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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
TCRR
2426
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
$1.16M ﹤0.01%
56,947
+5,318
+10% +$93.4K
JCAP
2427
DELISTED
Jernigan Capital, Inc.
JCAP
$1.16M ﹤0.01%
67,497
+6,816
+11% +$109K
INGN icon
2428
Inogen
INGN
$175M
$1.16M ﹤0.01%
39,878
+18,067
+83% +$568K
BJRI icon
2429
BJ's Restaurants
BJRI
$1.42B
$1.16M ﹤0.01%
39,226
-28,339
-42% -$729K
SNR
2430
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$1.16M ﹤0.01%
288,628
+45,737
+19% +$180K
QADA
2431
DELISTED
QAD Inc.
QADA
$1.15M ﹤0.01%
27,280
+1,725
+7% +$72.5K
TG icon
2432
Tredegar Corp
TG
$265M
$1.15M ﹤0.01%
77,176
-495
-0.6% -$8.12K
AZEK
2433
DELISTED
The AZEK Co
AZEK
$1.15M ﹤0.01%
+32,960
New +$1.15M
NGVC icon
2434
Vitamin Cottage Natural Grocers
NGVC
$739M
$1.15M ﹤0.01%
116,357
-3,084
-3% -$40.3K
EEMS icon
2435
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$349M
$1.15M ﹤0.01%
26,146
+2,496
+11% +$108K
SPOK icon
2436
Spok Holdings
SPOK
$228M
$1.14M ﹤0.01%
120,124
+50,209
+72% +$502K
NP
2437
DELISTED
Neenah, Inc. Common Stock
NP
$1.14M ﹤0.01%
30,418
-6,087
-17% -$274K
BSTC
2438
DELISTED
BioSpecifics Technologies Corp.
BSTC
$1.14M ﹤0.01%
21,582
-4,979
-19% -$307K
YZC
2439
DELISTED
Yanzhou Coal Mining
YZC
$1.14M ﹤0.01%
150,904
-6,038
-4% -$45.6K
SWTX
2440
DELISTED
SpringWorks Therapeutics
SWTX
$1.14M ﹤0.01%
23,835
+3,004
+14% +$128K
ACLS icon
2441
Axcelis
ACLS
$4.01B
$1.14M ﹤0.01%
51,609
-5,114
-9% -$130K
FRA icon
2442
BlackRock Floating Rate Income Strategies Fund
FRA
$383M
$1.14M ﹤0.01%
98,673
-72,744
-42% -$838K
FSP
2443
Franklin Street Properties
FSP
$47.2M
$1.14M ﹤0.01%
310,051
-33,506
-10% -$157K
RUTH
2444
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$1.14M ﹤0.01%
102,665
-6,435
-6% -$58.1K
AORT icon
2445
Artivion
AORT
$1.3B
$1.13M ﹤0.01%
61,253
-4,322
-7% -$82.6K
LAUR icon
2446
Laureate Education
LAUR
$5.28B
$1.13M ﹤0.01%
85,152
+26,490
+45% +$318K
BATRK icon
2447
Atlanta Braves Holdings Series B
BATRK
$3.26B
$1.13M ﹤0.01%
53,784
+12,838
+31% +$249K
PRO
2448
DELISTED
PROS Holdings
PRO
$1.12M ﹤0.01%
35,179
+4,207
+14% +$159K
KALA icon
2449
KALA BIO
KALA
$14.1M
$1.12M ﹤0.01%
60
-26
-30% -$598K
FBM
2450
DELISTED
Foundation Building Materials, Inc. Common Stock
FBM
$1.11M ﹤0.01%
70,851
+1,551
+2% +$23.7K
96 97
98
99 100

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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.