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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
KIM icon
901
Kimco Realty
KIM
$17.2B
$14.8M 0.01%
1,315,087
-169,672
-11% -$2M
STNE icon
902
StoneCo
STNE
$2.78B
$14.8M 0.01%
279,718
+128,034
+84% +$6.12M
PVH icon
903
PVH
PVH
$4.01B
$14.8M 0.01%
247,942
+4,171
+2% +$230K
VYX icon
904
NCR Voyix
VYX
$1.12B
$14.8M 0.01%
1,086,964
-89,017
-8% -$1.06M
LYV icon
905
Live Nation Entertainment
LYV
$42.7B
$14.8M 0.01%
273,827
+9,036
+3% +$466K
AMN icon
906
AMN Healthcare
AMN
$1.35B
$14.7M 0.01%
251,913
+61,547
+32% +$3.24M
TPR icon
907
Tapestry
TPR
$30.8B
$14.7M 0.01%
940,934
-222,708
-19% -$3.28M
AMG icon
908
Affiliated Managers Group
AMG
$9.65B
$14.7M 0.01%
214,862
-7,961
-4% -$556K
SABA
909
Saba Capital Income & Opportunities Fund II
SABA
$223M
$14.7M 0.01%
1,372,780
+1,720
+0.1% +$18.6K
ROKU icon
910
Roku
ROKU
$21.5B
$14.7M 0.01%
77,750
+16,843
+28% +$2.66M
SLF icon
911
Sun Life Financial
SLF
$45.9B
$14.6M 0.01%
358,998
-633
-0.2% -$25.6K
SEO
912
DELISTED
STORA ENSO OYJ, ADS(RP 1 SR R)
SEO
$14.6M 0.01%
932,315
-151,172
-14% -$2.37M
BVN icon
913
Compañía de Minas Buenaventura
BVN
$8.09B
$14.6M 0.01%
1,195,269
-247,935
-17% -$2.97M
WCN
914
Waste Connections
WCN
$41.9B
$14.6M 0.01%
140,219
+4,749
+4% +$475K
AA icon
915
Alcoa
AA
$11.9B
$14.5M 0.01%
1,248,800
+428,285
+52% +$5.75M
TWO
916
Two Harbors Investment
TWO
$1.27B
$14.5M 0.01%
712,220
-3,673
-0.5% -$78K
JHG
917
DELISTED
Janus Henderson
JHG
$14.5M 0.01%
667,575
+269,582
+68% +$5.59M
ACM icon
918
Aecom
ACM
$9.22B
$14.5M 0.01%
346,048
+12,738
+4% +$486K
TTM
919
DELISTED
Tata Motors Limited
TTM
$14.5M 0.01%
1,591,377
-503,694
-24% -$4.19M
OTEX icon
920
Open Text
OTEX
$6.15B
$14.4M 0.01%
341,881
-54,227
-14% -$2.37M
SYNH
921
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$14.4M 0.01%
271,643
-2,917
-1% -$174K
NOV icon
922
NOV
NOV
$6.93B
$14.4M 0.01%
1,589,986
+2,344
+0.1% +$27.4K
EPD icon
923
Enterprise Products Partners
EPD
$82.5B
$14.4M 0.01%
912,193
-684,973
-43% -$12M
WDFC icon
924
WD-40
WDFC
$3.06B
$14.4M 0.01%
76,012
+30,450
+67% +$5.98M
WH icon
925
Wyndham Hotels & Resorts
WH
$5.65B
$14.3M 0.01%
283,901
-68
-0% -$3.32K
35 36
37
38 39

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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.