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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
ARAY icon
3301
Accuray
ARAY
$33.9M
$58K ﹤0.01%
24,117
-2,155
-8% -$5.03K
ORGO icon
3302
Organogenesis Holdings
ORGO
$315M
$58K ﹤0.01%
+15,130
New +$59.7K
TIPT icon
3303
Tiptree Inc
TIPT
$655M
$56K ﹤0.01%
11,331
-5,065
-31% -$27.4K
NINE
3304
DELISTED
Nine Energy Service
NINE
$55K ﹤0.01%
+48,749
New +$77.6K
PVLA
3305
Palvella Therapeutics
PVLA
$2.15B
$55K ﹤0.01%
329
-14
-4% -$3.19K
PMD
3306
DELISTED
Psychemedics Corporation
PMD
$55K ﹤0.01%
+12,581
New +$61.3K
CHMA
3307
DELISTED
Chiasma, Inc. Common Stock
CHMA
$55K ﹤0.01%
12,737
-1,973
-13% -$9.45K
DHX icon
3308
DHI Group
DHX
$176M
$53K ﹤0.01%
+23,513
New +$58.3K
OPTN
3309
DELISTED
OptiNose
OPTN
$53K ﹤0.01%
906
-82
-8% -$6.07K
GOEVW
3310
DELISTED
Canoo Inc. Warrant
GOEVW
$50K ﹤0.01%
21,750
– –
CKPT
3311
DELISTED
Checkpoint Therapeutics
CKPT
$49K ﹤0.01%
1,823
-188
-9% -$4.51K
CRESY
3312
Cresud
CRESY
$823M
$49K ﹤0.01%
18,321
-73,472
-80% -$240K
VNTR
3313
DELISTED
Venator Materials PLC
VNTR
$49K ﹤0.01%
25,455
-3,396
-12% -$6.61K
NBEV
3314
DELISTED
NewAge, Inc. Common Stock (Delaware)
NBEV
$49K ﹤0.01%
28,353
-23,783
-46% -$46.3K
CPIX icon
3315
Cumberland Pharmaceuticals
CPIX
$101M
$48K ﹤0.01%
+14,994
New +$49.3K
NERV icon
3316
Minerva Neurosciences
NERV
$187M
$48K ﹤0.01%
1,885
-14
-0.7% -$378
NNA
3317
DELISTED
Navios Maritime Acquisition Corporation
NNA
$47K ﹤0.01%
11,147
-413
-4% -$1.91K
EOLS icon
3318
Evolus
EOLS
$396M
$45K ﹤0.01%
11,469
-2,775
-19% -$10.1K
LNAI
3319
Lunai Bioworks
LNAI
$9.16M
$45K ﹤0.01%
157
– –
ENLC
3320
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$45K ﹤0.01%
+19,185
New +$50.8K
YELL
3321
DELISTED
Yellow Corporation Common Stock
YELL
$45K ﹤0.01%
11,492
-10,998
-49% -$40.3K
ENZ
3322
DELISTED
Enzo Biochem, Inc.
ENZ
$44K ﹤0.01%
21,059
-11,543
-35% -$27.4K
HALL
3323
DELISTED
Hallmark Financial Services, Inc.
HALL
$44K ﹤0.01%
1,675
-1,566
-48% -$48.8K
TK icon
3324
Teekay
TK
$983M
$41K ﹤0.01%
18,309
-26,739
-59% -$65.7K
BXRX
3325
DELISTED
Baudax Bio, Inc. Common Stock
BXRX
$41K ﹤0.01%
11
– –
131 132
133
134 135

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MCM
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PSUF
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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.