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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
TROX icon
2401
Tronox
TROX
$932M
$1.21M ﹤0.01%
153,735
+11,572
+8% +$96.6K
LOCO icon
2402
El Pollo Loco
LOCO
$501M
$1.21M ﹤0.01%
74,507
+66
+0.1% +$1.09K
ZVO
2403
DELISTED
Zovio Inc. Common Stock
ZVO
$1.21M ﹤0.01%
+301,845
New +$1.33M
IBCP icon
2404
Independent Bank Corp
IBCP
$787M
$1.21M ﹤0.01%
95,951
+10,390
+12% +$145K
CMCO icon
2405
Columbus McKinnon
CMCO
$553M
$1.2M ﹤0.01%
36,251
-3,136
-8% -$109K
ANGO icon
2406
AngioDynamics
ANGO
$611M
$1.2M ﹤0.01%
99,445
+14,573
+17% +$138K
LGF.A
2407
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$1.2M ﹤0.01%
126,493
+17,146
+16% +$148K
LL
2408
DELISTED
LL Flooring Holdings, Inc.
LL
$1.2M ﹤0.01%
54,380
+8,092
+17% +$173K
CARG icon
2409
CarGurus
CARG
$3.27B
$1.2M ﹤0.01%
55,291
-9,147
-14% -$234K
CUBI icon
2410
Customers Bancorp
CUBI
$2.66B
$1.19M ﹤0.01%
106,544
-19,142
-15% -$227K
TRHC
2411
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$1.19M ﹤0.01%
29,198
-15,032
-34% -$749K
XLF icon
2412
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$1.19M ﹤0.01%
49,417
-9,249
-16% -$225K
BSRR icon
2413
Sierra Bancorp
BSRR
$528M
$1.19M ﹤0.01%
70,605
+10,385
+17% +$186K
VVX icon
2414
V2X
VVX
$2.83B
$1.19M ﹤0.01%
31,196
-3,429
-10% -$149K
FSV icon
2415
FirstService
FSV
$6.48B
$1.18M ﹤0.01%
8,964
+205
+2% +$24.2K
BPFH
2416
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$1.18M ﹤0.01%
214,097
+89,441
+72% +$533K
SRDX
2417
DELISTED
Surmodics
SRDX
$1.18M ﹤0.01%
30,357
+649
+2% +$28.5K
LIVN icon
2418
LivaNova
LIVN
$4.4B
$1.18M ﹤0.01%
26,075
-2,447
-9% -$118K
OFIX icon
2419
Orthofix Medical
OFIX
$477M
$1.18M ﹤0.01%
37,868
-14,919
-28% -$463K
ROCC
2420
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$1.18M ﹤0.01%
119,448
-6,820
-5% -$72.4K
SUSA icon
2421
iShares ESG Optimized MSCI USA ETF
SUSA
$4.01B
$1.18M ﹤0.01%
15,976
-1,320
-8% -$95.3K
SHI
2422
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$1.18M ﹤0.01%
64,022
-37,266
-37% -$816K
WTTR icon
2423
Select Water Solutions
WTTR
$2.3B
$1.17M ﹤0.01%
304,255
-2,399
-0.8% -$11.3K
FMTX
2424
DELISTED
Forma Therapeutics Holdings, Inc. Common Stock
FMTX
$1.17M ﹤0.01%
+23,445
New +$948K
GLO
2425
Clough Global Opportunities Fund
GLO
$249M
$1.16M ﹤0.01%
123,949
-667
-0.5% -$6.25K
95 96
97
98 99

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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.