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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
HMTV
2801
DELISTED
Hemisphere Media Group, Inc.
HMTV
$525K ﹤0.01%
60,408
-6,310
-9% -$56.6K
BREW
2802
DELISTED
Craft Brew Alliance, Inc.
BREW
$525K ﹤0.01%
31,774
+584
+2% +$9.02K
MIN
2803
Aberdeen Intermediate Income Fund
MIN
$273M
$524K ﹤0.01%
140,590
-52,871
-27% -$203K
PNNT
2804
Pennant Park Investment Corp
PNNT
$215M
$524K ﹤0.01%
164,341
-11,476
-7% -$38.4K
NSL
2805
DELISTED
NUVEEN SENIOR INCM FD
NSL
$522K ﹤0.01%
108,117
-974
-0.9% -$4.69K
DCOM
2806
DELISTED
Dime Community Bancshares
DCOM
$521K ﹤0.01%
46,028
+6,616
+17% +$82.3K
PLSE icon
2807
Pulse Biosciences
PLSE
$2.45B
$518K ﹤0.01%
43,974
+11
+0% +$118
EBF icon
2808
Ennis
EBF
$545M
$515K ﹤0.01%
29,533
+11,024
+60% +$193K
FSK icon
2809
FS KKR Capital
FSK
$2.94B
$515K ﹤0.01%
32,456
+11,858
+58% +$185K
MLR icon
2810
Miller Industries
MLR
$571M
$515K ﹤0.01%
16,852
+2,574
+18% +$77.5K
PCSB
2811
DELISTED
PCSB Financial Corporation
PCSB
$515K ﹤0.01%
42,646
+27,854
+188% +$342K
GFL icon
2812
GFL Environmental
GFL
$15B
$513K ﹤0.01%
24,142
– –
AGS
2813
DELISTED
PlayAGS
AGS
$511K ﹤0.01%
144,301
-1,962
-1% -$7.34K
BEST
2814
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
$511K ﹤0.01%
8,524
-5,799
-40% -$476K
PFC
2815
DELISTED
Premier Financial Corp. Common Stock
PFC
$511K ﹤0.01%
32,836
-33,566
-51% -$587K
HMHC
2816
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$510K ﹤0.01%
294,789
+148,160
+101% +$331K
AT
2817
DELISTED
Atlantic Power Corporation
AT
$510K ﹤0.01%
260,001
+24,698
+10% +$50.2K
LQDA icon
2818
Liquidia Corp
LQDA
$7.54B
$509K ﹤0.01%
103,532
+11,516
+13% +$66.6K
AAIC
2819
DELISTED
Arlington Asset Investment Corp.
AAIC
$507K ﹤0.01%
178,362
-34,581
-16% -$97.2K
PRTK
2820
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$505K ﹤0.01%
93,376
-4,595
-5% -$22.8K
ALLK
2821
DELISTED
Allakos
ALLK
$504K ﹤0.01%
6,184
-71
-1% -$5.77K
CNCE
2822
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
$503K ﹤0.01%
+51,207
New +$505K
VWTR
2823
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
$502K ﹤0.01%
56,079
+15,812
+39% +$137K
VCEL icon
2824
Vericel Corp
VCEL
$2.33B
$501K ﹤0.01%
27,039
-60,180
-69% -$996K
PGNY icon
2825
Progyny
PGNY
$2.44B
$500K ﹤0.01%
16,982
-16,854
-50% -$465K
111 112
113
114 115

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MCM
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PSUF
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IA
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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.