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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
CRON
3251
Cronos Group
CRON
$1.07B
$101K ﹤0.01%
20,139
-4,683
-19% -$27.4K
OCUL icon
3252
Ocular Therapeutix
OCUL
$1.83B
$101K ﹤0.01%
13,302
-5,495
-29% -$45.6K
LTM
3253
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$101K ﹤0.01%
64,996
-341,359
-84% -$530K
TCRT icon
3254
Alaunos Therapeutics
TCRT
$4.64M
$100K ﹤0.01%
264
-38
-13% -$16.8K
NYMX
3255
DELISTED
Nymox Pharmaceutical Corp
NYMX
$100K ﹤0.01%
40,742
-2,482
-6% -$7.23K
TRAK icon
3256
ReposiTrak
TRAK
$160M
$99K ﹤0.01%
20,096
-4,757
-19% -$22.2K
CRK icon
3257
Comstock Resources
CRK
$3.7B
$98K ﹤0.01%
22,262
-2,054
-8% -$10.9K
OSG
3258
DELISTED
Overseas Shipholding Group Inc.
OSG
$98K ﹤0.01%
45,891
-5,789
-11% -$12.6K
DBVT
3259
DBV Technologies
DBVT
$813M
$97K ﹤0.01%
5,611
-3,062
-35% -$88K
UBX
3260
DELISTED
Unity Biotechnology
UBX
$97K ﹤0.01%
2,814
-3,175
-53% -$201K
AGEN
3261
Agenus
AGEN
$276M
$96K ﹤0.01%
1,224
-186
-13% -$14.5K
DSSI
3262
DELISTED
Diamond S Shipping Inc. Common Shares
DSSI
$95K ﹤0.01%
13,769
-39,957
-74% -$324K
BOCH
3263
DELISTED
Bank of Commerce Holdings (CA)
BOCH
$94K ﹤0.01%
13,462
-992
-7% -$7.33K
ACR
3264
ACRES Commercial Realty
ACR
$130M
$91K ﹤0.01%
14,517
-6,487
-31% -$45K
JRS icon
3265
Nuveen Real Estate Income Fund
JRS
$251M
$91K ﹤0.01%
12,016
-9,569
-44% -$73.8K
CEPU
3266
Central Puerto
CEPU
$2.16B
$90K ﹤0.01%
39,982
-13,700
-26% -$35K
UTI icon
3267
Universal Technical Institute
UTI
$2.26B
$90K ﹤0.01%
17,749
-211,649
-92% -$1.49M
PPT
3268
Franklin Premier Income Trust
PPT
$323M
$88K ﹤0.01%
+19,767
New +$91.7K
SIEN
3269
DELISTED
Sientra, Inc.
SIEN
$87K ﹤0.01%
2,552
+224
+10% +$8.49K
NNBR icon
3270
NN Inc
NNBR
$237M
$84K ﹤0.01%
16,214
-889
-5% -$4.69K
OPBK icon
3271
OP Bancorp
OPBK
$235M
$84K ﹤0.01%
14,653
-10,450
-42% -$65.6K
VXRT
3272
DELISTED
Vaxart
VXRT
$84K ﹤0.01%
+12,669
New +$113K
PVBC
3273
DELISTED
Provident Bancorp
PVBC
$83K ﹤0.01%
+10,638
New +$84.1K
RLGT icon
3274
Radiant Logistics
RLGT
$400M
$83K ﹤0.01%
16,182
-3,664
-18% -$17.7K
NBRV
3275
DELISTED
Nabriva Therapeutics plc Ordinary Shares Ireland
NBRV
$81K ﹤0.01%
612
+446
+269% +$74.5K
129 130
131
132 133

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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.