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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
NBHC icon
2326
National Bank Holdings
NBHC
$1.92B
$1.4M ﹤0.01%
53,314
+1,526
+3% +$41.8K
SCHL icon
2327
Scholastic
SCHL
$767M
$1.39M ﹤0.01%
66,434
-7,504
-10% -$184K
WIW
2328
Western Asset Inflation-Linked Opportunities & Income Fund
WIW
$505M
$1.39M ﹤0.01%
123,368
+76,227
+162% +$867K
KFRC icon
2329
Kforce
KFRC
$1.02B
$1.38M ﹤0.01%
42,914
-5,640
-12% -$181K
MBUU icon
2330
Malibu Boats
MBUU
$541M
$1.37M ﹤0.01%
27,684
+2,657
+11% +$144K
NOAH
2331
Noah Holdings
NOAH
$580M
$1.37M ﹤0.01%
52,592
-20,286
-28% -$598K
MUB icon
2332
iShares National Muni Bond ETF
MUB
$45.1B
$1.37M ﹤0.01%
11,784
+7,710
+189% +$896K
IPAR icon
2333
Interparfums
IPAR
$3.99B
$1.36M ﹤0.01%
36,552
-12,805
-26% -$551K
VIR icon
2334
Vir Biotechnology
VIR
$1.46B
$1.36M ﹤0.01%
39,699
-31,261
-44% -$1.35M
DAVA icon
2335
Endava
DAVA
$158M
$1.36M ﹤0.01%
21,488
-891
-4% -$48.3K
MDP
2336
DELISTED
Meredith Corporation
MDP
$1.35M ﹤0.01%
103,002
+322
+0.3% +$4.5K
RDUS
2337
DELISTED
Radius Recycling
RDUS
$1.35M ﹤0.01%
70,201
+6,765
+11% +$128K
VRT icon
2338
Vertiv
VRT
$93B
$1.35M ﹤0.01%
77,879
+52,693
+209% +$825K
UVE icon
2339
Universal Insurance Holdings
UVE
$1.22B
$1.34M ﹤0.01%
97,198
+12,922
+15% +$228K
CRDF icon
2340
Cardiff Oncology
CRDF
$66.5M
$1.34M ﹤0.01%
+94,691
New +$625K
CNH
2341
CNH Industrial
CNH
$12.7B
$1.34M ﹤0.01%
197,361
+8,794
+5% +$58.3K
IVR icon
2342
Invesco Mortgage Capital
IVR
$759M
$1.34M ﹤0.01%
49,406
+8,137
+20% +$251K
LKFN icon
2343
Lakeland Financial Corp
LKFN
$1.56B
$1.34M ﹤0.01%
32,469
-404
-1% -$18.3K
UIS icon
2344
Unisys
UIS
$209M
$1.34M ﹤0.01%
125,313
+13,576
+12% +$156K
MTLS
2345
Materialise
MTLS
$368M
$1.33M ﹤0.01%
36,138
-733
-2% -$22.4K
LASR icon
2346
nLIGHT
LASR
$3.88B
$1.33M ﹤0.01%
56,774
-1,595
-3% -$36.7K
AXSM icon
2347
Axsome Therapeutics
AXSM
$11.2B
$1.33M ﹤0.01%
18,693
-6,009
-24% -$468K
MOFG
2348
DELISTED
MidWestOne Financial Group
MOFG
$1.33M ﹤0.01%
74,560
+42,693
+134% +$805K
MCRI icon
2349
Monarch Casino & Resort
MCRI
$2.2B
$1.33M ﹤0.01%
29,790
+1,137
+4% +$46.5K
MRC
2350
DELISTED
MRC Global
MRC
$1.33M ﹤0.01%
310,312
+46,518
+18% +$267K
92 93
94
95 96

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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.