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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
FLWS icon
1776
1-800-Flowers.com
FLWS
$250M
$3.73M ﹤0.01%
149,488
+20,691
+16% +$547K
ABCB icon
1777
Ameris Bancorp
ABCB
$5.85B
$3.71M ﹤0.01%
162,826
-2,413
-1% -$56.7K
UCB
1778
United Community Banks
UCB
$4.24B
$3.71M ﹤0.01%
219,062
+32,552
+17% +$586K
CALX icon
1779
Calix
CALX
$2.26B
$3.7M ﹤0.01%
208,012
-13,838
-6% -$261K
INVA icon
1780
Innoviva
INVA
$1.55B
$3.69M ﹤0.01%
353,318
+1,888
+0.5% +$24K
MLI icon
1781
Mueller Industries
MLI
$14.7B
$3.69M ﹤0.01%
545,248
+32,984
+6% +$236K
SAFE
1782
DELISTED
Safehold Inc.
SAFE
$3.68M ﹤0.01%
59,293
+28,846
+95% +$1.56M
IOVA icon
1783
Iovance Biotherapeutics
IOVA
$1.82B
$3.65M ﹤0.01%
110,965
-38,051
-26% -$1.17M
EWJ icon
1784
iShares MSCI Japan ETF
EWJ
$21.9B
$3.65M ﹤0.01%
61,794
+1,465
+2% +$83.9K
NOVT icon
1785
Novanta
NOVT
$5.08B
$3.63M ﹤0.01%
34,496
-1,098
-3% -$116K
FIX icon
1786
Comfort Systems
FIX
$60.9B
$3.62M ﹤0.01%
70,334
+6,450
+10% +$313K
SBGI icon
1787
Sinclair Inc
SBGI
$992M
$3.62M ﹤0.01%
188,327
+27,517
+17% +$555K
XNCR icon
1788
Xencor
XNCR
$1.5B
$3.62M ﹤0.01%
93,368
+21,034
+29% +$731K
CVGW
1789
DELISTED
Calavo Growers
CVGW
$3.6M ﹤0.01%
54,340
+4,095
+8% +$257K
FARO
1790
DELISTED
Faro Technologies
FARO
$3.59M ﹤0.01%
58,845
+5,804
+11% +$333K
STBA icon
1791
S&T Bancorp
STBA
$1.84B
$3.58M ﹤0.01%
202,403
+123,007
+155% +$2.56M
CLW icon
1792
Clearwater Paper
CLW
$339M
$3.58M ﹤0.01%
94,286
+30,894
+49% +$1.11M
CBZ icon
1793
CBIZ
CBZ
$2.99B
$3.57M ﹤0.01%
156,242
-28,955
-16% -$688K
BCH icon
1794
Banco de Chile
BCH
$20.9B
$3.56M ﹤0.01%
235,790
-39,245
-14% -$686K
MDRX
1795
DELISTED
Veradigm Inc. Common Stock
MDRX
$3.56M ﹤0.01%
437,541
+34,007
+8% +$278K
TNC icon
1796
Tennant Co
TNC
$1.43B
$3.56M ﹤0.01%
58,982
+401
+0.7% +$26.5K
NHI icon
1797
National Health Investors
NHI
$3.72B
$3.56M ﹤0.01%
59,052
-2,332
-4% -$144K
PPTY
1798
US Diversified Real Estate ETF
PPTY
$25.9M
$3.56M ﹤0.01%
136,757
+3,958
+3% +$106K
STRA icon
1799
Strategic Education
STRA
$1.85B
$3.55M ﹤0.01%
38,842
-13,008
-25% -$1.58M
PLUS icon
1800
ePlus
PLUS
$2.42B
$3.53M ﹤0.01%
96,340
+3,496
+4% +$130K
70 71
72
73 74

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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.