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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
BITA
2826
DELISTED
Bitauto Holdings Limited
BITA
$500K ﹤0.01%
31,735
-40
-0.1% -$632
FFWM
2827
DELISTED
First Foundation Inc
FFWM
$499K ﹤0.01%
38,148
+13,384
+54% +$203K
OMER icon
2828
Omeros
OMER
$841M
$497K ﹤0.01%
49,154
-13,707
-22% -$176K
MITT
2829
TPG Mortgage Investment Trust
MITT
$223M
$496K ﹤0.01%
59,860
-2,352
-4% -$20.8K
DGRO icon
2830
iShares Core Dividend Growth ETF
DGRO
$42.5B
$493K ﹤0.01%
12,389
-296
-2% -$11.8K
EB
2831
DELISTED
Eventbrite
EB
$493K ﹤0.01%
45,396
-61,147
-57% -$608K
HCKT icon
2832
Hackett Group
HCKT
$267M
$492K ﹤0.01%
44,005
-14,722
-25% -$190K
ACTG icon
2833
Acacia Research
ACTG
$423M
$491K ﹤0.01%
141,615
+140
+0.1% +$545
SGRY icon
2834
Surgery Partners
SGRY
$2.04B
$491K ﹤0.01%
22,419
-3,119
-12% -$55.4K
EVRI
2835
DELISTED
Everi Holdings
EVRI
$490K ﹤0.01%
59,432
-116,623
-66% -$809K
FTEC icon
2836
Fidelity MSCI Information Technology Index ETF
FTEC
$19.6B
$490K ﹤0.01%
+5,321
New +$474K
BXMX
2837
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$489K ﹤0.01%
43,382
-71,911
-62% -$822K
HUYA
2838
Huya Inc
HUYA
$561M
$488K ﹤0.01%
20,374
+1,163
+6% +$29.2K
CUTR
2839
DELISTED
Cutera, Inc.
CUTR
$485K ﹤0.01%
25,542
+1,219
+5% +$18.8K
EIGI
2840
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$484K ﹤0.01%
84,257
-4,974
-6% -$27.9K
SUBC
2841
DELISTED
SUBSEA 7 S A SPONSORED ADR
SUBC
$483K ﹤0.01%
68,253
+201
+0.3% +$1.42K
AMAG
2842
DELISTED
AMAG Pharmaceuticals
AMAG
$482K ﹤0.01%
51,296
+8,236
+19% +$78.3K
ACRE
2843
Ares Commercial Real Estate
ACRE
$231M
$481K ﹤0.01%
52,626
+4,655
+10% +$43.6K
CRAI icon
2844
CRA International
CRAI
$1.19B
$478K ﹤0.01%
12,762
-1,451
-10% -$60K
SBSW icon
2845
Sibanye-Stillwater
SBSW
$6.23B
$478K ﹤0.01%
42,910
-3,216
-7% -$36.7K
FVD icon
2846
First Trust Value Line Dividend Fund
FVD
$8.3B
$474K ﹤0.01%
15,063
+90
+0.6% +$2.85K
VNOM icon
2847
Viper Energy
VNOM
$8.54B
$469K ﹤0.01%
62,328
– –
LOVE icon
2848
LoveSac
LOVE
$235M
$465K ﹤0.01%
16,778
+9,145
+120% +$260K
FFH
2849
DELISTED
FAIRFAX FINL HLDGS LTD SUB VTG
FFH
$465K ﹤0.01%
1,586
-792
-33% -$232K
BMRC icon
2850
Bank of Marin Bancorp
BMRC
$462M
$464K ﹤0.01%
16,021
-400
-2% -$12.6K
112 113
114
115 116

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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.