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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
CULP icon
3151
Culp Inc
CULP
$45.2M
$186K ﹤0.01%
14,949
-799
-5% -$8.96K
MAXN
3152
DELISTED
Maxeon Solar Technologies
MAXN
$186K ﹤0.01%
+110
New +$192K
LORL
3153
DELISTED
Loral Space and Communications, Inc.
LORL
$186K ﹤0.01%
10,166
-2,032
-17% -$41.5K
GOSS icon
3154
Gossamer Bio
GOSS
$101M
$185K ﹤0.01%
14,925
-881
-6% -$11.7K
WATT icon
3155
Energous
WATT
$71.8M
$184K ﹤0.01%
104
+25
+32% +$49K
ATNX
3156
DELISTED
Athenex, Inc. Common Stock
ATNX
$182K ﹤0.01%
753
-2,024
-73% -$486K
CLPR
3157
Clipper Realty
CLPR
$46.4M
$181K ﹤0.01%
29,995
+14,312
+91% +$96.9K
UUUU icon
3158
Energy Fuels
UUUU
$2.68B
$181K ﹤0.01%
108,019
+19,706
+22% +$33.9K
SYRE icon
3159
Spyre Therapeutics
SYRE
$8.5B
$179K ﹤0.01%
1,010
-195
-16% -$36.1K
INBK icon
3160
First Internet Bancorp
INBK
$233M
$178K ﹤0.01%
+12,064
New +$184K
CORR
3161
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$178K ﹤0.01%
30,408
-6,228
-17% -$51.5K
CLVS
3162
DELISTED
Clovis Oncology, Inc.
CLVS
$178K ﹤0.01%
30,532
-70,810
-70% -$424K
MTL
3163
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
$177K ﹤0.01%
117,055
+1,840
+2% +$3.11K
MTEM
3164
DELISTED
Molecular Templates, Inc.
MTEM
$176K ﹤0.01%
1,075
-74
-6% -$13.2K
ZIXI
3165
DELISTED
Zix Corporation
ZIXI
$175K ﹤0.01%
29,971
-3,263
-10% -$20.4K
GLRE icon
3166
Greenlight Captial
GLRE
$579M
$174K ﹤0.01%
25,848
-4,853
-16% -$33.3K
GBL
3167
DELISTED
GAMCO Investors, Inc.
GBL
$174K ﹤0.01%
15,018
-1,782
-11% -$22.4K
KE
3168
Kimball Electronics
KE
$564M
$173K ﹤0.01%
14,992
+143
+1% +$1.88K
LBC
3169
DELISTED
Luther Burbank Corporation Common Stock
LBC
$171K ﹤0.01%
20,472
-1,711
-8% -$16K
BKCC
3170
DELISTED
BlackRock Capital Investment Corporation
BKCC
$170K ﹤0.01%
69,845
+56,451
+421% +$149K
FNHC
3171
DELISTED
FedNat Holding Company Common Stock
FNHC
$170K ﹤0.01%
+26,889
New +$243K
EGLE
3172
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$170K ﹤0.01%
10,377
-3,489
-25% -$59.2K
ACBI
3173
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
$169K ﹤0.01%
+14,908
New +$166K
LAB icon
3174
Standard BioTools
LAB
$342M
$168K ﹤0.01%
22,571
+3,309
+17% +$22.8K
CNTY icon
3175
Century Casinos
CNTY
$32.9M
$167K ﹤0.01%
30,384
+1,220
+4% +$6.3K
125 126
127
128 129

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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.