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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
BBAR icon
3226
BBVA Argentina
BBAR
$3.85B
$116K ﹤0.01%
46,032
-111,297
-71% -$405K
IGA
3227
Voya Global Advantage and Premium Opportunity Fund
IGA
$155M
$116K ﹤0.01%
13,901
-626
-4% -$5.19K
ALDX icon
3228
Aldeyra Therapeutics
ALDX
$97.1M
$115K ﹤0.01%
15,493
-845
-5% -$5.46K
OESX icon
3229
Orion Energy Systems
OESX
$38.9M
$115K ﹤0.01%
+1,522
New +$82.8K
BCML icon
3230
BayCom
BCML
$335M
$114K ﹤0.01%
11,071
-711
-6% -$8.13K
UBFO
3231
DELISTED
United Security Bancshares
UBFO
$114K ﹤0.01%
18,598
-3,643
-16% -$22.9K
CMCT
3232
Creative Media & Community Trust
CMCT
$8.37M
– –
0
– –
CDMO
3233
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$113K ﹤0.01%
14,788
-125
-0.8% -$947
FRBA icon
3234
First Bank
FRBA
$470M
$112K ﹤0.01%
18,009
-726
-4% -$4.84K
AMAL icon
3235
Amalgamated Financial
AMAL
$1.47B
$110K ﹤0.01%
10,427
-27,125
-72% -$317K
CYCN icon
3236
Cyclerion Therapeutics
CYCN
$15.2M
$110K ﹤0.01%
901
+94
+12% +$10.7K
GYRE icon
3237
Gyre Therapeutics
GYRE
$629M
$110K ﹤0.01%
+3,407
New +$133K
MCN
3238
Madison Covered Call & Equity Strategy Fund
MCN
$117M
$110K ﹤0.01%
18,434
-600
-3% -$3.54K
FLXN
3239
DELISTED
Flexion Therapeutics, Inc.
FLXN
$110K ﹤0.01%
10,600
+149
+1% +$1.83K
ALSK
3240
DELISTED
Alaska Communications Systems
ALSK
$110K ﹤0.01%
55,192
+34,238
+163% +$79.2K
JNCE
3241
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
$108K ﹤0.01%
13,274
-19,201
-59% -$119K
KIN
3242
DELISTED
Kindred Biosciences, Inc.
KIN
$108K ﹤0.01%
25,214
-1,636
-6% -$6.84K
AMR icon
3243
Alpha Metallurgical Resources
AMR
$1.77B
$107K ﹤0.01%
14,639
-2,717
-16% -$12.6K
AWH
3244
DELISTED
Aspira Women's Health Inc. Common Stock
AWH
$107K ﹤0.01%
+2,322
New +$119K
TCPC icon
3245
BlackRock TCP Capital
TCPC
$278M
$105K ﹤0.01%
10,691
-315
-3% -$3.05K
SCTL
3246
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$104K ﹤0.01%
49,435
+13,543
+38% +$44.4K
CASA
3247
DELISTED
Casa Systems, Inc. Common Stock
CASA
$103K ﹤0.01%
25,534
+2,259
+10% +$10.6K
VRAY
3248
DELISTED
ViewRay, Inc.
VRAY
$103K ﹤0.01%
29,290
+12,656
+76% +$35.2K
GOGL
3249
DELISTED
Golden Ocean Group
GOGL
$102K ﹤0.01%
26,687
-151
-0.6% -$579
GPOR
3250
DELISTED
Gulfport Energy Corp.
GPOR
$102K ﹤0.01%
193,205
-83,720
-30% -$71.7K
128 129
130
131 132

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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
IA
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SCC
Spring Creek Capital Wichita, Kansas $2.53B AUM 19.59% 1-Year Est. Return
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.