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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
COWN
2576
DELISTED
Cowen Inc. Class A Common Stock
COWN
$891K ﹤0.01%
54,736
+28,863
+112% +$491K
PAAS icon
2577
Pan American Silver
PAAS
$18.2B
$888K ﹤0.01%
27,628
+4,952
+22% +$170K
ATEX icon
2578
Anterix
ATEX
$1.81B
$886K ﹤0.01%
27,101
-15,863
-37% -$672K
JPC icon
2579
Nuveen Preferred & Income Opportunities Fund
JPC
$2.89B
$886K ﹤0.01%
104,338
+83,564
+402% +$720K
TACO
2580
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$881K ﹤0.01%
107,497
-95,085
-47% -$739K
VNET
2581
VNET Group
VNET
$2.04B
$879K ﹤0.01%
+37,946
New +$884K
VNDA icon
2582
Vanda Pharmaceuticals
VNDA
$307M
$878K ﹤0.01%
90,886
-7,592
-8% -$81.1K
AERI
2583
DELISTED
Aerie Pharmaceuticals
AERI
$878K ﹤0.01%
74,585
-17,814
-19% -$217K
BIPC icon
2584
Brookfield Infrastructure
BIPC
$5.2B
$877K ﹤0.01%
23,750
+7,307
+44% +$243K
EZPW icon
2585
Ezcorp Inc
EZPW
$1.83B
$877K ﹤0.01%
174,329
-2,194
-1% -$12.2K
LIND icon
2586
Lindblad Expeditions
LIND
$1.94B
$869K ﹤0.01%
102,126
-401
-0.4% -$3.41K
SFIX
2587
Stitch Fix
SFIX
$536M
$866K ﹤0.01%
31,911
-4,698
-13% -$121K
WPF.U
2588
DELISTED
Foley Trasimene Acquisition Corp.
WPF.U
$864K ﹤0.01%
+76,500
New +$839K
DXPE icon
2589
DXP Enterprises
DXPE
$2.43B
$863K ﹤0.01%
53,475
+3,950
+8% +$72.9K
GBDC icon
2590
Golub Capital BDC
GBDC
$3.34B
$863K ﹤0.01%
65,204
-2,819
-4% -$35.2K
TSC
2591
DELISTED
TriState Capital Holdings, Inc.
TSC
$863K ﹤0.01%
65,168
-641
-1% -$8.98K
PSN icon
2592
Parsons
PSN
$4.72B
$861K ﹤0.01%
25,685
+1,493
+6% +$51.6K
VLGEA icon
2593
Village Super Market
VLGEA
$651M
$860K ﹤0.01%
34,962
+2,029
+6% +$52K
ELF icon
2594
e.l.f. Beauty
ELF
$4.89B
$858K ﹤0.01%
46,720
+3,688
+9% +$69.8K
WHG icon
2595
Westwood Holdings Group
WHG
$182M
$858K ﹤0.01%
77,001
+66,942
+665% +$823K
SEI
2596
Solaris Energy Infrastructure
SEI
$3.15B
$858K ﹤0.01%
135,296
+12,226
+10% +$89.7K
GSBC icon
2597
Great Southern Bancorp
GSBC
$874M
$857K ﹤0.01%
23,653
+9,836
+71% +$371K
SWBI icon
2598
Smith & Wesson
SWBI
$651M
$857K ﹤0.01%
55,250
-77,384
-58% -$1.37M
ACH
2599
DELISTED
Alum Corp of China Ltd
ACH
$853K ﹤0.01%
164,024
-11,258
-6% -$69.8K
TGI
2600
DELISTED
Triumph Group
TGI
$852K ﹤0.01%
130,813
-30,714
-19% -$228K
102 103
104
105 106

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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.