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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
AWI icon
1626
Armstrong World Industries
AWI
$7.38B
$4.78M ﹤0.01%
69,487
-23,588
-25% -$1.73M
AXS icon
1627
AXIS Capital
AXS
$7.68B
$4.77M ﹤0.01%
108,246
+7,729
+8% +$337K
PRGS icon
1628
Progress Software
PRGS
$1.66B
$4.75M ﹤0.01%
129,620
+11,918
+10% +$434K
AJRD
1629
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$4.75M ﹤0.01%
119,077
+3,885
+3% +$157K
SITC icon
1630
SITE Centers
SITC
$225M
$4.74M ﹤0.01%
844,076
+210,230
+33% +$1.24M
TTMI icon
1631
TTM Technologies
TTMI
$12B
$4.73M ﹤0.01%
414,292
+33,287
+9% +$389K
BILL icon
1632
BILL Holdings
BILL
$4.49B
$4.72M ﹤0.01%
47,052
+25,530
+119% +$2.32M
AAT
1633
American Assets Trust
AAT
$1.45B
$4.72M ﹤0.01%
195,896
+47,101
+32% +$1.22M
PBI icon
1634
Pitney Bowes
PBI
$2.37B
$4.71M ﹤0.01%
887,453
-361,532
-29% -$1.67M
PLAN
1635
DELISTED
Anaplan, Inc.
PLAN
$4.71M ﹤0.01%
75,176
+2,865
+4% +$148K
IRT icon
1636
Independence Realty Trust
IRT
$3.92B
$4.7M ﹤0.01%
405,839
+1,948
+0.5% +$22.3K
SFBS
1637
ServisFirst Bancshares
SFBS
$4.89B
$4.7M ﹤0.01%
138,217
+30,792
+29% +$1.11M
STC icon
1638
Stewart Information Services
STC
$2.06B
$4.69M ﹤0.01%
107,157
+32,602
+44% +$1.32M
SPTN
1639
DELISTED
SpartanNash
SPTN
$4.68M ﹤0.01%
286,504
-8,193
-3% -$164K
VLY icon
1640
Valley National Bancorp
VLY
$7.9B
$4.68M ﹤0.01%
683,499
+107,727
+19% +$800K
KSA icon
1641
iShares MSCI Saudi Arabia ETF
KSA
$623M
$4.66M ﹤0.01%
156,988
-9,082
-5% -$255K
VRTU
1642
DELISTED
Virtusa Corporation
VRTU
$4.65M ﹤0.01%
94,624
-18,006
-16% -$715K
CENTA icon
1643
Central Garden & Pet Co Class A
CENTA
$2.37B
$4.64M ﹤0.01%
160,630
+20,426
+15% +$586K
TRTN
1644
DELISTED
Triton International Limited
TRTN
$4.64M ﹤0.01%
113,988
+18,453
+19% +$631K
BLX icon
1645
Bladex Inc
BLX
$2.2B
$4.63M ﹤0.01%
380,756
-21,213
-5% -$254K
PCH
1646
DELISTED
PotlatchDeltic
PCH
$4.62M ﹤0.01%
109,630
+22,698
+26% +$970K
NGHC
1647
DELISTED
National General Holdings Corp
NGHC
$4.61M ﹤0.01%
136,643
-501,969
-79% -$16.6M
PMT
1648
PennyMac Mortgage Investment
PMT
$822M
$4.6M ﹤0.01%
286,490
-7,231
-2% -$128K
CWEN icon
1649
Clearway Energy Class C
CWEN
$4.94B
$4.6M ﹤0.01%
170,640
-8,026
-4% -$198K
VEON icon
1650
VEON
VEON
$3.62B
$4.58M ﹤0.01%
145,327
+6,001
+4% +$231K
64 65
66
67 68

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AF
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MCM
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PSUF
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IA
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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.