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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
ATRI
2176
DELISTED
Atrion Corp
ATRI
$1.85M ﹤0.01%
2,956
+224
+8% +$144K
SLP icon
2177
Simulations Plus
SLP
$369M
$1.85M ﹤0.01%
24,513
+5,780
+31% +$371K
ZUO
2178
DELISTED
Zuora, Inc.
ZUO
$1.84M ﹤0.01%
178,391
-5,547
-3% -$64.2K
FORR icon
2179
Forrester Research
FORR
$223M
$1.84M ﹤0.01%
56,207
+194
+0.3% +$6.64K
HCAT icon
2180
Health Catalyst
HCAT
$154M
$1.84M ﹤0.01%
50,314
-12,616
-20% -$428K
KREF
2181
KKR Real Estate Finance Trust
KREF
$448M
$1.84M ﹤0.01%
111,335
-14,201
-11% -$244K
AMRC icon
2182
Ameresco
AMRC
$1.12B
$1.84M ﹤0.01%
55,023
+35,767
+186% +$1.08M
PJT icon
2183
PJT Partners
PJT
$4.3B
$1.83M ﹤0.01%
30,247
+624
+2% +$35.1K
OSPN icon
2184
OneSpan
OSPN
$574M
$1.83M ﹤0.01%
87,272
-36,706
-30% -$906K
BKE icon
2185
Buckle
BKE
$2.25B
$1.83M ﹤0.01%
89,653
+5,795
+7% +$105K
GCP
2186
DELISTED
GCP Applied Technologies Inc.
GCP
$1.82M ﹤0.01%
87,118
+8,045
+10% +$186K
AGM icon
2187
Federal Agricultural Mortgage
AGM
$2.47B
$1.82M ﹤0.01%
28,635
-4,205
-13% -$272K
HGV icon
2188
Hilton Grand Vacations
HGV
$3.59B
$1.82M ﹤0.01%
86,901
+8,175
+10% +$174K
DPG
2189
Duff & Phelps Utility and Infrastructure Fund
DPG
$521M
$1.81M ﹤0.01%
175,604
-8,782
-5% -$98.2K
EOD
2190
Allspring Global Dividend Opportunity Fund
EOD
$279M
$1.81M ﹤0.01%
427,426
+26,070
+6% +$115K
SITM icon
2191
SiTime
SITM
$16B
$1.81M ﹤0.01%
+21,493
New +$1.34M
CELH icon
2192
Celsius Holdings
CELH
$7.47B
$1.8M ﹤0.01%
238,218
-165,396
-41% -$998K
BNFT
2193
DELISTED
Benefitfocus, Inc.
BNFT
$1.8M ﹤0.01%
160,952
+4,871
+3% +$53.4K
ASMB icon
2194
Assembly Biosciences
ASMB
$498M
$1.79M ﹤0.01%
9,076
+7,070
+352% +$1.78M
WRLD icon
2195
World Acceptance Corp
WRLD
$838M
$1.79M ﹤0.01%
16,942
-464
-3% -$38.6K
AZZ icon
2196
AZZ Inc
AZZ
$4.35B
$1.79M ﹤0.01%
52,373
-14,914
-22% -$496K
ATSG
2197
DELISTED
Air Transport Services Group
ATSG
$1.78M ﹤0.01%
71,249
+10,079
+16% +$252K
APPF icon
2198
AppFolio
APPF
$6.38B
$1.78M ﹤0.01%
12,580
-271
-2% -$41.7K
OSUR icon
2199
OraSure Technologies
OSUR
$279M
$1.78M ﹤0.01%
146,611
+831
+0.6% +$11.4K
CRTO icon
2200
Criteo S.A. Ordinary Shares
CRTO
$1.1B
$1.78M ﹤0.01%
145,754
+3,918
+3% +$50.6K
86 87
88
89 90

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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.