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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
NAGE
3276
Niagen Bioscience
NAGE
$256M
$80K ﹤0.01%
+19,972
New +$96.3K
PMBC
3277
DELISTED
Pacific Mercantile Bancorp
PMBC
$80K ﹤0.01%
21,389
-9,218
-30% -$33.8K
CBUS icon
3278
Cibus
CBUS
$148M
$79K ﹤0.01%
+289
New +$78.4K
PGEN icon
3279
Precigen
PGEN
$1.94B
$79K ﹤0.01%
22,666
-23,727
-51% -$113K
RMNI icon
3280
Rimini Street
RMNI
$457M
$79K ﹤0.01%
24,632
-15,337
-38% -$70.5K
WNEB icon
3281
Western New England Bancorp
WNEB
$260M
$79K ﹤0.01%
14,034
-1,108
-7% -$5.97K
HAPN
3282
Happen Inc
HAPN
$2.14B
$78K ﹤0.01%
16,552
+2,195
+15% +$11.6K
LXRX icon
3283
Lexicon Pharmaceuticals
LXRX
$1.03B
$78K ﹤0.01%
54,484
+3,466
+7% +$6.17K
KMF
3284
DELISTED
Kayne Anderson NextGen Energy & Infrastructure, Inc.
KMF
$77K ﹤0.01%
19,205
-828
-4% -$3.7K
MNOV icon
3285
MediciNova
MNOV
$63.5M
$75K ﹤0.01%
14,245
+2,557
+22% +$14.7K
SYBX
3286
DELISTED
Synlogic
SYBX
$74K ﹤0.01%
2,430
+65
+3% +$2.14K
BMY.RT
3287
DELISTED
Bristol-Myers Squibb Company Contingent Value Rights
BMY.RT
$74K ﹤0.01%
32,739
-11,528
-26% -$32.9K
LITS
3288
Lite Strategy Inc
LITS
$32.4M
$73K ﹤0.01%
1,172
-1,416
-55% -$85.3K
ESXB
3289
DELISTED
Community Bankers Trust Corporation
ESXB
$73K ﹤0.01%
+14,446
New +$73.3K
PAVM icon
3290
PAVmed
PAVM
$36.5M
$72K ﹤0.01%
90
-2
-2% -$1.78K
SLDB icon
3291
Solid Biosciences
SLDB
$792M
$71K ﹤0.01%
2,327
+1,069
+85% +$40.9K
CURO
3292
DELISTED
CURO Group Holdings Corp.
CURO
$71K ﹤0.01%
+10,083
New +$76.7K
ACER
3293
DELISTED
Acer Therapeutics Inc
ACER
$69K ﹤0.01%
23,835
-8,721
-27% -$28.2K
GSIT icon
3294
GSI Technology
GSIT
$201M
$68K ﹤0.01%
+11,997
New +$76.2K
NPKI
3295
NPK International
NPKI
$1.02B
$68K ﹤0.01%
64,645
+2,678
+4% +$4.92K
AFI
3296
DELISTED
Armstrong Flooring, Inc.
AFI
$68K ﹤0.01%
19,805
-2,546
-11% -$8.89K
ASAP
3297
DELISTED
Waitr Holdings Inc. Common Stock
ASAP
$67K ﹤0.01%
1,038
-69
-6% -$5.74K
BBW icon
3298
Build-A-Bear
BBW
$445M
$66K ﹤0.01%
26,300
– –
TXMD icon
3299
TherapeuticsMD
TXMD
$23.8M
$63K ﹤0.01%
792
+435
+122% +$34.7K
NCSM icon
3300
NCS Multistage Holdings
NCSM
$116M
$62K ﹤0.01%
5,230
– –
130 131
132
133 134

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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.