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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
HPP
1951
Hudson Pacific Properties
HPP
$747M
$2.77M ﹤0.01%
18,009
+1,511
+9% +$249K
HNI icon
1952
HNI Corp
HNI
$3.24B
$2.76M ﹤0.01%
88,002
+5,498
+7% +$169K
ENIA
1953
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$2.76M ﹤0.01%
427,304
-371,817
-47% -$2.72M
PAC icon
1954
Grupo Aeroportuario del Pacifico
PAC
$12.9B
$2.75M ﹤0.01%
34,104
-5,226
-13% -$379K
EPC icon
1955
Edgewell Personal Care
EPC
$1.25B
$2.75M ﹤0.01%
98,588
+7,092
+8% +$210K
IWN icon
1956
iShares Russell 2000 Value ETF
IWN
$14.3B
$2.75M ﹤0.01%
+27,652
New +$2.81M
JBSS icon
1957
John B. Sanfilippo & Son
JBSS
$967M
$2.74M ﹤0.01%
36,359
+12
+0% +$1K
PLCE icon
1958
Children's Place
PLCE
$54.3M
$2.74M ﹤0.01%
96,533
+39,625
+70% +$1.09M
SAFE
1959
Safehold
SAFE
$1.16B
$2.73M ﹤0.01%
47,498
+612
+1% +$36.1K
CXW icon
1960
CoreCivic
CXW
$2.96B
$2.72M ﹤0.01%
340,305
+89,707
+36% +$815K
KW
1961
DELISTED
Kennedy-Wilson Holdings
KW
$2.72M ﹤0.01%
187,145
+10,726
+6% +$160K
SPWH icon
1962
Sportsman's Warehouse
SPWH
$44.5M
$2.72M ﹤0.01%
189,779
+18,635
+11% +$287K
AVYA
1963
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$2.71M ﹤0.01%
178,152
-6,011
-3% -$84.9K
EGBN icon
1964
Eagle Bancorp
EGBN
$846M
$2.71M ﹤0.01%
101,063
-52,123
-34% -$1.54M
OTTR icon
1965
Otter Tail
OTTR
$3.71B
$2.71M ﹤0.01%
74,824
+15,897
+27% +$612K
KYNB
1966
Kyntra Bio
KYNB
$27.2M
$2.69M ﹤0.01%
2,622
+441
+20% +$475K
PFS icon
1967
Provident Financial Services
PFS
$3.22B
$2.69M ﹤0.01%
220,940
-19,016
-8% -$256K
SOHU
1968
Sohu.com
SOHU
$362M
$2.69M ﹤0.01%
135,362
-80,932
-37% -$1.4M
CARS icon
1969
Cars.com
CARS
$662M
$2.68M ﹤0.01%
331,971
+111,220
+50% +$863K
VIVO
1970
DELISTED
Meridian Bioscience Inc
VIVO
$2.67M ﹤0.01%
157,545
-29,132
-16% -$566K
HTGC icon
1971
Hercules Capital
HTGC
$3.07B
$2.67M ﹤0.01%
230,981
+10,042
+5% +$112K
INSP icon
1972
Inspire Medical Systems
INSP
$1.45B
$2.67M ﹤0.01%
20,702
+2,743
+15% +$302K
CADE
1973
DELISTED
Cadence Bank
CADE
$2.67M ﹤0.01%
137,755
-25,770
-16% -$551K
CPF icon
1974
Central Pacific Financial
CPF
$1.02B
$2.67M ﹤0.01%
196,505
-27,553
-12% -$417K
CIVI
1975
DELISTED
Civitas Resources
CIVI
$2.66M ﹤0.01%
141,437
+34,685
+32% +$650K
77 78
79
80 81

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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.