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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
YARW
3176
Yarrow Bioscience, Inc. Common Stock
YARW
$20.3M
$167K ﹤0.01%
28
+11
+65% +$64.2K
BMA icon
3177
Banco Macro
BMA
$5.81B
$164K ﹤0.01%
11,455
-46,268
-80% -$899K
ALEC icon
3178
Alector
ALEC
$169M
$163K ﹤0.01%
15,501
+1,962
+14% +$31.7K
HBT icon
3179
HBT Financial
HBT
$1.33B
$163K ﹤0.01%
14,550
+607
+4% +$7.43K
MIXT
3180
DELISTED
MIX TELEMATICS LIMITED
MIXT
$163K ﹤0.01%
+18,282
New +$170K
INSW icon
3181
International Seaways
INSW
$4.68B
$162K ﹤0.01%
11,071
-64,816
-85% -$1.08M
GHL
3182
DELISTED
Greenhill & Co., Inc.
GHL
$162K ﹤0.01%
14,270
+1,894
+15% +$21.6K
PROS
3183
DELISTED
ProSight Global, Inc.
PROS
$162K ﹤0.01%
14,269
-1,312
-8% -$12.1K
CTLP
3184
DELISTED
Cantaloupe
CTLP
$161K ﹤0.01%
18,350
-212
-1% -$1.86K
VET icon
3185
Vermilion Energy
VET
$1.66B
$161K ﹤0.01%
68,734
-44,912
-40% -$177K
DVAX
3186
DELISTED
Dynavax Technologies
DVAX
$158K ﹤0.01%
36,615
-19,591
-35% -$140K
CIVB icon
3187
Civista Bancshares
CIVB
$608M
$156K ﹤0.01%
12,460
-3,619
-23% -$49.4K
TWI icon
3188
Titan International
TWI
$492M
$155K ﹤0.01%
+53,728
New +$118K
PRGX
3189
DELISTED
PRGX Global, Inc.
PRGX
$151K ﹤0.01%
31,678
-2,213
-7% -$11.2K
AKBA icon
3190
Akebia Therapeutics
AKBA
$338M
$150K ﹤0.01%
59,857
-124,180
-67% -$1.09M
MNKD icon
3191
MannKind Corp
MNKD
$1.19B
$150K ﹤0.01%
79,534
+1,607
+2% +$2.78K
ATRS
3192
DELISTED
Antares Pharma, Inc.
ATRS
$150K ﹤0.01%
55,672
+12,385
+29% +$34.3K
FENC icon
3193
Fennec Pharmaceuticals
FENC
$335M
$146K ﹤0.01%
24,162
+9,934
+70% +$70K
TAC icon
3194
TransAlta
TAC
$3.93B
$144K ﹤0.01%
23,421
-718
-3% -$4.5K
FARM
3195
DELISTED
Farmer Brothers
FARM
$143K ﹤0.01%
32,293
+15,697
+95% +$93.1K
MLP icon
3196
Maui Land & Pineapple Co
MLP
$354M
$143K ﹤0.01%
13,257
-2,753
-17% -$29.8K
CRBP icon
3197
Corbus Pharmaceuticals
CRBP
$165M
$142K ﹤0.01%
2,624
-986
-27% -$179K
NESR
3198
National Energy Services Reunited Corp
NESR
$2.46B
$142K ﹤0.01%
22,296
+5,056
+29% +$35.8K
LFVN icon
3199
LifeVantage
LFVN
$80.1M
$140K ﹤0.01%
+11,578
New +$156K
WOW
3200
DELISTED
WideOpenWest
WOW
$139K ﹤0.01%
26,825
+423
+2% +$2.44K
126 127
128
129 130

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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.