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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
WMC
3201
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$137K ﹤0.01%
6,740
+1,623
+32% +$36K
RBB icon
3202
RBB Bancorp
RBB
$448M
$136K ﹤0.01%
12,004
-228
-2% -$2.9K
ESSA
3203
DELISTED
ESSA Bancorp
ESSA
$132K ﹤0.01%
10,724
-1,523
-12% -$19.8K
AKH
3204
DELISTED
AIR France-KLM
AKH
$132K ﹤0.01%
38,210
+21,794
+133% +$75.3K
BLBD icon
3205
Blue Bird Corp
BLBD
$2.29B
$131K ﹤0.01%
+10,770
New +$135K
QEP
3206
DELISTED
QEP RESOURCES, INC.
QEP
$131K ﹤0.01%
145,165
-10,597
-7% -$13.8K
AKO.A icon
3207
Embotelladora Andina Series A
AKO.A
$3.53B
$130K ﹤0.01%
12,262
-2,499
-17% -$30.6K
GAIA icon
3208
Gaia
GAIA
$46.6M
$130K ﹤0.01%
13,177
-1,913
-13% -$19.8K
LK
3209
DELISTED
Luckin Coffee Inc. American Depositary Shares
LK
$130K ﹤0.01%
42,231
+631
+2% +$1.94K
VBIV
3210
DELISTED
VBI Vaccines, Inc. New Common Stock (Canada)
VBIV
$128K ﹤0.01%
1,487
+1,013
+214% +$118K
ANH
3211
DELISTED
Anworth Mortgage Asset Corporation
ANH
$127K ﹤0.01%
77,724
+30,809
+66% +$54K
EXTN
3212
DELISTED
Exterran Corporation
EXTN
$125K ﹤0.01%
30,004
-11,932
-28% -$59.6K
CVGI icon
3213
Commercial Vehicle Group
CVGI
$147M
$124K ﹤0.01%
19,033
-454
-2% -$1.75K
STIM icon
3214
Neuronetics
STIM
$127M
$124K ﹤0.01%
25,488
-7,484
-23% -$28.4K
GTT
3215
DELISTED
GTT Communications, Inc.
GTT
$124K ﹤0.01%
24,066
+4,261
+22% +$25.5K
BKT icon
3216
BlackRock Income Trust
BKT
$331M
$123K ﹤0.01%
6,742
-25,603
-79% -$474K
NL icon
3217
NLI Holdings
NL
$289M
$123K ﹤0.01%
28,973
+752
+3% +$2.71K
CMBT
3218
CMB.TECH NV
CMBT
$4.52B
$123K ﹤0.01%
13,882
-98
-0.7% -$913
TREC
3219
DELISTED
Trecora Resources
TREC
$123K ﹤0.01%
19,974
+1,022
+5% +$6.21K
ZAGG
3220
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$123K ﹤0.01%
43,834
+9,018
+26% +$28.3K
CTSO icon
3221
Cytosorbents Corp
CTSO
$22.2M
$122K ﹤0.01%
15,257
-153
-1% -$1.38K
SBBP
3222
DELISTED
Strongbridge Biopharma plc.
SBBP
$120K ﹤0.01%
57,212
-4,810
-8% -$16.2K
GRTS
3223
DELISTED
Gritstone bio, Inc. Common Stock
GRTS
$119K ﹤0.01%
+45,050
New +$167K
VVNT.WS
3224
DELISTED
Vivint Smart Home, Inc. Warrants, each exercisable for one Class A Common Stock at an exercise price
VVNT.WS
$119K ﹤0.01%
18,750
– –
FRBK
3225
DELISTED
Republic First Bancorp Inc
FRBK
$118K ﹤0.01%
59,681
-6,541
-10% -$14.2K
127 128
129
130 131

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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.