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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
DB icon
926
Deutsche Bank
DB
$69.6B
$14.3M 0.01%
1,706,380
-177,176
-9% -$1.66M
AMTD
927
DELISTED
TD Ameritrade Holding Corp
AMTD
$14.3M 0.01%
365,610
-923
-0.3% -$34.7K
VICI icon
928
VICI Properties
VICI
$29B
$14.3M 0.01%
610,397
+11,006
+2% +$247K
HEI icon
929
HEICO Corp
HEI
$49.5B
$14.2M 0.01%
135,670
-1,692
-1% -$175K
SVC
930
Service Properties Trust
SVC
$1.04B
$14.2M 0.01%
356,888
-76,548
-18% -$2.92M
POWI icon
931
Power Integrations
POWI
$3.39B
$14.2M 0.01%
255,859
-28,283
-10% -$1.63M
TTC icon
932
Toro Company
TTC
$8.72B
$14.2M 0.01%
168,604
-3,426
-2% -$256K
IRDM icon
933
Iridium Communications
IRDM
$5.05B
$14.2M 0.01%
553,203
+68,495
+14% +$1.88M
CAJ
934
DELISTED
Canon, Inc.
CAJ
$14.1M 0.01%
851,819
-516,436
-38% -$9.16M
MPLX icon
935
MPLX
MPLX
$58.5B
$14M 0.01%
892,386
-725,178
-45% -$13.1M
SDX
936
DELISTED
SODEXHO ALLIANCE SA ADS (REP 1 COM SHR)
SDX
$14M 0.01%
975,118
+162,317
+20% +$2.34M
VC icon
937
Visteon
VC
$2.8B
$14M 0.01%
202,163
+4,736
+2% +$350K
CM icon
938
Canadian Imperial Bank of Commerce
CM
$108B
$14M 0.01%
374,528
-62,660
-14% -$2.29M
SIG icon
939
Signet Jewelers
SIG
$3.72B
$14M 0.01%
747,967
+142,841
+24% +$2.08M
SSD icon
940
Simpson Manufacturing
SSD
$7.68B
$14M 0.01%
143,941
+6,740
+5% +$639K
PACW
941
DELISTED
PacWest Bancorp
PACW
$13.9M 0.01%
816,386
-171,455
-17% -$3.18M
NAVI icon
942
Navient
NAVI
$794M
$13.9M 0.01%
1,648,394
+79,666
+5% +$654K
NLSN
943
DELISTED
Nielsen Holdings plc
NLSN
$13.9M 0.01%
982,208
-1,092
-0.1% -$16.4K
CIEN icon
944
Ciena
CIEN
$52.7B
$13.9M 0.01%
350,879
-142,627
-29% -$7.51M
CONE
945
DELISTED
CyrusOne Inc Common Stock
CONE
$13.9M 0.01%
198,747
+4,352
+2% +$341K
CUBE icon
946
CubeSmart
CUBE
$9.34B
$13.9M 0.01%
430,734
-26,202
-6% -$792K
AM icon
947
Antero Midstream
AM
$10.2B
$13.9M 0.01%
2,588,005
+1,156,232
+81% +$7.05M
TMIC
948
DELISTED
TREND MICRO INC SPONS ADR-NEW
TMIC
$13.9M 0.01%
226,615
-8,074
-3% -$493K
CNQ icon
949
Canadian Natural Resources
CNQ
$98.6B
$13.8M 0.01%
1,764,690
+30,485
+2% +$275K
EEFT icon
950
Euronet Worldwide
EEFT
$2.92B
$13.8M 0.01%
151,794
+22,796
+18% +$2.22M
36 37
38
39 40

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AF
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MCM
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PSUF
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IA
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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.