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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
SPAB icon
2776
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.74B
$556K ﹤0.01%
18,057
+613
+4% +$19K
DSX icon
2777
Diana Shipping
DSX
$299M
$555K ﹤0.01%
563,218
-97,398
-15% -$97.6K
IWV icon
2778
iShares Russell 3000 ETF
IWV
$19.5B
$555K ﹤0.01%
2,837
-666
-19% -$129K
KNSA icon
2779
Kiniksa Pharmaceuticals
KNSA
$5.78B
$555K ﹤0.01%
36,256
+3,222
+10% +$60.5K
TW icon
2780
Tradeweb Markets
TW
$21.4B
$555K ﹤0.01%
9,562
+5,080
+113% +$279K
ARCE
2781
DELISTED
Arco Platform Limited Class A Common Shares
ARCE
$552K ﹤0.01%
13,507
– –
ANAB icon
2782
AnaptysBio
ANAB
$1.56B
$550K ﹤0.01%
37,288
+3,827
+11% +$69K
URGN icon
2783
UroGen Pharma
URGN
$1.89B
$548K ﹤0.01%
28,423
+3,095
+12% +$70.1K
ASUR icon
2784
Asure Software
ASUR
$243M
$547K ﹤0.01%
72,403
-2,647
-4% -$18K
VRA icon
2785
Vera Bradley
VRA
$95.3M
$543K ﹤0.01%
88,791
-2,887
-3% -$15.4K
EFSC icon
2786
Enterprise Financial Services Corp
EFSC
$2.4B
$541K ﹤0.01%
19,849
-798
-4% -$23.6K
GHM icon
2787
Graham Corp
GHM
$1.12B
$539K ﹤0.01%
42,177
-266
-0.6% -$3.49K
RSP icon
2788
Invesco S&P 500 Equal Weight ETF
RSP
$96.9B
$539K ﹤0.01%
+4,989
New +$538K
RRGB icon
2789
Red Robin
RRGB
$144M
$537K ﹤0.01%
40,785
+4,383
+12% +$45.7K
ORBC
2790
DELISTED
ORBCOMM, Inc.
ORBC
$536K ﹤0.01%
157,753
+6,594
+4% +$25.6K
TLND
2791
DELISTED
Talend S.A. American Depositary Shares
TLND
$534K ﹤0.01%
13,672
+182
+1% +$7.04K
GLDD
2792
DELISTED
Great Lakes Dredge & Dock
GLDD
$532K ﹤0.01%
55,943
+255
+0.5% +$2.34K
RBBN icon
2793
Ribbon Communications
RBBN
$379M
$531K ﹤0.01%
137,200
+15,345
+13% +$64.7K
IHC
2794
DELISTED
Independence Holding Company
IHC
$531K ﹤0.01%
14,093
-547
-4% -$18.9K
GNE icon
2795
Genie Energy
GNE
$370M
$530K ﹤0.01%
66,217
-79,389
-55% -$671K
FSLF
2796
DELISTED
First Eagle Senior Loan Fund
FSLF
$528K ﹤0.01%
42,613
-648
-1% -$7.92K
HUD
2797
DELISTED
Hudson Ltd. Class A Common Shares
HUD
$527K ﹤0.01%
69,374
-7,386
-10% -$44.8K
EFR
2798
Eaton Vance Senior Floating-Rate Fund
EFR
$313M
$526K ﹤0.01%
45,244
+741
+2% +$8.64K
HHR
2799
DELISTED
HeadHunter Group PLC American Depositary Shares
HHR
$526K ﹤0.01%
+21,500
New +$456K
TGH
2800
DELISTED
Textainer Group Holdings limited
TGH
$525K ﹤0.01%
37,086
+462
+1% +$4.97K
110 111
112
113 114

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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.