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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
BVH
3426
DELISTED
Bluegreen Vacations Holding Corporation
BVH
– –
-3,994
Closed -$51K
PCTI
3427
DELISTED
PCTEL, Inc. Common Stock
PCTI
– –
-246,077
Closed -$1.64M
ITCL
3428
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
– –
-13,445
Closed -$52K
KDNY
3429
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
– –
-69,935
Closed -$808K
ISEE
3430
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-274,000
Closed -$1.4M
TTCF
3431
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
– –
-47,042
Closed -$774K
SEAC
3432
DELISTED
Seachange International Inc
SEAC
– –
-580
Closed -$18K
RFP
3433
DELISTED
Resolute Forest Products Inc.
RFP
– –
-10,312
Closed -$22K
ELVT
3434
DELISTED
Elevate Credit, Inc.
ELVT
– –
-35,239
Closed -$52K
PHAS
3435
DELISTED
PhaseBio Pharmaceuticals, Inc. Common Stock
PHAS
– –
-20,066
Closed -$92K
SHLX
3436
DELISTED
Shell Midstream Partners, L.P.
SHLX
– –
-136,581
Closed -$1.68M
CDR
3437
DELISTED
Cedar Realty Trust, Inc
CDR
– –
-15,377
Closed -$100K
SRGA
3438
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
– –
-3,146
Closed -$300K
KLDO
3439
DELISTED
Kaleido Biosciences, Inc. Common Stock
KLDO
– –
-21,315
Closed -$158K
STXB
3440
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
– –
-21,980
Closed -$271K
GSKY
3441
DELISTED
GreenSky, Inc. Class A Common Stock
GSKY
– –
-24,293
Closed -$119K
BPYU
3442
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
– –
-515,046
Closed -$5.13M
MEN
3443
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
– –
-58,490
Closed -$641K
CBL
3444
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-256,327
Closed -$70K
DNI
3445
DELISTED
Dividend and Income Fund
DNI
– –
-116,602
Closed -$1.19M
PFNX
3446
DELISTED
Pfenex Inc.
PFNX
– –
-85,633
Closed -$715K
PRNB
3447
DELISTED
Principia Biopharma Inc. Common Stock
PRNB
– –
-6,057
Closed -$362K
WUBA
3448
DELISTED
58.com Inc
WUBA
– –
-108,168
Closed -$5.83M
PACK.WS
3449
DELISTED
One Madison Corporation Warrants, each whole warrant is exercisable for one Class A Common Stock at
PACK.WS
– –
-52,636
Closed -$82K
LOGM
3450
DELISTED
LogMein, Inc.
LOGM
– –
-122,053
Closed -$10.3M
136 137
138
139 140

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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.