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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
RGR icon
1876
Sturm, Ruger & Co
RGR
$594M
$3.13M ﹤0.01%
51,232
-2,896
-5% -$214K
CLDT
1877
Chatham Lodging
CLDT
$622M
$3.13M ﹤0.01%
410,453
+53,040
+15% +$348K
SINA
1878
DELISTED
Sina Corp
SINA
$3.12M ﹤0.01%
73,309
-23,295
-24% -$936K
NVTA
1879
DELISTED
Invitae Corporation
NVTA
$3.12M ﹤0.01%
72,009
+3,733
+5% +$127K
SUPN icon
1880
Supernus Pharmaceuticals
SUPN
$2.59B
$3.12M ﹤0.01%
149,588
+7,401
+5% +$168K
ASR icon
1881
Grupo Aeroportuario del Sureste
ASR
$8.27B
$3.11M ﹤0.01%
26,839
-6,799
-20% -$739K
KLIC icon
1882
Kulicke & Soffa
KLIC
$4.67B
$3.11M ﹤0.01%
139,028
+7,740
+6% +$183K
UGP icon
1883
Ultrapar
UGP
$6.95B
$3.1M ﹤0.01%
907,260
+46,373
+5% +$171K
ACCO icon
1884
Acco Brands
ACCO
$389M
$3.1M ﹤0.01%
534,810
+252,863
+90% +$1.65M
MCY icon
1885
Mercury Insurance
MCY
$5.93B
$3.09M ﹤0.01%
74,744
+11,669
+19% +$501K
TR icon
1886
Tootsie Roll Industries
TR
$2.93B
$3.09M ﹤0.01%
119,242
-21,770
-15% -$581K
SHAK icon
1887
Shake Shack
SHAK
$2.53B
$3.08M ﹤0.01%
47,712
+5,740
+14% +$333K
FCNCA icon
1888
First Citizens BancShares
FCNCA
$24.9B
$3.07M ﹤0.01%
9,628
-761
-7% -$294K
CVSA
1889
Covista Inc
CVSA
$4.25B
$3.06M ﹤0.01%
124,729
-4,060
-3% -$131K
HA
1890
DELISTED
Hawaiian Holdings, Inc.
HA
$3.06M ﹤0.01%
236,986
+4,937
+2% +$65.9K
VRTS icon
1891
Virtus Investment Partners
VRTS
$1.06B
$3.05M ﹤0.01%
22,008
+160
+0.7% +$21.6K
CMD
1892
DELISTED
Cantel Medical Corporation
CMD
$3.05M ﹤0.01%
69,396
-3,866
-5% -$190K
LEN.B icon
1893
Lennar Class B
LEN.B
$19.4B
$3.04M ﹤0.01%
48,684
-127
-0.3% -$6.86K
RUSHA icon
1894
Rush Enterprises Class A
RUSHA
$6.2B
$3.04M ﹤0.01%
135,295
+5,956
+5% +$127K
RSX
1895
DELISTED
VanEck Russia ETF
RSX
$3.03M ﹤0.01%
144,725
– –
MHI
1896
DELISTED
Pioneer Municipal High Income Fund
MHI
$3.03M ﹤0.01%
261,522
+115,654
+79% +$1.36M
COHR
1897
DELISTED
Coherent Inc
COHR
$3.02M ﹤0.01%
27,256
-4,335
-14% -$525K
AFT
1898
DELISTED
Apollo Senior Floating Rate Fund Inc.
AFT
$3.02M ﹤0.01%
235,781
+69,912
+42% +$886K
GVA icon
1899
Granite Construction
GVA
$5.29B
$3.02M ﹤0.01%
171,402
+10,480
+7% +$192K
WORK
1900
DELISTED
Slack Technologies, Inc.
WORK
$3.02M ﹤0.01%
112,347
-160,392
-59% -$4.72M
74 75
76
77 78

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MCM
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PSUF
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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.