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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
PAYS icon
3401
Paysign
PAYS
$517M
– –
-13,533
Closed -$131K
PFF icon
3402
iShares Preferred and Income Securities ETF
PFF
$13.1B
– –
-46,722
Closed -$1.62M
PHD
3403
DELISTED
Pioneer Floating Rate Fund
PHD
– –
-23,861
Closed -$227K
PTN
3404
Palatin Technologies
PTN
$14.4M
– –
-89
Closed -$57K
QAT icon
3405
iShares MSCI Qatar ETF
QAT
$63.8M
– –
-11,509
Closed -$184K
REI icon
3406
Ring Energy
REI
$307M
– –
-12,152
Closed -$14K
RILY icon
3407
BRC Group Holdings
RILY
$264M
– –
-10,530
Closed -$229K
SCHV
3408
Schwab US Large-Cap Value ETF
SCHV
$15.6B
– –
-118,809
Closed -$1.98M
SDGR icon
3409
Schrodinger
SDGR
$1.13B
– –
-2,673
Closed -$245K
SFST icon
3410
Southern First Bancshares
SFST
$581M
– –
-8,846
Closed -$245K
SPRO icon
3411
Spero Therapeutics
SPRO
$68.9M
– –
-11,575
Closed -$157K
SPTL icon
3412
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.5B
– –
-4,734
Closed -$222K
THR
3413
DELISTED
Thermon Group Holdings
THR
– –
-11,712
Closed -$171K
VNCE icon
3414
Vince Holding Corp
VNCE
$79.9M
– –
-13,056
Closed -$72K
VPG icon
3415
Vishay Precision Group
VPG
$1.08B
– –
-10,803
Closed -$266K
VRCA icon
3416
Verrica Pharmaceuticals
VRCA
$89M
– –
-1,071
Closed -$118K
QTTB icon
3417
Q32 Bio
QTTB
$435M
– –
-1,245
Closed -$340K
TELL
3418
DELISTED
Tellurian Inc.
TELL
– –
-41,609
Closed -$48K
AMK
3419
DELISTED
AssetMark Financial Holdings, Inc.
AMK
– –
-7,699
Closed -$210K
HOLI
3420
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
– –
-29,095
Closed -$387K
ICD
3421
DELISTED
Independence Contract Drilling, Inc.
ICD
– –
-12,627
Closed -$49K
MRNS
3422
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
– –
-4,342
Closed -$44K
KRTX
3423
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
– –
-10,178
Closed -$1.13M
EXPR
3424
DELISTED
Express, Inc.
EXPR
– –
-5,016
Closed -$154K
ORTX
3425
DELISTED
Orchard Therapeutics plc American Depositary Shares
ORTX
– –
-5,890
Closed -$353K
135 136
137
138 139

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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.