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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
MNTV
1801
DELISTED
Momentive Global Inc. Common Stock
MNTV
$3.52M ﹤0.01%
159,212
-288,002
-64% -$6.69M
ANAT
1802
DELISTED
American National Group, Inc. Common Stock
ANAT
$3.52M ﹤0.01%
52,132
-3,355
-6% -$243K
MSEX icon
1803
Middlesex Water
MSEX
$1.08B
$3.52M ﹤0.01%
56,594
+5,419
+11% +$351K
BEPC icon
1804
Brookfield Renewable
BEPC
$6.08B
$3.52M ﹤0.01%
+90,006
New +$3.02M
MAXR
1805
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
$3.49M ﹤0.01%
139,986
+57,055
+69% +$1.26M
TX icon
1806
Ternium
TX
$9.67B
$3.48M ﹤0.01%
184,723
-50,212
-21% -$843K
NZF icon
1807
Nuveen Municipal Credit Income Fund
NZF
$2.4B
$3.47M ﹤0.01%
236,424
-6,200
-3% -$93.1K
GBCI icon
1808
Glacier Bancorp
GBCI
$6.42B
$3.47M ﹤0.01%
108,324
-18,173
-14% -$628K
PIPR icon
1809
Piper Sandler
PIPR
$5.12B
$3.47M ﹤0.01%
190,152
-976
-0.5% -$16.6K
WABC icon
1810
Westamerica Bancorp
WABC
$1.38B
$3.47M ﹤0.01%
63,826
+4,078
+7% +$239K
SHO icon
1811
Sunstone Hotel Investors
SHO
$2.19B
$3.46M ﹤0.01%
435,976
+36,545
+9% +$290K
ADEA icon
1812
Adeia
ADEA
$2.94B
$3.46M ﹤0.01%
1,137,833
-248,720
-18% -$919K
ARCH
1813
DELISTED
Arch Resources, Inc.
ARCH
$3.46M ﹤0.01%
81,396
+33,357
+69% +$1.18M
MDLA
1814
DELISTED
Medallia, Inc.
MDLA
$3.45M ﹤0.01%
125,979
+2,348
+2% +$71.2K
DT icon
1815
Dynatrace
DT
$12.9B
$3.44M ﹤0.01%
83,925
+13,675
+19% +$560K
CSOD
1816
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$3.44M ﹤0.01%
94,689
-9,327
-9% -$335K
UTL icon
1817
Unitil
UTL
$970M
$3.44M ﹤0.01%
88,939
+1,081
+1% +$45.3K
ELME
1818
Elme Communities
ELME
$143M
$3.43M ﹤0.01%
170,589
+29,212
+21% +$637K
GEF icon
1819
Greif
GEF
$4.92B
$3.43M ﹤0.01%
94,756
+11,870
+14% +$438K
KTB icon
1820
Kontoor Brands
KTB
$4.63B
$3.43M ﹤0.01%
141,606
+22,131
+19% +$463K
CDLX icon
1821
Cardlytics
CDLX
$21.7M
$3.42M ﹤0.01%
4,852
-221
-4% -$161K
WSBC icon
1822
WesBanco
WSBC
$3.97B
$3.42M ﹤0.01%
160,069
+82,535
+106% +$1.75M
PNTG icon
1823
Pennant Group
PNTG
$1.4B
$3.4M ﹤0.01%
88,070
+8,360
+10% +$256K
VGR
1824
DELISTED
Vector Group Ltd.
VGR
$3.39M ﹤0.01%
493,139
-9,996
-2% -$68.1K
GKOS icon
1825
Glaukos
GKOS
$9.83B
$3.36M ﹤0.01%
67,865
+4,897
+8% +$215K
71 72
73
74 75

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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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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.