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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
CHU
2101
DELISTED
China Unicom (HONG KONG) Limited
CHU
$2.17M ﹤0.01%
331,515
+26,153
+9% +$172K
INVX
2102
Innovex International
INVX
$1.96B
$2.17M ﹤0.01%
87,458
+3,234
+4% +$103K
WK icon
2103
Workiva
WK
$3.36B
$2.16M ﹤0.01%
38,692
+2,064
+6% +$115K
SCS
2104
DELISTED
Steelcase
SCS
$2.15M ﹤0.01%
212,885
-25,013
-11% -$269K
WSBF icon
2105
Waterstone Financial
WSBF
$370M
$2.14M ﹤0.01%
138,418
-390
-0.3% -$5.85K
TPTX
2106
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
$2.14M ﹤0.01%
24,515
+18,942
+340% +$1.32M
EVN
2107
Eaton Vance Municipal Income Trust
EVN
$414M
$2.14M ﹤0.01%
166,898
+34,278
+26% +$437K
REAL icon
2108
The RealReal
REAL
$1.46B
$2.13M ﹤0.01%
146,988
+102,360
+229% +$1.56M
NOVA
2109
DELISTED
Sunnova Energy
NOVA
$2.12M ﹤0.01%
69,851
+54,893
+367% +$1.3M
COLL icon
2110
Collegium Pharmaceutical
COLL
$1.15B
$2.12M ﹤0.01%
101,929
+9,818
+11% +$177K
VCRA
2111
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
$2.1M ﹤0.01%
72,338
+3,440
+5% +$93K
TRMK icon
2112
Trustmark
TRMK
$2.76B
$2.1M ﹤0.01%
97,880
+19,137
+24% +$440K
ACIA
2113
DELISTED
Acacia Communications Inc
ACIA
$2.1M ﹤0.01%
31,104
+4,097
+15% +$278K
PBF icon
2114
PBF Energy
PBF
$8.57B
$2.1M ﹤0.01%
368,267
-3,494
-0.9% -$29K
NFE icon
2115
New Fortress Energy
NFE
$92.1M
$2.09M ﹤0.01%
+47,589
New +$1.25M
CIR
2116
DELISTED
CIRCOR International, Inc
CIR
$2.09M ﹤0.01%
76,331
-31,399
-29% -$875K
APPN icon
2117
Appian
APPN
$1.98B
$2.08M ﹤0.01%
32,189
+3,449
+12% +$187K
ECOM
2118
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$2.08M ﹤0.01%
144,041
-17,008
-11% -$282K
IJH icon
2119
iShares Core S&P Mid-Cap ETF
IJH
$122B
$2.08M ﹤0.01%
56,170
-10,755
-16% -$402K
ALG icon
2120
Alamo Group
ALG
$1.94B
$2.08M ﹤0.01%
19,243
+96
+0.5% +$10.2K
AXNX
2121
DELISTED
Axonics, Inc. Common Stock
AXNX
$2.07M ﹤0.01%
40,626
+23,825
+142% +$995K
EWY icon
2122
iShares MSCI South Korea ETF
EWY
$21.9B
$2.07M ﹤0.01%
31,670
-11,868
-27% -$744K
JOBS
2123
DELISTED
51job Inc
JOBS
$2.07M ﹤0.01%
26,487
-7,120
-21% -$495K
JOE icon
2124
St. Joe Company
JOE
$3.54B
$2.06M ﹤0.01%
99,952
-755
-0.7% -$15.8K
CVCO icon
2125
Cavco Industries
CVCO
$4.22B
$2.06M ﹤0.01%
11,418
-5,921
-34% -$1.13M
83 84
85
86 87

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MCM
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PSUF
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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.