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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
BMTC
2751
DELISTED
Bryn Mawr Bank Corp
BMTC
$592K ﹤0.01%
23,803
+1,855
+8% +$49.5K
HY icon
2752
Hyster-Yale Materials Handling
HY
$597M
$590K ﹤0.01%
15,872
-1,009
-6% -$39.7K
NGM
2753
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
$589K ﹤0.01%
37,031
-317
-0.8% -$5.78K
NEXA icon
2754
Nexa Resources
NEXA
$1.69B
$588K ﹤0.01%
111,178
-13,937
-11% -$93.9K
VV icon
2755
Vanguard Morningstar Large-Cap ETF
VV
$52.2B
$586K ﹤0.01%
3,743
+847
+29% +$131K
TEN
2756
Tsakos Energy Navigation Ltd
TEN
$1.21B
$585K ﹤0.01%
73,920
-10,640
-13% -$93.7K
SRNE
2757
DELISTED
Sorrento Therapeutics, Inc.
SRNE
$584K ﹤0.01%
52,344
+7,106
+16% +$65K
VTWO icon
2758
Vanguard Russell 2000 ETF
VTWO
$17.3B
$583K ﹤0.01%
9,636
+3,122
+48% +$189K
BRG
2759
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
$578K ﹤0.01%
76,268
+13,826
+22% +$103K
CSTM icon
2760
Constellium
CSTM
$3.76B
$576K ﹤0.01%
73,402
+21,788
+42% +$180K
MG icon
2761
Mistras Group
MG
$481M
$576K ﹤0.01%
147,440
+31,034
+27% +$125K
EFC
2762
Ellington Financial
EFC
$1.66B
$574K ﹤0.01%
46,796
+333
+0.7% +$4.07K
OTE
2763
DELISTED
HELLENIC TELECOMM ORG ADS(RP1/
OTE
$574K ﹤0.01%
78,627
-3,209
-4% -$23.4K
HSII
2764
DELISTED
Heidrick & Struggles
HSII
$573K ﹤0.01%
29,175
-587
-2% -$12.3K
AHCO icon
2765
AdaptHealth
AHCO
$1.45B
$571K ﹤0.01%
26,167
-2,055
-7% -$43.1K
FDN icon
2766
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.1B
$571K ﹤0.01%
3,034
-322
-10% -$59.4K
CLBK icon
2767
Columbia Financial
CLBK
$1.12B
$569K ﹤0.01%
51,234
+27,656
+117% +$327K
DGII icon
2768
Digi International
DGII
$2.59B
$569K ﹤0.01%
36,392
+5,516
+18% +$72.3K
ATRA icon
2769
Atara Biotherapeutics
ATRA
$73.1M
$567K ﹤0.01%
1,750
+264
+18% +$89.9K
PBYI icon
2770
Puma Biotechnology
PBYI
$398M
$563K ﹤0.01%
55,782
+9,961
+22% +$101K
FMN
2771
Federated Hermes Premier Municipal Income Fund
FMN
$86.6M
$560K ﹤0.01%
39,224
-997
-2% -$14.1K
VRRM icon
2772
Verra Mobility
VRRM
$772M
$560K ﹤0.01%
58,022
-1,320
-2% -$13.8K
RNET
2773
DELISTED
RigNet, Inc.
RNET
$559K ﹤0.01%
136,347
-3,547
-3% -$12.3K
EGAN icon
2774
eGain
EGAN
$185M
$558K ﹤0.01%
39,370
+26,263
+200% +$306K
SHBI icon
2775
Shore Bancshares
SHBI
$816M
$556K ﹤0.01%
50,659
-8,471
-14% -$84.8K
109 110
111
112 113

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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.