K
BOOM icon
2293
DMC Global
BOOM
$138M
$1.49M ﹤0.01%
45,079
+3,247
+8% +$103K
VKI icon
2294
Invesco Advantage Municipal Income Trust II
VKI
$396M
$1.48M ﹤0.01%
137,291
-3,756
-3% -$40.9K
OPEN icon
2295
Opendoor
OPEN
$3.64B
$1.48M ﹤0.01%
+80,614
New +$963K
TALO icon
2296
Talos Energy
TALO
$2.53B
$1.48M ﹤0.01%
229,625
+25,219
+12% +$185K
SSP icon
2297
E.W. Scripps
SSP
$257M
$1.48M ﹤0.01%
129,313
+20,709
+19% +$226K
ALBO
2298
DELISTED
Albireo Pharma Inc
ALBO
$1.48M ﹤0.01%
44,317
+13,626
+44% +$397K
CTMX icon
2299
CytomX Therapeutics
CTMX
$675M
$1.46M ﹤0.01%
220,132
-31,343
-12% -$232K
ATRC icon
2300
AtriCure
ATRC
$1.92B
$1.46M ﹤0.01%
36,615
-19,059
-34% -$808K
90 91
92
93 94

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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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ACI
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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.