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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
JHMM icon
2651
John Hancock Multifactor Mid Cap ETF
JHMM
$5.92B
$757K ﹤0.01%
20,125
-958
-5% -$35.7K
MBWM icon
2652
Mercantile Bank Corp
MBWM
$1.04B
$757K ﹤0.01%
42,021
+4,476
+12% +$93.8K
YMAB
2653
DELISTED
Y-mAbs Therapeutics
YMAB
$757K ﹤0.01%
19,728
+1,017
+5% +$40.5K
DCO icon
2654
Ducommun
DCO
$2.7B
$754K ﹤0.01%
22,916
+1,839
+9% +$66.1K
OPCH icon
2655
Option Care Health
OPCH
$3.45B
$751K ﹤0.01%
56,178
+42,329
+306% +$515K
HLX icon
2656
Helix Energy Solutions
HLX
$1.4B
$749K ﹤0.01%
310,858
+13,805
+5% +$50.4K
PRPL icon
2657
Purple Innovation
PRPL
$35.3M
$747K ﹤0.01%
1,202
-1,056
-47% -$561K
LQDT icon
2658
Liquidity Services
LQDT
$1.22B
$746K ﹤0.01%
99,987
+5,560
+6% +$36.6K
AMRX icon
2659
Amneal Pharmaceuticals
AMRX
$5.85B
$739K ﹤0.01%
190,584
-33,456
-15% -$143K
FRTA
2660
DELISTED
Forterra, Inc
FRTA
$739K ﹤0.01%
62,532
-432
-0.7% -$5.75K
CKH
2661
DELISTED
Seacor Holdings Inc.
CKH
$738K ﹤0.01%
25,375
+3,428
+16% +$102K
NPK icon
2662
National Presto Industries
NPK
$870M
$736K ﹤0.01%
8,996
-869
-9% -$75.9K
STFC
2663
DELISTED
State Auto Financial Corp
STFC
$736K ﹤0.01%
+53,523
New +$855K
AROW icon
2664
Arrow Financial
AROW
$659M
$731K ﹤0.01%
31,839
+2,435
+8% +$60.4K
BANC icon
2665
Banc of California
BANC
$3.03B
$730K ﹤0.01%
72,100
+1,834
+3% +$19.8K
LINC icon
2666
Lincoln Educational Services
LINC
$1.33B
$724K ﹤0.01%
+131,120
New +$781K
ORC
2667
Orchid Island Capital
ORC
$1.3B
$722K ﹤0.01%
28,841
-2,079
-7% -$51.9K
KNM
2668
DELISTED
KONAMI CORPORATION ADS (1 SH COM STK)
KNM
$722K ﹤0.01%
17,462
+311
+2% +$12.9K
THFF icon
2669
First Financial Corp
THFF
$958M
$721K ﹤0.01%
22,963
-55
-0.2% -$1.86K
CATO icon
2670
Cato Corp
CATO
$68.3M
$720K ﹤0.01%
92,021
+79,677
+645% +$626K
IIIV icon
2671
i3 Verticals
IIIV
$412M
$719K ﹤0.01%
28,471
+6,846
+32% +$183K
CYH icon
2672
Community Health Systems
CYH
$393M
$716K ﹤0.01%
169,552
+5,593
+3% +$24.7K
XLP icon
2673
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$716K ﹤0.01%
11,177
-1,357
-11% -$85.7K
CARE icon
2674
Carter Bankshares
CARE
$766M
$715K ﹤0.01%
107,482
-16,353
-13% -$117K
AVAL icon
2675
Grupo Aval
AVAL
$6.27B
$713K ﹤0.01%
154,566
-30,608
-17% -$144K
105 106
107
108 109

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MCM
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PSUF
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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.