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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
IRWD icon
2201
Ironwood Pharmaceuticals
IRWD
$696M
$1.78M ﹤0.01%
197,588
+43,579
+28% +$433K
HCM icon
2202
HUTCHMED
HCM
$1.93B
$1.77M ﹤0.01%
54,944
-22,123
-29% -$690K
PRKS icon
2203
United Parks & Resorts
PRKS
$2.1B
$1.77M ﹤0.01%
89,989
+20,471
+29% +$374K
INWK
2204
DELISTED
InnerWorkings, Inc.
INWK
$1.77M ﹤0.01%
591,942
+12,960
+2% +$33.5K
CMPR icon
2205
Cimpress
CMPR
$2.39B
$1.77M ﹤0.01%
23,536
-6,983
-23% -$598K
OEC icon
2206
Orion
OEC
$381M
$1.77M ﹤0.01%
141,181
+24,762
+21% +$297K
WB icon
2207
Weibo
WB
$2B
$1.76M ﹤0.01%
48,446
+476
+1% +$16.8K
CRMT icon
2208
America's Car Mart
CRMT
$26.6M
$1.76M ﹤0.01%
20,737
+87
+0.4% +$8.23K
BRFS
2209
DELISTED
BRF SA
BRFS
$1.76M ﹤0.01%
536,417
-106,144
-17% -$407K
LMAT icon
2210
LeMaitre Vascular
LMAT
$2.32B
$1.76M ﹤0.01%
53,982
+12,637
+31% +$379K
FIBK icon
2211
First Interstate BancSystem
FIBK
$3.69B
$1.75M ﹤0.01%
55,061
+8,083
+17% +$250K
AUDC icon
2212
AudioCodes
AUDC
$244M
$1.75M ﹤0.01%
+55,552
New +$1.88M
WSFS icon
2213
WSFS Financial
WSFS
$4.12B
$1.75M ﹤0.01%
64,749
+3,599
+6% +$102K
ZGNX
2214
DELISTED
Zogenix, Inc.
ZGNX
$1.75M ﹤0.01%
97,340
-3,912
-4% -$95.9K
HFWA icon
2215
Heritage Financial
HFWA
$1.22B
$1.74M ﹤0.01%
94,735
+14,602
+18% +$286K
CAL icon
2216
Caleres
CAL
$431M
$1.74M ﹤0.01%
181,459
-2,444
-1% -$19.6K
BHVN
2217
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$1.73M ﹤0.01%
26,643
-2,562
-9% -$168K
ARES icon
2218
Ares Management
ARES
$28.9B
$1.73M ﹤0.01%
42,742
+4,787
+13% +$191K
EBIX
2219
DELISTED
Ebix Inc
EBIX
$1.73M ﹤0.01%
83,900
+7,488
+10% +$167K
DMC
2220
Del Monte Corp
DMC
$1.41B
$1.73M ﹤0.01%
75,334
+18,364
+32% +$431K
HWKN icon
2221
Hawkins
HWKN
$2.67B
$1.73M ﹤0.01%
74,942
+3,590
+5% +$88.2K
PEBO icon
2222
Peoples Bancorp
PEBO
$1.5B
$1.73M ﹤0.01%
90,383
+18,612
+26% +$383K
VECO icon
2223
Veeco
VECO
$3.05B
$1.72M ﹤0.01%
147,547
-97,502
-40% -$1.24M
DRNA
2224
DELISTED
Dicerna Pharmaceuticals, Inc.
DRNA
$1.72M ﹤0.01%
95,511
-41,082
-30% -$851K
TEN
2225
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$1.71M ﹤0.01%
246,945
+29,786
+14% +$237K
87 88
89
90 91

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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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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.