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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
GTS
2701
DELISTED
Triple-S Management Corporation
GTS
$660K ﹤0.01%
36,927
+4,435
+14% +$83.4K
CSPR
2702
DELISTED
Casper Sleep Inc.
CSPR
$658K ﹤0.01%
+91,487
New +$764K
EWA icon
2703
iShares MSCI Australia ETF
EWA
$1.39B
$655K ﹤0.01%
33,234
+6,084
+22% +$123K
FLXS icon
2704
Flexsteel Industries
FLXS
$300M
$653K ﹤0.01%
27,193
-1,823
-6% -$32.1K
ZNH
2705
DELISTED
China Southern Airlines Company Limited
ZNH
$653K ﹤0.01%
24,012
-7,887
-25% -$201K
MUS
2706
DELISTED
BLACKROCK MUNIHOLDINGS QUALITY FUND, INC.
MUS
$653K ﹤0.01%
50,689
-1,662
-3% -$21.3K
APLS
2707
DELISTED
Apellis Pharmaceuticals
APLS
$652K ﹤0.01%
21,626
-9,178
-30% -$274K
CBD
2708
DELISTED
Companhia Brasileira de Distribuicao
CBD
$649K ﹤0.01%
52,606
-143,889
-73% -$1.86M
ALCO icon
2709
Alico
ALCO
$280M
$648K ﹤0.01%
22,635
+1,618
+8% +$50.3K
ALX
2710
Alexander's
ALX
$1.31B
$648K ﹤0.01%
2,643
-328
-11% -$83.1K
VLDR
2711
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
$648K ﹤0.01%
+34,669
New +$680K
IMGN
2712
DELISTED
Immunogen Inc
IMGN
$645K ﹤0.01%
179,126
-12,009
-6% -$48.5K
SID icon
2713
Companhia Siderúrgica Nacional
SID
$1.31B
$644K ﹤0.01%
219,131
-18,538
-8% -$47.2K
CIGI icon
2714
Colliers International
CIGI
$5B
$643K ﹤0.01%
9,646
-78
-0.8% -$4.74K
AVTA
2715
DELISTED
Avantax, Inc. Common Stock
AVTA
$643K ﹤0.01%
68,300
-32,946
-33% -$365K
UFI icon
2716
UNIFI
UFI
$119M
$640K ﹤0.01%
49,820
-5,920
-11% -$73.9K
HAYN
2717
DELISTED
Haynes International, Inc.
HAYN
$640K ﹤0.01%
37,451
-4,133
-10% -$84.2K
BDSI
2718
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$639K ﹤0.01%
171,269
-14,150
-8% -$60.2K
GRPN icon
2719
Groupon
GRPN
$1.06B
$638K ﹤0.01%
+31,291
New +$730K
TFIN icon
2720
Triumph Financial Inc
TFIN
$1.81B
$638K ﹤0.01%
20,501
+4,833
+31% +$132K
VRTV
2721
DELISTED
VERITIV CORPORATION
VRTV
$638K ﹤0.01%
50,401
+49
+0.1% +$786
MGNI icon
2722
Magnite
MGNI
$2.78B
$635K ﹤0.01%
91,494
-20,603
-18% -$138K
RGNX icon
2723
Regenxbio
RGNX
$626M
$634K ﹤0.01%
23,039
-25,341
-52% -$826K
CWCO icon
2724
Consolidated Water Co
CWCO
$471M
$632K ﹤0.01%
60,691
-34,760
-36% -$422K
HOFT icon
2725
Hooker Furnishings Corp
HOFT
$147M
$629K ﹤0.01%
24,345
-468
-2% -$11K
107 108
109
110 111

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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.