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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
CRMD icon
3376
CorMedix
CRMD
$564M
– –
-10,041
Closed -$63K
DKNG icon
3377
DraftKings
DKNG
$12.2B
– –
-29,366
Closed -$977K
DXJ icon
3378
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
– –
-113,148
Closed -$5.32M
ETJ
3379
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$556M
– –
-20,724
Closed -$198K
EVT icon
3380
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.06B
– –
-12,286
Closed -$236K
EXG icon
3381
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
– –
-56,668
Closed -$418K
FLNT
3382
Fluent
FLNT
$106M
– –
-2,344
Closed -$25K
FPX icon
3383
First Trust US Equity Opportunities ETF
FPX
$1.43B
– –
-2,984
Closed -$250K
FTAI icon
3384
FTAI Aviation
FTAI
$20.2B
– –
-127,421
Closed -$1.41M
GAIN icon
3385
Gladstone Investment Corp
GAIN
$642M
– –
-14,180
Closed -$145K
GOF icon
3386
Guggenheim Strategic Opportunities Fund
GOF
$2.2B
– –
-15,722
Closed -$266K
GPRK icon
3387
GeoPark
GPRK
$609M
– –
-21,843
Closed -$214K
HBCP icon
3388
Home Bancorp
HBCP
$558M
– –
-17,462
Closed -$467K
HTD
3389
John Hancock Tax-Advantaged Dividend Income Fund
HTD
$912M
– –
-19,688
Closed -$379K
ICAD
3390
DELISTED
iCAD Inc
ICAD
– –
-59,074
Closed -$590K
IDN icon
3391
Intellicheck
IDN
$75.1M
– –
-176,839
Closed -$1.33M
ILCV icon
3392
iShares Morningstar Value ETF
ILCV
$1.31B
– –
-25,958
Closed -$1.25M
IMOS
3393
ChipMOS TECHNOLOGIES
IMOS
$1.59B
– –
-9,169
Closed -$208K
IRS
3394
IRSA Inversiones y Representaciones
IRS
$1.31B
– –
-26,618
Closed -$83K
MBB icon
3395
iShares MBS ETF
MBB
$39.1B
– –
-4,254
Closed -$471K
METC icon
3396
Ramaco Resources Class A
METC
$629M
– –
-19,592
Closed -$41K
MVT
3397
DELISTED
BlackRock MuniVest Fund II
MVT
– –
-25,737
Closed -$349K
NIE
3398
Virtus Equity & Convertible Income Fund
NIE
$706M
– –
-10,346
Closed -$233K
NOG icon
3399
Northern Oil and Gas
NOG
$2.29B
– –
-4,041
Closed -$34K
IMDX
3400
Insight Molecular Diagnostics
IMDX
$141M
– –
-771
Closed -$29K
134 135
136
137 138

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MCM
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PSUF
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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.