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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
ZYXI
3001
DELISTED
Zynex
ZYXI
$297K ﹤0.01%
18,720
-20,210
-52% -$341K
PRTY
3002
DELISTED
Party City Holdco Inc.
PRTY
$296K ﹤0.01%
113,747
+43,091
+61% +$91.1K
HDSN
3003
Hudson Technologies
HDSN
$246M
$294K ﹤0.01%
255,468
-50,847
-17% -$57.7K
PSNL icon
3004
Personalis
PSNL
$1.25B
$292K ﹤0.01%
13,458
+637
+5% +$12.7K
AFMD
3005
DELISTED
Affimed
AFMD
$291K ﹤0.01%
8,585
-793
-8% -$30K
BCRX icon
3006
BioCryst Pharmaceuticals
BCRX
$2.42B
$290K ﹤0.01%
84,345
-457,784
-84% -$1.96M
CII icon
3007
BlackRock Enhanced Captial and Income Fund
CII
$964M
$288K ﹤0.01%
18,613
+400
+2% +$6.11K
EVI icon
3008
EVI Industries
EVI
$195M
$287K ﹤0.01%
10,773
+1,255
+13% +$30.6K
GWRS icon
3009
Global Water Resources
GWRS
$215M
$287K ﹤0.01%
26,591
+449
+2% +$4.94K
REVG
3010
DELISTED
REV Group
REVG
$287K ﹤0.01%
36,388
-118
-0.3% -$840
MTRX icon
3011
Matrix Service
MTRX
$312M
$286K ﹤0.01%
34,278
-19,190
-36% -$173K
RVMD icon
3012
Revolution Medicines
RVMD
$38.5B
$285K ﹤0.01%
8,178
-9,094
-53% -$252K
AAOI icon
3013
Applied Optoelectronics
AAOI
$6.14B
$283K ﹤0.01%
25,173
+551
+2% +$6.68K
LOMA
3014
Loma Negra
LOMA
$1.34B
$282K ﹤0.01%
65,468
-160,044
-71% -$775K
TAST
3015
DELISTED
Carrols Restaurant Group, Inc.
TAST
$282K ﹤0.01%
43,666
-2,141
-5% -$13.3K
ARCO icon
3016
Arcos Dorados Holdings
ARCO
$1.74B
$280K ﹤0.01%
69,318
-37,919
-35% -$170K
SENEA icon
3017
Seneca Foods Class A
SENEA
$1.15B
$280K ﹤0.01%
7,829
-718
-8% -$29K
SIGA icon
3018
SIGA Technologies
SIGA
$240M
$280K ﹤0.01%
40,760
-646
-2% -$4.39K
MRKR icon
3019
Marker Therapeutics
MRKR
$18.5M
$279K ﹤0.01%
18,618
+10,775
+137% +$197K
PASG icon
3020
Passage Bio
PASG
$14.5M
$278K ﹤0.01%
+1,062
New +$365K
MRLN
3021
DELISTED
Marlin Business Services Corp
MRLN
$278K ﹤0.01%
39,489
+12,921
+49% +$94.1K
GDP
3022
DELISTED
Goodrich Petroleum Corporation Common Stock
GDP
$278K ﹤0.01%
36,183
+13,189
+57% +$102K
RESI
3023
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$278K ﹤0.01%
31,836
-5,337
-14% -$48.5K
FNLC icon
3024
First Bancorp
FNLC
$401M
$277K ﹤0.01%
13,150
-1,090
-8% -$22.7K
WTBA icon
3025
West Bancorporation
WTBA
$477M
$276K ﹤0.01%
17,429
+2,632
+18% +$44.5K
119 120
121
122 123

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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.