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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
UHT
2076
Universal Health Realty Income Trust
UHT
$603M
$2.25M ﹤0.01%
39,499
-6,915
-15% -$467K
GRBK icon
2077
Green Brick Partners
GRBK
$3.04B
$2.25M ﹤0.01%
139,669
+47,427
+51% +$699K
GEO icon
2078
The GEO Group
GEO
$4.13B
$2.25M ﹤0.01%
198,266
+32,725
+20% +$365K
MYRG icon
2079
MYR Group
MYRG
$5.19B
$2.24M ﹤0.01%
60,172
+3,506
+6% +$124K
GGB icon
2080
Gerdau
GGB
$9.74B
$2.24M ﹤0.01%
761,545
-397,557
-34% -$1.09M
CIG icon
2081
CEMIG Preferred Shares
CIG
$6.26B
$2.23M ﹤0.01%
2,276,789
-339,559
-13% -$374K
DIN icon
2082
Dine Brands
DIN
$456M
$2.23M ﹤0.01%
40,897
+3,101
+8% +$157K
CBPO
2083
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$2.23M ﹤0.01%
20,056
-12
-0.1% -$1.29K
CFFN icon
2084
Capitol Federal Financial
CFFN
$1.09B
$2.23M ﹤0.01%
240,520
+130,039
+118% +$1.27M
CBB
2085
DELISTED
Cincinnati Bell Inc.
CBB
$2.23M ﹤0.01%
148,372
+924
+0.6% +$13.9K
GOTU icon
2086
Gaotu Techedu
GOTU
$434M
$2.22M ﹤0.01%
24,650
-16,364
-40% -$1.46M
WMGI
2087
DELISTED
Wright Medical Group Inc
WMGI
$2.21M ﹤0.01%
72,369
-13
-0% -$392
BANF icon
2088
BancFirst
BANF
$3.79B
$2.21M ﹤0.01%
54,089
+17,741
+49% +$748K
SM icon
2089
SM Energy
SM
$7.8B
$2.21M ﹤0.01%
1,389,537
+779,379
+128% +$2.18M
HTO
2090
H2O America
HTO
$2.57B
$2.21M ﹤0.01%
36,273
-18,290
-34% -$1.16M
NCZ
2091
Virtus Convertible & Income Fund II
NCZ
$294M
$2.21M ﹤0.01%
134,102
-18,688
-12% -$310K
ECHO
2092
EchoStar
ECHO
$24.4B
$2.2M ﹤0.01%
88,386
+8,305
+10% +$232K
XLV icon
2093
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$2.2M ﹤0.01%
20,831
-2,268
-10% -$239K
AMPH icon
2094
Amphastar Pharmaceuticals
AMPH
$879M
$2.19M ﹤0.01%
116,968
+2,588
+2% +$52.1K
BB icon
2095
BlackBerry
BB
$4.98B
$2.19M ﹤0.01%
477,423
-2,073
-0.4% -$10K
ENTA icon
2096
Enanta Pharmaceuticals
ENTA
$366M
$2.19M ﹤0.01%
47,826
+12,055
+34% +$584K
SGMO
2097
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$2.19M ﹤0.01%
231,441
+22,104
+11% +$239K
ATI icon
2098
ATI
ATI
$25.6B
$2.19M ﹤0.01%
250,666
+88,792
+55% +$817K
GO icon
2099
Grocery Outlet
GO
$909M
$2.19M ﹤0.01%
55,590
+14,979
+37% +$618K
USCR
2100
DELISTED
U S Concrete, Inc.
USCR
$2.17M ﹤0.01%
74,821
+21,424
+40% +$578K
82 83
84
85 86

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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.