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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
RCUS icon
2926
Arcus Biosciences
RCUS
$3.55B
$366K ﹤0.01%
21,337
-29,869
-58% -$667K
XLU icon
2927
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$364K ﹤0.01%
12,266
-1,820
-13% -$54K
MERC icon
2928
Mercer International
MERC
$42.3M
$363K ﹤0.01%
55,063
-14,984
-21% -$115K
GABC icon
2929
German American Bancorp
GABC
$1.91B
$362K ﹤0.01%
13,351
-3,074
-19% -$88.5K
RAFE icon
2930
PIMCO RAFI ESG US ETF
RAFE
$163M
$361K ﹤0.01%
15,974
+609
+4% +$13.6K
TBPH icon
2931
Theravance Biopharma
TBPH
$874M
$361K ﹤0.01%
24,421
-60,855
-71% -$1.14M
GRC icon
2932
Gorman-Rupp
GRC
$2.14B
$359K ﹤0.01%
12,183
-76
-0.6% -$2.4K
IIIN icon
2933
Insteel Industries
IIIN
$593M
$359K ﹤0.01%
19,174
-96,890
-83% -$1.82M
XBI icon
2934
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$359K ﹤0.01%
3,224
-1,668
-34% -$187K
VGI
2935
Virtus Global Multi-Sector Income Fund
VGI
$81.9M
$358K ﹤0.01%
33,170
-477
-1% -$5.41K
WVE icon
2936
Wave Life Sciences
WVE
$1.09B
$358K ﹤0.01%
42,167
-264
-0.6% -$2.89K
TDW icon
2937
Tidewater
TDW
$3.73B
$356K ﹤0.01%
53,043
+2,690
+5% +$17.7K
GWPH
2938
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$356K ﹤0.01%
3,662
-45,002
-92% -$5.18M
VIE
2939
DELISTED
Viela Bio, Inc. Common Stock
VIE
$356K ﹤0.01%
12,672
+2,174
+21% +$76.9K
VAPO
2940
DELISTED
Vapotherm, Inc. Common Stock
VAPO
$355K ﹤0.01%
1,532
-4,522
-75% -$1.3M
CLS icon
2941
Celestica
CLS
$38.1B
$353K ﹤0.01%
51,203
-2,891
-5% -$21.7K
RGS icon
2942
Regis Corp
RGS
$68.4M
$353K ﹤0.01%
2,872
-491
-15% -$74K
VOX icon
2943
Vanguard Communication Services ETF
VOX
$5.59B
$352K ﹤0.01%
+3,454
New +$351K
MSGN
2944
DELISTED
MSG Networks Inc.
MSGN
$352K ﹤0.01%
36,749
+8,699
+31% +$87.5K
IMXI icon
2945
International Money Express
IMXI
$357M
$351K ﹤0.01%
24,400
+8,422
+53% +$128K
NTLA icon
2946
Intellia Therapeutics
NTLA
$1.49B
$349K ﹤0.01%
17,569
+693
+4% +$14.4K
CPRX
2947
DELISTED
Catalyst Pharmaceutical
CPRX
$348K ﹤0.01%
117,185
+29,487
+34% +$115K
LAZ icon
2948
Lazard
LAZ
$4.13B
$344K ﹤0.01%
10,423
+594
+6% +$18.3K
NMFC icon
2949
New Mountain Finance
NMFC
$651M
$344K ﹤0.01%
35,985
+8,924
+33% +$86.2K
VXF icon
2950
Vanguard Extended Market ETF
VXF
$30.3B
$340K ﹤0.01%
+2,619
New +$333K
116 117
118
119 120

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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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ACI
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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.