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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
CAAP icon
2951
Corporacion America
CAAP
$4.26B
$338K ﹤0.01%
151,736
-3,390
-2% -$8.44K
FHLC icon
2952
Fidelity MSCI Health Care Index ETF
FHLC
$3.3B
$338K ﹤0.01%
+6,423
New +$336K
FLIC
2953
DELISTED
First of Long Island Corp
FLIC
$338K ﹤0.01%
+22,841
New +$346K
RDHL
2954
Redhill Biopharma
RDHL
$3.84M
$338K ﹤0.01%
33
+5
+18% +$41K
AGRO icon
2955
Adecoagro
AGRO
$1.47B
$337K ﹤0.01%
72,124
-79,507
-52% -$374K
BSET icon
2956
Bassett Furniture
BSET
$168M
$337K ﹤0.01%
24,652
-3,888
-14% -$40.6K
AXIA.PR
2957
DELISTED
AXIA Energia American Depositary Shares Preferred Class B1
AXIA.PR
$336K ﹤0.01%
61,359
-39,045
-39% -$264K
EFT
2958
Eaton Vance Floating-Rate Income Trust
EFT
$283M
$336K ﹤0.01%
28,289
-1,449
-5% -$17.1K
LE icon
2959
Lands' End
LE
$369M
$336K ﹤0.01%
25,772
+3,689
+17% +$41.4K
ELA icon
2960
Envela
ELA
$563M
$335K ﹤0.01%
78,007
+55,007
+239% +$232K
OPY icon
2961
Oppenheimer Holdings
OPY
$1.19B
$334K ﹤0.01%
14,984
+454
+3% +$10.5K
FLY
2962
DELISTED
Fly Leasing Limited
FLY
$334K ﹤0.01%
45,989
-20,198
-31% -$146K
XPRO icon
2963
Expro Ltd
XPRO
$1.71B
$333K ﹤0.01%
36,035
-4,351
-11% -$58.4K
BAK icon
2964
Braskem
BAK
$960M
$332K ﹤0.01%
44,462
-12,520
-22% -$108K
CECO icon
2965
Ceco Environmental
CECO
$3.83B
$330K ﹤0.01%
45,210
-385
-0.8% -$2.91K
SKY icon
2966
Champion Homes
SKY
$4.41B
$327K ﹤0.01%
12,227
-7,710
-39% -$210K
CDXS icon
2967
Codexis
CDXS
$159M
$326K ﹤0.01%
27,755
+2,285
+9% +$28.5K
MCB icon
2968
Metropolitan Bank Holding Corp
MCB
$1.15B
$324K ﹤0.01%
11,565
-96
-0.8% -$2.88K
TCDA
2969
DELISTED
Tricida, Inc. Common Stock
TCDA
$324K ﹤0.01%
35,755
+18,538
+108% +$271K
RNAM
2970
DELISTED
Avidity Biosciences
RNAM
$323K ﹤0.01%
11,467
-11,239
-49% -$325K
NEXT icon
2971
NextDecade
NEXT
$1.78B
$322K ﹤0.01%
+107,949
New +$215K
SFE
2972
DELISTED
Safeguard Scientifics, Inc.
SFE
$322K ﹤0.01%
58,793
-23,195
-28% -$138K
VBR icon
2973
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.2B
$320K ﹤0.01%
+2,888
New +$324K
AABA
2974
DELISTED
Altaba Inc
AABA
$320K ﹤0.01%
16,312
+131
+0.8% +$2.57K
STRL icon
2975
Sterling Infrastructure
STRL
$17.8B
$318K ﹤0.01%
22,446
+626
+3% +$7.86K
117 118
119
120 121

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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.