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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
FPI
2876
Farmland Partners
FPI
$411M
$434K ﹤0.01%
65,111
-20,484
-24% -$139K
MPX
2877
DELISTED
Marine Products Corp
MPX
$433K ﹤0.01%
27,711
-318
-1% -$4.9K
RVSB icon
2878
Riverview Bancorp
RVSB
$107M
$433K ﹤0.01%
104,270
+60,140
+136% +$270K
LILA icon
2879
Liberty Latin America Class A
LILA
$1.63B
$432K ﹤0.01%
77,014
+3,504
+5% +$21.3K
GPRO icon
2880
GoPro
GPRO
$124M
$427K ﹤0.01%
94,301
+515
+0.5% +$2.42K
DDD icon
2881
3D Systems Corp
DDD
$441M
$424K ﹤0.01%
86,383
-5,550
-6% -$32.9K
CSIQ icon
2882
Canadian Solar
CSIQ
$1B
$423K ﹤0.01%
+12,064
New +$322K
EBSB
2883
DELISTED
Meridian Bancorp, Inc.
EBSB
$422K ﹤0.01%
40,728
+1,607
+4% +$18.2K
PCB icon
2884
PCB Bancorp
PCB
$389M
$421K ﹤0.01%
47,925
+222
+0.5% +$2.1K
AGI icon
2885
Alamos Gold
AGI
$11.9B
$420K ﹤0.01%
47,726
-69,456
-59% -$700K
HEES
2886
DELISTED
H&E Equipment Services
HEES
$417K ﹤0.01%
21,216
-534
-2% -$10.4K
ARVN icon
2887
Arvinas
ARVN
$536M
$414K ﹤0.01%
17,545
-29,415
-63% -$852K
KIDS icon
2888
OrthoPediatrics
KIDS
$517M
$414K ﹤0.01%
9,010
-8,647
-49% -$401K
CLCT
2889
DELISTED
Collectors Universe
CLCT
$414K ﹤0.01%
+8,372
New +$360K
VDC icon
2890
Vanguard Consumer Staples ETF
VDC
$8B
$412K ﹤0.01%
2,525
+548
+28% +$88.3K
DOMO icon
2891
Domo
DOMO
$174M
$411K ﹤0.01%
10,711
+1,794
+20% +$64.7K
GOGO icon
2892
Gogo Inc
GOGO
$559M
$411K ﹤0.01%
44,506
+27,255
+158% +$149K
MTCR
2893
DELISTED
Metacrine, Inc. Common Stock
MTCR
$410K ﹤0.01%
+40,190
New +$411K
DOO
2894
Bombardier Recreational Products
DOO
$4.58B
$403K ﹤0.01%
7,639
+2,603
+52% +$125K
AEGN
2895
DELISTED
Aegion Corp
AEGN
$397K ﹤0.01%
28,100
+1,762
+7% +$27.8K
LOB icon
2896
Live Oak Bancshares
LOB
$1.97B
$395K ﹤0.01%
15,576
-333
-2% -$6.49K
XLB icon
2897
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$395K ﹤0.01%
12,416
-1,608
-11% -$50K
WMG icon
2898
Warner Music
WMG
$14.4B
$392K ﹤0.01%
13,628
+234
+2% +$6.82K
MOBL
2899
DELISTED
MobileIron, Inc.
MOBL
$391K ﹤0.01%
55,763
+5,662
+11% +$33.1K
CWBC
2900
Community West Bancshares
CWBC
$682M
$390K ﹤0.01%
31,603
+1,399
+5% +$18.2K
114 115
116
117 118

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NIPH
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AF
Amalgamated Financial New York $12.6B AUM
MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
IndexIQ Advisors New York $2.82B AUM 12.48% 1-Year Est. Return
SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.