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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
ATRO icon
3026
Astronics
ATRO
$3.21B
$275K ﹤0.01%
42,805
-19,206
-31% -$146K
CCRN
3027
DELISTED
Cross Country Healthcare
CCRN
$274K ﹤0.01%
42,230
+1,212
+3% +$7.68K
BRT
3028
BRT Apartments
BRT
$284M
$273K ﹤0.01%
23,196
+6,208
+37% +$72.2K
ALR
3029
DELISTED
AlerisLife Inc
ALR
$272K ﹤0.01%
53,585
+6,616
+14% +$31.5K
AVD icon
3030
American Vanguard Corp
AVD
$68.7M
$271K ﹤0.01%
20,650
+3,607
+21% +$50.2K
GDX icon
3031
VanEck Gold Miners ETF
GDX
$22.5B
$269K ﹤0.01%
6,873
-308
-4% -$12.6K
PZN
3032
DELISTED
Pzena Investment Management, Inc. Class A
PZN
$269K ﹤0.01%
50,097
+8,650
+21% +$45.2K
BTAI icon
3033
BioXcel Therapeutics
BTAI
$24.8M
$268K ﹤0.01%
386
-7
-2% -$5.26K
MDGL icon
3034
Madrigal Pharmaceuticals
MDGL
$12.6B
$268K ﹤0.01%
2,259
+168
+8% +$18.2K
FNDA icon
3035
Schwab Fundamental US Small Company Index ETF
FNDA
$9.1B
$266K ﹤0.01%
16,126
-1,290
-7% -$21.6K
TDAY
3036
USA Today Co
TDAY
$1.29B
$266K ﹤0.01%
204,869
-5,964
-3% -$9.09K
ASC icon
3037
Ardmore Shipping
ASC
$683M
$264K ﹤0.01%
74,211
-48,658
-40% -$190K
PCYO icon
3038
Pure Cycle
PCYO
$255M
$264K ﹤0.01%
29,312
+5,619
+24% +$52.9K
BNR
3039
Burning Rock Biotech
BNR
$93M
$263K ﹤0.01%
+1,051
New +$249K
DQ
3040
Daqo New Energy
DQ
$810M
$260K ﹤0.01%
+9,605
New +$214K
SBT
3041
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
$260K ﹤0.01%
86,241
-6,380
-7% -$20.4K
SNDX icon
3042
Syndax Pharmaceuticals
SNDX
$1.7B
$259K ﹤0.01%
17,566
-4,120
-19% -$62.8K
KSM
3043
DELISTED
DWS Strategic Municipal Income Trust
KSM
$259K ﹤0.01%
23,842
-32
-0.1% -$350
EEX
3044
DELISTED
Emerald Holding
EEX
$258K ﹤0.01%
126,454
+6,607
+6% +$17.5K
MTW icon
3045
Manitowoc
MTW
$491M
$258K ﹤0.01%
30,685
+8,491
+38% +$84.5K
SCOR icon
3046
Comscore
SCOR
$113M
$257K ﹤0.01%
6,287
+53
+0.9% +$2.94K
DIAX
3047
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$256K ﹤0.01%
+18,952
New +$262K
HONE
3048
DELISTED
HarborOne Bancorp
HONE
$256K ﹤0.01%
31,708
+157
+0.5% +$1.34K
ODC icon
3049
Oil-Dri
ODC
$1.43B
$256K ﹤0.01%
+14,334
New +$256K
KDMN
3050
DELISTED
Kadmon Holdings, Inc.
KDMN
$256K ﹤0.01%
65,272
-2,794
-4% -$11.7K
120 121
122
123 124

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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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ACI
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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.