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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
MOMO
2301
Hello Group
MOMO
$885M
$1.46M ﹤0.01%
105,995
-7,830
-7% -$142K
FFIC
2302
DELISTED
Flushing Financial
FFIC
$1.46M ﹤0.01%
138,389
+45,540
+49% +$517K
SDY icon
2303
State Street SPDR S&P Dividend ETF
SDY
$21.7B
$1.45M ﹤0.01%
15,724
-1,030
-6% -$97.1K
PFSW
2304
DELISTED
PFSweb, Inc.
PFSW
$1.45M ﹤0.01%
216,972
-9,354
-4% -$69.4K
BKD icon
2305
Brookdale Senior Living
BKD
$3.49B
$1.45M ﹤0.01%
571,271
+31,407
+6% +$86.6K
HCSG icon
2306
Healthcare Services Group
HCSG
$1.6B
$1.44M ﹤0.01%
66,791
-198,320
-75% -$4.63M
PLAB icon
2307
Photronics
PLAB
$1.79B
$1.44M ﹤0.01%
144,353
-82,565
-36% -$892K
RMAX icon
2308
RE/MAX Holdings
RMAX
$193M
$1.44M ﹤0.01%
43,919
+18,624
+74% +$626K
SASR
2309
DELISTED
Sandy Spring Bancorp Inc
SASR
$1.44M ﹤0.01%
62,249
+27,629
+80% +$652K
NXGN
2310
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
$1.44M ﹤0.01%
112,796
+23,097
+26% +$295K
WSR
2311
DELISTED
Whitestone REIT
WSR
$1.44M ﹤0.01%
239,274
+8,980
+4% +$58.4K
TVTY
2312
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.44M ﹤0.01%
102,368
-1,056
-1% -$15.2K
CPS icon
2313
Cooper-Standard Automotive
CPS
$523M
$1.43M ﹤0.01%
108,312
+4,289
+4% +$59.7K
YPF icon
2314
YPF
YPF
$206B
$1.43M ﹤0.01%
400,499
-90,750
-18% -$510K
PKE icon
2315
Park Aerospace
PKE
$737M
$1.43M ﹤0.01%
130,807
+79,557
+155% +$892K
CPLG
2316
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
$1.43M ﹤0.01%
261,879
-8,135
-3% -$43.1K
TIP icon
2317
iShares TIPS Bond ETF
TIP
$14.5B
$1.42M ﹤0.01%
11,247
-11,599
-51% -$1.46M
VREX icon
2318
Varex Imaging
VREX
$472M
$1.42M ﹤0.01%
111,790
+66,792
+148% +$913K
POLY
2319
DELISTED
Plantronics, Inc.
POLY
$1.42M ﹤0.01%
119,778
-6,492
-5% -$101K
MATW icon
2320
Matthews International
MATW
$866M
$1.42M ﹤0.01%
63,339
+37,676
+147% +$808K
SAVE
2321
DELISTED
Spirit Airlines, Inc.
SAVE
$1.41M ﹤0.01%
87,422
+2,205
+3% +$38K
RIG icon
2322
Transocean
RIG
$5.89B
$1.4M ﹤0.01%
1,738,384
-554,796
-24% -$907K
SPNT icon
2323
SiriusPoint
SPNT
$2.75B
$1.4M ﹤0.01%
201,861
+7,627
+4% +$61.6K
MGP
2324
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$1.4M ﹤0.01%
50,128
+13,852
+38% +$385K
WIFI
2325
DELISTED
Boingo Wireless, Inc.
WIFI
$1.4M ﹤0.01%
137,558
-121,026
-47% -$1.57M
91 92
93
94 95

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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.