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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
FMBH icon
3101
First Mid Bancshares
FMBH
$1.38B
$219K ﹤0.01%
+8,789
New +$222K
KRYS icon
3102
Krystal Biotech
KRYS
$10.8B
$219K ﹤0.01%
+5,083
New +$221K
BCBP icon
3103
BCB Bancorp
BCBP
$177M
$218K ﹤0.01%
+27,286
New +$228K
MX icon
3104
Magnachip Semiconductor
MX
$116M
$218K ﹤0.01%
15,945
+2,503
+19% +$29.8K
SRI icon
3105
Stoneridge
SRI
$200M
$218K ﹤0.01%
11,848
-2,716
-19% -$55.4K
EPZM
3106
DELISTED
Epizyme, Inc
EPZM
$217K ﹤0.01%
18,218
-31,831
-64% -$426K
ADVM
3107
DELISTED
Adverum Biotechnologies
ADVM
$216K ﹤0.01%
2,096
-3,788
-64% -$567K
VFH icon
3108
Vanguard Financials ETF
VFH
$13.5B
$216K ﹤0.01%
3,699
-1,287
-26% -$76.5K
NETI
3109
DELISTED
Eneti Inc.
NETI
$216K ﹤0.01%
+15,238
New +$214K
PCW
3110
DELISTED
PCCW LIMITED ADS (10 ORD) (NEW)
PCW
$216K ﹤0.01%
36,568
-2,563
-7% -$15.1K
EARN
3111
Ellington Residential Mortgage REIT
EARN
$168M
$215K ﹤0.01%
+19,357
New +$212K
HMY icon
3112
Harmony Gold Mining
HMY
$10.1B
$215K ﹤0.01%
40,799
+993
+2% +$5.92K
BFIN
3113
DELISTED
BankFinancial
BFIN
$214K ﹤0.01%
29,592
+16,476
+126% +$125K
SCU
3114
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$214K ﹤0.01%
18,257
-4,915
-21% -$63.1K
ANGI icon
3115
Angi Inc
ANGI
$229M
$213K ﹤0.01%
+1,923
New +$265K
KVHI icon
3116
KVH Industries
KVHI
$181M
$213K ﹤0.01%
23,686
+10,006
+73% +$84K
MITK icon
3117
Mitek Systems
MITK
$771M
$213K ﹤0.01%
16,743
-1,513
-8% -$17.1K
SPYM
3118
State Street SPDR Portfolio S&P 500 ETF
SPYM
$160B
$213K ﹤0.01%
+5,401
New +$210K
CBIO
3119
Crescent Biopharma
CBIO
$555M
$212K ﹤0.01%
691
-20
-3% -$7.64K
MPAA icon
3120
Motorcar Parts of America
MPAA
$260M
$212K ﹤0.01%
13,614
+1,847
+16% +$31.6K
IVOO icon
3121
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.71B
$211K ﹤0.01%
3,360
– –
BXG
3122
DELISTED
Bluegreen Vacations Corporation Common Stock
BXG
$211K ﹤0.01%
43,016
-10,528
-20% -$59.5K
QUAD icon
3123
Quad
QUAD
$509M
$210K ﹤0.01%
69,307
+7,993
+13% +$26.4K
KZR
3124
DELISTED
Kezar Life Sciences
KZR
$209K ﹤0.01%
4,315
+371
+9% +$17.7K
NWLI
3125
DELISTED
National Western Life Group, Inc. Class A
NWLI
$208K ﹤0.01%
1,136
– –
123 124
125
126 127

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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
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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.