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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
CBRL icon
1676
Cracker Barrel
CBRL
$1.26B
$4.36M ﹤0.01%
38,045
-49,959
-57% -$5.86M
NSLR
1677
Neostellar Capital Corp
NSLR
$269M
$4.36M ﹤0.01%
479,387
– –
UA icon
1678
Under Armour Class C
UA
$2.77B
$4.36M ﹤0.01%
443,124
+67,005
+18% +$629K
MFL
1679
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$4.36M ﹤0.01%
324,721
-4,710
-1% -$63.6K
GFF icon
1680
Griffon
GFF
$3.95B
$4.35M ﹤0.01%
222,636
+98,623
+80% +$2.03M
BOKF icon
1681
BOK Financial
BOKF
$8.58B
$4.35M ﹤0.01%
84,408
-619
-0.7% -$34K
FSS icon
1682
Federal Signal
FSS
$7.62B
$4.35M ﹤0.01%
148,627
+10,280
+7% +$317K
MUE
1683
DELISTED
BlackRock MuniHoldings Quality Fund II
MUE
$4.35M ﹤0.01%
341,186
+27,482
+9% +$354K
CORT icon
1684
Corcept Therapeutics
CORT
$12.4B
$4.33M ﹤0.01%
248,638
+33,982
+16% +$542K
HUBG icon
1685
HUB Group
HUBG
$2.85B
$4.33M ﹤0.01%
172,440
+5,370
+3% +$139K
HMSY
1686
DELISTED
HMS Holdings Corp.
HMSY
$4.32M ﹤0.01%
180,444
-13,852
-7% -$407K
CCU icon
1687
Compañía de Cervecerías Unidas
CCU
$2.12B
$4.32M ﹤0.01%
333,061
-12,676
-4% -$179K
MTSI icon
1688
MACOM Technology Solutions
MTSI
$19.2B
$4.32M ﹤0.01%
126,976
-54,406
-30% -$1.98M
SSL icon
1689
Sasol
SSL
$7.5B
$4.32M ﹤0.01%
568,032
-74,483
-12% -$615K
AIMT
1690
DELISTED
Aimmune Therapeutics
AIMT
$4.31M ﹤0.01%
125,235
+52,924
+73% +$1.13M
SMI
1691
DELISTED
Semiconductor Manufacturing Intl
SMI
$4.29M ﹤0.01%
367,668
-83,453
-18% -$975K
VMI icon
1692
Valmont Industries
VMI
$9.3B
$4.29M ﹤0.01%
34,521
+2,327
+7% +$286K
DRH icon
1693
Diamondrock Hospitality Co
DRH
$2.71B
$4.28M ﹤0.01%
844,286
+59,538
+8% +$309K
TV icon
1694
Televisa
TV
$1.48B
$4.28M ﹤0.01%
692,145
-309,064
-31% -$1.88M
VO icon
1695
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$4.27M ﹤0.01%
96,892
-4,172
-4% -$182K
SXI icon
1696
Standex International
SXI
$3.59B
$4.26M ﹤0.01%
71,978
+4,118
+6% +$237K
VICR icon
1697
Vicor
VICR
$9.56B
$4.24M ﹤0.01%
54,479
-3,711
-6% -$295K
SAIL
1698
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
$4.24M ﹤0.01%
107,013
+53,929
+102% +$1.87M
EGOV
1699
DELISTED
NIC Inc
EGOV
$4.21M ﹤0.01%
213,694
-4,439
-2% -$95.9K
AQUA
1700
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
$4.21M ﹤0.01%
198,273
+43,931
+28% +$876K
66 67
68
69 70

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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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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.