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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
IVH
2976
DELISTED
Delaware Ivy High Income Opportunities Fund
IVH
$318K ﹤0.01%
26,761
+565
+2% +$6.73K
EWM icon
2977
iShares MSCI Malaysia ETF
EWM
$307M
$314K ﹤0.01%
11,981
-1,436
-11% -$38.4K
RCKT icon
2978
Rocket Pharmaceuticals
RCKT
$343M
$314K ﹤0.01%
13,747
-96
-0.7% -$2.37K
BY icon
2979
Byline Bancorp
BY
$1.78B
$312K ﹤0.01%
27,647
+6,161
+29% +$77K
KBAL
2980
DELISTED
Kimball International
KBAL
$312K ﹤0.01%
29,604
+1,074
+4% +$12K
DTIL icon
2981
Precision BioSciences
DTIL
$178M
$311K ﹤0.01%
1,682
-368
-18% -$73.2K
INSG icon
2982
Inseego
INSG
$104M
$311K ﹤0.01%
3,009
-10,441
-78% -$1.21M
VRS
2983
DELISTED
Verso Corporation
VRS
$311K ﹤0.01%
39,458
-920
-2% -$11.2K
CNOB icon
2984
Center Bancorp
CNOB
$1.65B
$310K ﹤0.01%
22,061
+5,383
+32% +$78.3K
BCOV
2985
DELISTED
Brightcove, Inc.
BCOV
$310K ﹤0.01%
30,242
+4,825
+19% +$48.2K
TSHA icon
2986
Taysha Gene Therapies
TSHA
$1.61B
$307K ﹤0.01%
+13,700
New +$322K
DAI
2987
DELISTED
DAIMLER AG
DAI
$307K ﹤0.01%
5,717
-1,624
-22% -$87.2K
CCBG icon
2988
Capital City Bank Group
CCBG
$897M
$305K ﹤0.01%
16,240
+476
+3% +$9.34K
OMAB icon
2989
Grupo Aeroportuario Centro Norte
OMAB
$5.14B
$305K ﹤0.01%
8,294
-1,368
-14% -$49.1K
MOV icon
2990
Movado Group
MOV
$840M
$304K ﹤0.01%
30,595
-1,131
-4% -$12.1K
LTRPA
2991
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
$304K ﹤0.01%
175,723
-11,587
-6% -$27.9K
CO
2992
DELISTED
Global Cord Blood Corporation
CO
$304K ﹤0.01%
85,996
+8,252
+11% +$28.6K
GIC icon
2993
Global Industrial
GIC
$1.38B
$303K ﹤0.01%
+12,648
New +$273K
HTB
2994
HomeTrust Bancshares
HTB
$866M
$302K ﹤0.01%
22,209
+3,891
+21% +$56.1K
BWB icon
2995
Bridgewater Bancshares
BWB
$580M
$301K ﹤0.01%
31,748
+13,913
+78% +$133K
AUD
2996
DELISTED
Audacy, Inc.
AUD
$301K ﹤0.01%
186,947
-2,443
-1% -$3.65K
NRIM icon
2997
Northrim BanCorp
NRIM
$593M
$300K ﹤0.01%
47,056
+10,152
+28% +$63.4K
GNK icon
2998
Genco Shipping & Trading
GNK
$1.1B
$299K ﹤0.01%
43,365
-92
-0.2% -$620
HFFG icon
2999
HF Foods Group
HFFG
$80.7M
$299K ﹤0.01%
45,250
+30,647
+210% +$249K
SCHM icon
3000
Schwab US Mid-Cap ETF
SCHM
$14.2B
$299K ﹤0.01%
16,152
-1,008
-6% -$18.7K
118 119
120
121 122

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NIPH
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AF
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MCM
Melvin Capital Management New York $9.86B AUM 16.31% 1-Year Est. Return
PSUF
People's United Financial Bridgeport, Connecticut $3.51B AUM 12.24% 1-Year Est. Return
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.