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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
SPDW icon
1826
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$40.2B
$3.36M ﹤0.01%
114,710
-7,219
-6% -$211K
ECPG icon
1827
Encore Capital Group
ECPG
$2.02B
$3.35M ﹤0.01%
86,936
+14,276
+20% +$569K
NHY
1828
DELISTED
NORSK HYDRO A. S. ADR
NHY
$3.35M ﹤0.01%
1,248,523
-492,470
-28% -$1.32M
TVTX icon
1829
Travere Therapeutics
TVTX
$5.2B
$3.34M ﹤0.01%
181,024
-10,825
-6% -$210K
CYTK icon
1830
Cytokinetics
CYTK
$10.5B
$3.34M ﹤0.01%
154,316
-33,645
-18% -$787K
MTRN icon
1831
Materion
MTRN
$4.39B
$3.34M ﹤0.01%
64,212
-1,979
-3% -$112K
ADUS icon
1832
Addus HomeCare
ADUS
$2.16B
$3.34M ﹤0.01%
35,300
+3,683
+12% +$345K
AVTR icon
1833
Avantor
AVTR
$9.32B
$3.33M ﹤0.01%
148,226
+22,476
+18% +$467K
AMWD
1834
DELISTED
American Woodmark
AMWD
$3.33M ﹤0.01%
42,334
+7,152
+20% +$584K
PDM
1835
Piedmont Realty Trust
PDM
$1.21B
$3.32M ﹤0.01%
244,857
-76,515
-24% -$1.19M
KN icon
1836
Knowles
KN
$3.13B
$3.32M ﹤0.01%
222,931
+36,319
+19% +$551K
IOSP icon
1837
Innospec
IOSP
$2.12B
$3.32M ﹤0.01%
52,415
+3,417
+7% +$254K
BHE icon
1838
Benchmark Electronics
BHE
$2.87B
$3.32M ﹤0.01%
164,664
+13,499
+9% +$274K
RPT
1839
Rithm Property Trust
RPT
$95.8M
$3.31M ﹤0.01%
66,517
+12,769
+24% +$696K
CNSL
1840
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$3.31M ﹤0.01%
581,396
-4,081
-0.7% -$28.3K
NTCT icon
1841
NETSCOUT
NTCT
$2.96B
$3.31M ﹤0.01%
151,506
+4,793
+3% +$116K
CMP icon
1842
Compass Minerals
CMP
$1.23B
$3.3M ﹤0.01%
55,642
+3,606
+7% +$199K
GOOD
1843
Gladstone Commercial Corp
GOOD
$605M
$3.3M ﹤0.01%
195,929
+3,760
+2% +$68.6K
IBKR icon
1844
Interactive Brokers
IBKR
$39.2B
$3.3M ﹤0.01%
273,056
+11,848
+5% +$148K
JBGS
1845
JBG SMITH
JBGS
$818M
$3.3M ﹤0.01%
123,349
+41
+0% +$1.15K
FOLD
1846
DELISTED
Amicus Therapeutics
FOLD
$3.29M ﹤0.01%
233,026
+18,459
+9% +$269K
NOMD icon
1847
Nomad Foods
NOMD
$1.66B
$3.29M ﹤0.01%
129,113
+2,129
+2% +$50.5K
BANR icon
1848
Banner Corp
BANR
$2.39B
$3.28M ﹤0.01%
101,790
+3,916
+4% +$138K
FRME icon
1849
First Merchants
FRME
$2.68B
$3.28M ﹤0.01%
141,810
+5,017
+4% +$125K
MGPI icon
1850
MGP Ingredients
MGPI
$379M
$3.28M ﹤0.01%
82,644
+4,149
+5% +$155K
72 73
74
75 76

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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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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.