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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
EXTR icon
2626
Extreme Networks
EXTR
$3.94B
$806K ﹤0.01%
200,423
+5,075
+3% +$22.1K
APG icon
2627
APi Group
APG
$17.2B
$804K ﹤0.01%
+84,794
New +$781K
ANIK icon
2628
Anika Therapeutics
ANIK
$258M
$803K ﹤0.01%
22,681
+1,126
+5% +$40.7K
DCOM icon
2629
Dime Commercial Bancshares
DCOM
$1.8B
$799K ﹤0.01%
45,822
-3,441
-7% -$66.1K
MSBI icon
2630
Midland States Bancorp
MSBI
$698M
$799K ﹤0.01%
62,145
+13,508
+28% +$193K
ABTX
2631
DELISTED
Allegiance Bancshares
ABTX
$798K ﹤0.01%
34,148
-1,799
-5% -$44K
MNP
2632
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$797K ﹤0.01%
55,488
-1,267
-2% -$18.5K
SBLK icon
2633
Star Bulk Carriers
SBLK
$3.21B
$795K ﹤0.01%
115,344
-59,596
-34% -$402K
CSV icon
2634
Carriage Services
CSV
$641M
$792K ﹤0.01%
35,485
-550
-2% -$11.6K
PETQ
2635
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$790K ﹤0.01%
23,988
-1,050
-4% -$35K
AFYA icon
2636
Afya
AFYA
$1.31B
$788K ﹤0.01%
28,914
– –
NRC icon
2637
NRC Health Common Stock
NRC
$432M
$788K ﹤0.01%
16,019
+1,085
+7% +$60.1K
SRG
2638
Seritage Growth Properties
SRG
$136M
$787K ﹤0.01%
58,485
+498
+0.9% +$6.09K
CBMG
2639
DELISTED
Cellular Biomedicine Group, Inc.
CBMG
$777K ﹤0.01%
42,366
+64
+0.2% +$1.08K
FLGT icon
2640
Fulgent Genetics
FLGT
$470M
$776K ﹤0.01%
19,380
+1,824
+10% +$57.1K
IWY icon
2641
iShares Russell Top 200 Growth ETF
IWY
$15.9B
$775K ﹤0.01%
6,382
-351
-5% -$41.3K
IBB icon
2642
iShares Biotechnology ETF
IBB
$9.34B
$772K ﹤0.01%
5,699
+328
+6% +$44.5K
TBBK icon
2643
The Bancorp
TBBK
$2.79B
$772K ﹤0.01%
89,342
+5,748
+7% +$52.8K
SOXX icon
2644
iShares Semiconductor ETF
SOXX
$41.7B
$769K ﹤0.01%
7,578
+84
+1% +$8.21K
ASIX icon
2645
AdvanSix
ASIX
$541M
$768K ﹤0.01%
59,655
+3,149
+6% +$39.3K
BATRA icon
2646
Atlanta Braves Holdings Series A
BATRA
$3.49B
$767K ﹤0.01%
36,741
-474
-1% -$9.25K
CAI
2647
DELISTED
CAI International, Inc.
CAI
$763K ﹤0.01%
27,712
+19
+0.1% +$393
FBNC icon
2648
First Bancorp
FBNC
$2.6B
$760K ﹤0.01%
36,296
-9,819
-21% -$211K
FNKO icon
2649
Funko
FNKO
$326M
$760K ﹤0.01%
+131,256
New +$769K
INBX
2650
DELISTED
Inhibrx, Inc. Common Stock
INBX
$759K ﹤0.01%
+42,184
New +$764K
104 105
106
107 108

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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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ACI
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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.