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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
VSTO
1751
DELISTED
Vista Outdoor Inc.
VSTO
$3.89M ﹤0.01%
192,940
+14,392
+8% +$264K
JPS
1752
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$3.89M ﹤0.01%
441,290
+35,491
+9% +$316K
BBT
1753
Beacon Financial Corp
BBT
$2.66B
$3.88M ﹤0.01%
383,540
+222,190
+138% +$2.19M
IDCC icon
1754
InterDigital
IDCC
$7.87B
$3.88M ﹤0.01%
67,965
-94,602
-58% -$5.68M
MLKN icon
1755
MillerKnoll
MLKN
$1.53B
$3.87M ﹤0.01%
128,462
+2,957
+2% +$73.2K
AMSF icon
1756
AMERISAFE
AMSF
$543M
$3.87M ﹤0.01%
67,501
+1,529
+2% +$96.3K
VUG icon
1757
Vanguard Morningstar Growth ETF
VUG
$220B
$3.86M ﹤0.01%
101,796
+12,474
+14% +$461K
CTRE icon
1758
CareTrust REIT
CTRE
$9.91B
$3.85M ﹤0.01%
216,525
+47,735
+28% +$868K
NWN icon
1759
Northwest Natural Holdings
NWN
$2.06B
$3.84M ﹤0.01%
84,670
+1,142
+1% +$58.3K
CVE icon
1760
Cenovus Energy
CVE
$55.7B
$3.83M ﹤0.01%
985,126
-24,941
-2% -$114K
SABR icon
1761
Sabre
SABR
$731M
$3.83M ﹤0.01%
587,875
-90,105
-13% -$668K
SWCH
1762
DELISTED
Switch, Inc. Class A Common Stock
SWCH
$3.81M ﹤0.01%
244,210
-154,444
-39% -$2.63M
VISN
1763
Vistance Networks Inc
VISN
$2.65B
$3.8M ﹤0.01%
422,445
+122,651
+41% +$1.16M
CTT
1764
DELISTED
CATCHMARK TIMBER TRUST, INC.
CTT
$3.8M ﹤0.01%
425,408
-3,283
-0.8% -$31.3K
KOF icon
1765
Coca-Cola Femsa
KOF
$22.7B
$3.79M ﹤0.01%
93,187
-9,763
-9% -$410K
MQT
1766
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$3.79M ﹤0.01%
290,151
-33,202
-10% -$437K
UCTT
1767
Ultra Clean Holdings
UCTT
$3.73B
$3.79M ﹤0.01%
176,645
-785
-0.4% -$19.1K
TGTX icon
1768
TG Therapeutics
TGTX
$7.96B
$3.78M ﹤0.01%
141,266
+5,016
+4% +$115K
ARGX icon
1769
argenx
ARGX
$54.6B
$3.76M ﹤0.01%
14,336
+2,788
+24% +$670K
PARAA
1770
DELISTED
Paramount Global Class A
PARAA
$3.76M ﹤0.01%
124,122
-1,634
-1% -$47.7K
AVAV icon
1771
AeroVironment
AVAV
$7.56B
$3.76M ﹤0.01%
62,597
+4,170
+7% +$310K
GRA
1772
DELISTED
W.R. Grace & Co.
GRA
$3.75M ﹤0.01%
93,153
-7,102
-7% -$324K
CSII
1773
DELISTED
Cardiovascular Systems, Inc.
CSII
$3.75M ﹤0.01%
95,191
-33,044
-26% -$1.07M
FCFS icon
1774
FirstCash
FCFS
$8.85B
$3.74M ﹤0.01%
65,330
+8,256
+14% +$505K
FULT icon
1775
Fulton Financial
FULT
$4.66B
$3.74M ﹤0.01%
400,693
+125,811
+46% +$1.24M
69 70
71
72 73

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MCM
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PSUF
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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.