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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
FHI icon
1126
Federated Hermes
FHI
$4.51B
$10.3M 0.01%
477,321
+67,571
+16% +$1.6M
RP
1127
DELISTED
RealPage, Inc.
RP
$10.2M 0.01%
177,705
-59,964
-25% -$3.71M
ASB icon
1128
Associated Banc-Corp
ASB
$5.8B
$10.2M 0.01%
810,883
+109,132
+16% +$1.44M
BCPC
1129
Balchem Corp
BCPC
$5.23B
$10.2M 0.01%
104,810
+2,932
+3% +$287K
MT icon
1130
ArcelorMittal
MT
$52.3B
$10.2M 0.01%
770,884
+69,444
+10% +$837K
SF
1131
Stifel
SF
$12.5B
$10.2M 0.01%
454,081
+70,985
+19% +$1.58M
HOUS
1132
DELISTED
Anywhere Real Estate
HOUS
$10.2M 0.01%
1,079,846
+378,643
+54% +$3.64M
IPHI
1133
DELISTED
INPHI CORPORATION
IPHI
$10.2M 0.01%
90,674
-17,910
-16% -$2.09M
EME icon
1134
Emcor
EME
$35.7B
$10.2M 0.01%
149,978
+11,811
+9% +$819K
IQI icon
1135
Invesco Quality Municipal Securities
IQI
$528M
$10.1M 0.01%
820,750
+33,203
+4% +$411K
NVST icon
1136
Envista
NVST
$4.52B
$10.1M 0.01%
410,835
-9,325
-2% -$215K
CLGX
1137
DELISTED
Corelogic, Inc.
CLGX
$10.1M 0.01%
149,694
+10,380
+7% +$698K
TMX
1138
DELISTED
Terminix Global Holdings, Inc.
TMX
$10.1M 0.01%
253,977
+9,392
+4% +$370K
IRTC icon
1139
iRhythm Holdings
IRTC
$3.91B
$10.1M 0.01%
42,430
-1,178
-3% -$208K
DIOD icon
1140
Diodes
DIOD
$3.77B
$10.1M 0.01%
178,762
+2,540
+1% +$129K
SIMO icon
1141
Silicon Motion
SIMO
$8.65B
$10.1M 0.01%
267,099
-23,801
-8% -$954K
GRFS
1142
Grifois
GRFS
$5.58B
$10.1M 0.01%
581,462
-121,965
-17% -$2.15M
THS
1143
DELISTED
Treehouse Foods
THS
$10.1M 0.01%
248,248
+26,451
+12% +$1.13M
BKH icon
1144
Black Hills Corp
BKH
$5.5B
$10M 0.01%
187,787
+1,492
+0.8% +$85.2K
REGI
1145
DELISTED
Renewable Energy Group, Inc.
REGI
$10M 0.01%
187,371
+65,809
+54% +$2.31M
CDK
1146
DELISTED
CDK Global, Inc.
CDK
$9.99M 0.01%
229,108
+9,070
+4% +$403K
AIF
1147
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$9.95M 0.01%
782,717
+58,835
+8% +$742K
BHF icon
1148
Brighthouse Financial
BHF
$3.64B
$9.94M 0.01%
369,428
-52,545
-12% -$1.53M
BYD icon
1149
Boyd Gaming
BYD
$6.47B
$9.94M 0.01%
323,879
-18,622
-5% -$468K
VIAV icon
1150
Viavi Solutions
VIAV
$8.65B
$9.93M 0.01%
846,894
-64,345
-7% -$835K
44 45
46
47 48

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MCM
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PSUF
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IA
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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.