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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
LNN icon
1901
Lindsay Corp
LNN
$1.13B
$3.01M ﹤0.01%
31,129
-3,009
-9% -$297K
SAFT icon
1902
Safety Insurance
SAFT
$1.52B
$3M ﹤0.01%
43,479
-4,207
-9% -$312K
PGTI
1903
DELISTED
PGT, Inc.
PGTI
$3M ﹤0.01%
171,480
+100,462
+141% +$1.76M
MSTR icon
1904
Strategy Inc
MSTR
$34.1B
$3M ﹤0.01%
199,240
+28,330
+17% +$383K
CMRE icon
1905
Costamare
CMRE
$1.88B
$3M ﹤0.01%
493,815
+38,652
+8% +$198K
OSIS icon
1906
OSI Systems
OSIS
$3.65B
$2.99M ﹤0.01%
38,574
-3,745
-9% -$279K
UMBF icon
1907
UMB Financial
UMBF
$11.1B
$2.99M ﹤0.01%
60,978
+1,943
+3% +$98.1K
LNW
1908
DELISTED
Light & Wonder
LNW
$2.99M ﹤0.01%
85,542
+36,703
+75% +$786K
OII icon
1909
Oceaneering
OII
$4.86B
$2.98M ﹤0.01%
845,461
+230,278
+37% +$1.21M
MNR
1910
DELISTED
Monmouth Real Estate Investment Corp
MNR
$2.97M ﹤0.01%
214,350
+6,771
+3% +$96.5K
TME icon
1911
Tencent Music
TME
$15.5B
$2.97M ﹤0.01%
200,933
+39,568
+25% +$617K
ECOL
1912
DELISTED
US Ecology, Inc.
ECOL
$2.97M ﹤0.01%
90,853
+14,333
+19% +$501K
AIN icon
1913
Albany International
AIN
$2.11B
$2.96M ﹤0.01%
59,836
-2,065
-3% -$107K
MYGN icon
1914
Myriad Genetics
MYGN
$270M
$2.96M ﹤0.01%
226,625
+113,182
+100% +$1.43M
USPH icon
1915
US Physical Therapy
USPH
$1.2B
$2.95M ﹤0.01%
33,998
-5,873
-15% -$505K
MNDT
1916
DELISTED
Mandiant, Inc. Common Stock
MNDT
$2.95M ﹤0.01%
239,051
-89,155
-27% -$1.22M
TXG icon
1917
10x Genomics
TXG
$6B
$2.93M ﹤0.01%
23,493
+7,934
+51% +$833K
MXL icon
1918
MaxLinear
MXL
$6.06B
$2.93M ﹤0.01%
125,926
+672
+0.5% +$16.6K
DCH
1919
Dauch Corp
DCH
$1.34B
$2.93M ﹤0.01%
507,180
+2,218
+0.4% +$15.9K
DLX icon
1920
Deluxe
DLX
$1.18B
$2.92M ﹤0.01%
113,534
+25,509
+29% +$658K
CZZ
1921
DELISTED
Cosan Limited
CZZ
$2.92M ﹤0.01%
196,466
-103,423
-34% -$1.82M
OUT icon
1922
Outfront Media
OUT
$5.61B
$2.91M ﹤0.01%
203,053
-5,021
-2% -$75.1K
CWST icon
1923
Casella Waste Systems
CWST
$5.71B
$2.9M ﹤0.01%
52,015
-46
-0.1% -$2.52K
EGHT icon
1924
8x8 Inc
EGHT
$269M
$2.9M ﹤0.01%
186,803
+43,260
+30% +$696K
PRK icon
1925
Park National Corp
PRK
$3.76B
$2.9M ﹤0.01%
35,364
+12,396
+54% +$1.01M
75 76
77
78 79

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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.