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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
AUB icon
2476
Atlantic Union Bankshares
AUB
$6.02B
$1.08M ﹤0.01%
50,430
-1,797
-3% -$40.9K
HRTX icon
2477
Heron Therapeutics
HRTX
$93.9M
$1.08M ﹤0.01%
72,746
-499
-0.7% -$7.79K
MGNX icon
2478
MacroGenics
MGNX
$235M
$1.08M ﹤0.01%
42,797
+1,203
+3% +$32.8K
WASH icon
2479
Washington Trust Bancorp
WASH
$743M
$1.08M ﹤0.01%
35,136
+2,551
+8% +$84K
TCBK icon
2480
TriCo Bancshares
TCBK
$1.84B
$1.07M ﹤0.01%
43,864
+2,143
+5% +$59.8K
LADR
2481
Ladder Capital
LADR
$1.21B
$1.07M ﹤0.01%
150,724
+27,016
+22% +$203K
ESGR
2482
DELISTED
Enstar Group
ESGR
$1.07M ﹤0.01%
6,637
+144
+2% +$24.5K
TVRD
2483
Tvardi Therapeutics
TVRD
$19.7M
$1.07M ﹤0.01%
2,341
-4
-0.2% -$2.32K
TRTX
2484
TPG RE Finance Trust
TRTX
$612M
$1.07M ﹤0.01%
126,560
-1,087
-0.9% -$9.31K
RDWR icon
2485
Radware
RDWR
$1.1B
$1.07M ﹤0.01%
44,109
+5,591
+15% +$141K
EGRX
2486
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$1.07M ﹤0.01%
25,107
+165
+0.7% +$7.22K
MBI icon
2487
MBIA
MBI
$261M
$1.05M ﹤0.01%
174,168
-22,844
-12% -$169K
GRWG icon
2488
GrowGeneration
GRWG
$86.5M
$1.05M ﹤0.01%
+65,679
New +$781K
DHIL
2489
DELISTED
Diamond Hill
DHIL
$1.05M ﹤0.01%
8,301
-214
-3% -$26.1K
ASPU
2490
DELISTED
ASPEN GROUP, INC.
ASPU
$1.05M ﹤0.01%
93,891
-101,084
-52% -$1.08M
TISI icon
2491
Team
TISI
$79.5M
$1.04M ﹤0.01%
18,960
-4,436
-19% -$241K
RRR icon
2492
Red Rock Resorts
RRR
$3.77B
$1.04M ﹤0.01%
60,925
-874
-1% -$12.7K
RES icon
2493
RPC Inc
RES
$1.24B
$1.04M ﹤0.01%
392,643
+40,093
+11% +$125K
EWT icon
2494
iShares MSCI Taiwan ETF
EWT
$9.86B
$1.03M ﹤0.01%
23,041
-27,529
-54% -$1.22M
FWONA icon
2495
Liberty Media Series A
FWONA
$22.5B
$1.03M ﹤0.01%
32,219
+1,499
+5% +$48.6K
RBCAA icon
2496
Republic Bancorp
RBCAA
$1.95B
$1.03M ﹤0.01%
36,699
+3,519
+11% +$108K
CONN
2497
DELISTED
Conn's Inc.
CONN
$1.03M ﹤0.01%
97,265
-2,803
-3% -$30.3K
TBIO
2498
DELISTED
Translate Bio, Inc. Common Stock
TBIO
$1.03M ﹤0.01%
75,454
+25,397
+51% +$392K
TMP icon
2499
Tompkins Financial
TMP
$1.43B
$1.02M ﹤0.01%
18,033
+1,842
+11% +$117K
ELP
2500
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.02M ﹤0.01%
231,998
-22,750
-9% -$106K
98 99
100
101 102

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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.