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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
SHG icon
826
Shinhan Financial Group
SHG
$32.1B
$17.1M 0.01%
746,415
-149,711
-17% -$3.77M
WF icon
827
Woori Financial
WF
$15.9B
$17.1M 0.01%
774,941
-84,583
-10% -$1.85M
TAL icon
828
TAL Education Group
TAL
$6.04B
$17.1M 0.01%
224,339
-84,170
-27% -$6.35M
NWSA icon
829
News Corp Class A
NWSA
$15.6B
$17M 0.01%
1,209,455
-272,114
-18% -$3.8M
JBLU icon
830
JetBlue
JBLU
$2.16B
$16.9M 0.01%
1,495,369
-130,180
-8% -$1.46M
PDCO
831
DELISTED
Patterson Companies, Inc.
PDCO
$16.9M 0.01%
702,785
+402,248
+134% +$10.2M
OHI icon
832
Omega Healthcare
OHI
$15.3B
$16.9M 0.01%
564,869
-4,556
-0.8% -$142K
BKU icon
833
Bankunited
BKU
$3.33B
$16.8M 0.01%
767,384
+14,967
+2% +$317K
WSO icon
834
Watsco Inc
WSO
$13.2B
$16.8M 0.01%
72,077
-848
-1% -$191K
WEX icon
835
WEX
WEX
$6.42B
$16.8M 0.01%
120,712
-1,403
-1% -$220K
CFR icon
836
Cullen/Frost Bankers
CFR
$10.5B
$16.8M 0.01%
262,033
+17,678
+7% +$1.24M
WIT icon
837
Wipro
WIT
$19.5B
$16.8M 0.01%
7,128,166
-1,624,422
-19% -$3.4M
AEO icon
838
American Eagle Outfitters
AEO
$2.94B
$16.7M 0.01%
1,127,812
+73,448
+7% +$876K
G icon
839
Genpact
G
$6.22B
$16.7M 0.01%
428,663
-22,401
-5% -$883K
POR icon
840
Portland General Electric
POR
$5.82B
$16.7M 0.01%
470,234
+63,360
+16% +$2.53M
TRU icon
841
TransUnion
TRU
$16B
$16.6M 0.01%
197,525
-31,933
-14% -$2.76M
AMH icon
842
American Homes 4 Rent
AMH
$12.1B
$16.6M 0.01%
582,609
+197,781
+51% +$5.58M
KKR icon
843
KKR & Co
KKR
$89.1B
$16.5M 0.01%
481,018
+14,205
+3% +$497K
CX icon
844
Cemex
CX
$16.9B
$16.5M 0.01%
4,341,514
-2,212,447
-34% -$7.24M
LPL icon
845
LG Display
LPL
$2.79B
$16.5M 0.01%
2,524,997
-278,786
-10% -$1.64M
SRPT icon
846
Sarepta Therapeutics
SRPT
$1.64B
$16.5M 0.01%
117,325
+537
+0.5% +$81.6K
INDA icon
847
iShares MSCI India ETF
INDA
$6.81B
$16.4M 0.01%
484,952
-65,020
-12% -$2.13M
RH icon
848
RH
RH
$3.33B
$16.4M 0.01%
42,881
+7,492
+21% +$2.36M
DLB icon
849
Dolby
DLB
$4.97B
$16.4M 0.01%
247,436
+10,052
+4% +$680K
IIM icon
850
Invesco Value Municipal Income Trust
IIM
$585M
$16.4M 0.01%
1,112,550
+69,922
+7% +$1.04M
32 33
34
35 36

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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.