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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
CHT icon
726
Chunghwa Telecom
CHT
$33.5B
$21.5M 0.02%
593,453
-189,720
-24% -$7.02M
MTH icon
727
Meritage Homes
MTH
$4.78B
$21.4M 0.02%
387,560
+63,540
+20% +$3.04M
EVV
728
Eaton Vance Limited Duration Income Fund
EVV
$1.05B
$21.3M 0.02%
1,887,125
-69,962
-4% -$809K
OSK icon
729
Oshkosh
OSK
$8.91B
$21.3M 0.02%
290,281
+11,474
+4% +$884K
AFG icon
730
American Financial Group
AFG
$11.9B
$21.3M 0.02%
317,987
-25,030
-7% -$1.61M
TCF
731
DELISTED
TCF Financial Corporation Common Stock
TCF
$21.3M 0.02%
911,577
+257,236
+39% +$6.88M
PRGO icon
732
Perrigo
PRGO
$1.44B
$21.3M 0.02%
463,414
-78,327
-14% -$4.1M
NFG icon
733
National Fuel Gas
NFG
$7.69B
$21.2M 0.02%
521,447
+150,086
+40% +$6.39M
IMMU
734
DELISTED
Immunomedics Inc
IMMU
$21.1M 0.02%
248,322
+14,511
+6% +$734K
LSXMK
735
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
$21M 0.02%
818,650
-27,468
-3% -$744K
GLIBA
736
DELISTED
GCI Liberty, Inc. Class A Common Stock (DE)
GLIBA
$21M 0.02%
255,712
-1,980
-0.8% -$156K
AEL
737
DELISTED
American Equity Investment Life Holding Company
AEL
$20.9M 0.02%
950,695
-31,720
-3% -$758K
MASI
738
DELISTED
Masimo
MASI
$20.9M 0.02%
88,482
-7,101
-7% -$1.59M
BAP icon
739
Credicorp
BAP
$30.5B
$20.8M 0.02%
167,979
-92,164
-35% -$11.8M
CSL icon
740
Carlisle Companies
CSL
$13.5B
$20.8M 0.01%
169,916
-1,394
-0.8% -$171K
FRT icon
741
Federal Realty Investment Trust
FRT
$10.9B
$20.8M 0.01%
282,806
-41,305
-13% -$3.26M
CVET
742
DELISTED
Covetrus, Inc. Common Stock
CVET
$20.8M 0.01%
851,090
+101,036
+13% +$2.18M
NXST icon
743
Nexstar Media Group
NXST
$6.01B
$20.7M 0.01%
229,876
-1,813
-0.8% -$164K
QVCGA
744
DELISTED
QVC Group Inc Series A
QVCGA
$20.6M 0.01%
57,508
+8,216
+17% +$3.89M
HAIN icon
745
Hain Celestial
HAIN
$44.6M
$20.6M 0.01%
599,870
-22,332
-4% -$740K
RPM icon
746
RPM International
RPM
$13.8B
$20.5M 0.01%
247,472
+8,553
+4% +$699K
W icon
747
Wayfair
W
$11.8B
$20.5M 0.01%
70,369
+10,239
+17% +$2.8M
OLLI icon
748
Ollie's Bargain Outlet
OLLI
$4.31B
$20.4M 0.01%
233,999
-12,967
-5% -$1.27M
MDU icon
749
MDU Resources
MDU
$4.18B
$20.3M 0.01%
2,367,031
+209,689
+10% +$1.8M
GMAB icon
750
Genmab
GMAB
$17.5B
$20.1M 0.01%
547,698
+34,014
+7% +$1.23M
28 29
30
31 32

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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.