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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
CASI
3351
DELISTED
CASI Pharmaceuticals
CASI
$17K ﹤0.01%
1,109
-865
-44% -$16.3K
TTI icon
3352
TETRA Technologies
TTI
$1.08B
$17K ﹤0.01%
32,882
-115
-0.3% -$70
ACOR
3353
DELISTED
Acorda Therapeutics
ACOR
$16K ﹤0.01%
258
– –
HPR
3354
DELISTED
HighPoint Resources Corporation
HPR
$16K ﹤0.01%
1,428
+309
+28% +$5.06K
HTT
3355
High Templar Tech Ltd
HTT
$370M
$13K ﹤0.01%
10,298
-26,564
-72% -$44.8K
ABEO icon
3356
Abeona Therapeutics
ABEO
$355M
$11K ﹤0.01%
435
-104
-19% -$6.56K
ASRT
3357
DELISTED
Assertio
ASRT
$11K ﹤0.01%
276
– –
BGG
3358
DELISTED
Briggs & Stratton Corp.
BGG
$9K ﹤0.01%
34,060
-106,793
-76% -$116K
PEI
3359
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$7K ﹤0.01%
809
-512
-39% -$8.04K
PR
3360
Permian Resources
PR
$17.4B
$6K ﹤0.01%
10,108
-16,549
-62% -$12.7K
ACTA
3361
DELISTED
Actua Corp
ACTA
$5K ﹤0.01%
107,574
– –
ACET icon
3362
Adicet Bio
ACET
$77.6M
– –
-224
Closed -$54K
ACMR icon
3363
ACM Research
ACMR
$4.51B
– –
-44,730
Closed -$930K
ADMA icon
3364
ADMA Biologics
ADMA
$2.02B
– –
-12,697
Closed -$37K
AHT
3365
Ashford Hospitality Trust
AHT
$20.8M
– –
-186
Closed -$134K
ATEC icon
3366
Alphatec Holdings
ATEC
$1.48B
– –
-15,265
Closed -$72K
AVXL icon
3367
Anavex Life Sciences
AVXL
$231M
– –
-12,634
Closed -$62K
BGT icon
3368
BlackRock Floating Rate Income Trust
BGT
$321M
– –
-37,258
Closed -$409K
BOC icon
3369
Boston Omaha
BOC
$436M
– –
-10,225
Closed -$164K
BSBK icon
3370
Bogota Financial
BSBK
$114M
– –
-25,728
Closed -$225K
BYSI icon
3371
BeyondSpring
BYSI
$47.3M
– –
-21,730
Closed -$328K
CCNE icon
3372
CNB Financial Corp
CCNE
$1.05B
– –
-32,766
Closed -$587K
CG icon
3373
Carlyle Group
CG
$16.1B
– –
-7,620
Closed -$213K
CHI
3374
Calamos Convertible Opportunities and Income Fund
CHI
$968M
– –
-113,933
Closed -$1.21M
CLVT icon
3375
Clarivate
CLVT
$1.37B
– –
-36,644
Closed -$818K
133 134
135
136 137

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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.